Last Update: 24 Sep 2020 0:15 GMT+0
The Norway 10Y Government Bond has a 0.654% yield.
10 Years vs 2 Years bond spread is 53.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in May 2020).
The Norway credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 11.70 and implied probability of default is 0.20%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 17.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 19.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 53.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Norway Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 11.70 | +11.43 % | +6.36 % | +5.41 % | 0.20 % |
Norway Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | -0.124% | -13.9 bp | -16.4 bp | ||||||
| 6 months | -0.117% | -13.0 bp | -25.5 bp | ||||||
| 9 months | -0.077% | -9.5 bp | -17.1 bp | ||||||
| 1 year | -0.064% | -11.4 bp | -18.7 bp | 100.06 | +0.11 % | +0.18 % | |||
| 2 years | 0.115% | 0.0 bp | -3.8 bp | 99.77 | 0.00 % | +0.08 % | |||
| 5 years | 0.312% | -5.9 bp | -30.7 bp | 98.45 | +0.29 % | +1.54 % | |||
| 10 years | 0.654% | -3.0 bp | -37.7 bp | 93.69 | +0.30 % | +3.81 % | |||
10Y Bond Yield Spread - Norway vs Main Countries
The Norway 10Y Government Bond has a 0.654% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Norway 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 116.5 bp | -1.2 | -21.8 | ||
| France 10Y | 89.5 bp | +1.8 | +2.3 | ||
| Japan 10Y | 64.8 bp | -1.6 | -33.3 | ||
| United Kingdom 10Y | 42.8 bp | -4.7 | -15.6 | ||
| Spain 10Y | 42.7 bp | +6.7 | +26.4 | ||
| Canada 10Y | 9.9 bp | -2.5 | -6.1 | ||
| United States 10Y | -1.8 bp | -4.8 | -19.1 | ||
| Italy 10Y | -19.3 bp | +13.1 | +34.2 | ||
| Australia 10Y | -21.1 bp | -1.2 | -28.3 | ||
| China 10Y | -245.7 bp | -12.3 | -77.7 | ||
| India 10Y | -533.6 bp | +20.1 | -6.3 | ||
| Russia 10Y | -563.1 bp | -13.5 | +50.8 | ||
| Brazil 10Y | -658.5 bp | -37.9 | +184.0 |
Norway Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 0.654% | 93.69 | 103.34 | 122.64 | 141.94 | 161.24 | 180.53 | |
| 5 years | 0.312% | 98.45 | 103.41 | 113.32 | 123.22 | 133.13 | 143.04 | |
| 2 years | 0.115% | 99.77 | 101.77 | 105.76 | 109.75 | 113.75 | 117.74 | |
| 1 year | -0.064% | 100.06 | 101.06 | 103.07 | 105.07 | 107.07 | 109.07 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||