COUNTRY •
NORWAY
Last Update: 1 Apr 2023 2:15 GMT+0
The Norway 10Y Government Bond has a 3.003% yield.
Central Bank Rate is 3.00% (last modification in March 2023).
The Norway credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 12.90 and implied probability of default is 0.22%.
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Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
3 months | 3.186% | +19.0 bp | +59.1 bp | 01 Apr | |||||
6 months | 3.357% | +15.6 bp | +72.4 bp | 01 Apr | |||||
9 months | 3.408% | +1.9 bp | +52.9 bp | 01 Apr | |||||
1 year | 3.405% | -10.9 bp | +41.2 bp | 96.71 | +0.10 % | -0.39 % | 01 Apr | ||
3 years | 3.036% | -55.0 bp | -16.9 bp | 91.42 | +1.61 % | +0.49 % | 01 Apr | ||
5 years | 2.993% | -51.6 bp | -25.7 bp | 86.29 | +2.53 % | +1.26 % | 01 Apr | ||
10 years | 3.003% | -49.0 bp | -37.5 bp | 74.39 | +4.86 % | +3.71 % | 01 Apr | ||
20 years | 2.855% | -48.0 bp | n.a. | 56.95 | +9.75 % | n.a. | 31 Mar |
Last Update: 1 Apr 2023 2:15 GMT+0
Norway Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (3.00%) |
|||
---|---|---|---|---|---|---|
3 months | 1 year | 5 years | ||||
10 years | 3.003% | 0.3 bp | ||||
5 years | 2.993% | -0.7 bp | ||||
1 year | 3.405% | 40.5 bp | ||||
3 months | 3.186% | 18.6 bp |
Readings that may interest you
Norway Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Norway Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
AAA
|
- |
Moody's Investors Service |
Aaa
|
- |
Fitch Ratings |
AAA
|
- |
DBRS |
AAA
|
- |
Norway Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 3.00% |
Norway Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
---|---|---|---|---|---|---|
5 Years CDS | 12.90 | 0.00 % | 0.00 % | +29.00 % | 0.22 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Norway 10Y Bond Yield Spread
The Norway 10Y Government Bond has a 3.003% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
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Norway 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 267.4 bp | -31.8 bp | -46.1 bp | Compare | |
Germany 10Y | 72.0 bp | -4.7 bp | -54.0 bp | Compare | |
France 10Y | 21.9 bp | -7.0 bp | -42.6 bp | Compare | |
China 10Y | 12.9 bp | -43.2 bp | -46.7 bp | Compare | |
Canada 10Y | 8.6 bp | +3.1 bp | -12.2 bp | Compare | |
Australia 10Y | -23.7 bp | +10.2 bp | +29.2 bp | Compare | |
Spain 10Y | -29.2 bp | -2.9 bp | -36.3 bp | Compare | |
United Kingdom 10Y | -46.2 bp | -13.0 bp | +24.3 bp | Compare | |
United States 10Y | -47.0 bp | +3.3 bp | -1.1 bp | Compare | |
Italy 10Y | -107.4 bp | +1.6 bp | +5.5 bp | Compare | |
India 10Y | -431.2 bp | -37.1 bp | -29.2 bp | Compare | |
Russia 10Y | -729.7 bp | +20.5 bp | -43.5 bp | Compare | |
Brazil 10Y | -989.7 bp | -4.9 bp | -131.2 bp | Compare |
Norway Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
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Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
20 years | 2.855% | 56.95 | 72.03 | 102.19 | 132.34 | 162.50 | 192.66 | ||
10 years | 3.003% | 74.39 | 82.92 | 99.97 | 117.03 | 134.09 | 151.15 | ||
5 years | 2.993% | 86.29 | 90.87 | 100.03 | 109.19 | 118.35 | 127.52 | ||
3 years | 3.036% | 91.42 | 94.24 | 99.90 | 105.55 | 111.20 | 116.86 | ||
1 year | 3.405% | 96.71 | 97.67 | 99.61 | 101.54 | 103.48 | 105.41 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |