COUNTRY •
SWEDEN
Last Update: 28 Jun 2022 5:23 GMT+0
The Sweden 10Y Government Bond has a 1.852% yield.
10 Years vs 2 Years bond spread is 12.3 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in April 2022).
The Sweden credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 14.45 and implied probability of default is 0.24%.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.395% | +13.1 bp | n.a. | 28 Jun | |||||
| 2 months | 0.486% | +13.2 bp | n.a. | 28 Jun | |||||
| 3 months | 0.628% | +34.6 bp | n.a. | 28 Jun | |||||
| 6 months | 0.905% | +32.0 bp | n.a. | 28 Jun | |||||
| 2 years | 1.729% | +53.4 bp | n.a. | 96.63 | -1.04 % | n.a. | 28 Jun | ||
| 5 years | 1.992% | +52.4 bp | n.a. | 90.61 | -2.54 % | n.a. | 28 Jun | ||
| 7 years | 1.951% | +43.7 bp | n.a. | 87.35 | -2.97 % | n.a. | 28 Jun | ||
| 10 years | 1.852% | +31.0 bp | +165.2 bp | 83.23 | -3.01 % | -15.09 % | 28 Jun | ||
| 12 years | 1.802% | +28.8 bp | n.a. | 80.71 | -3.34 % | n.a. | 28 Jun | ||
| 20 years | 1.852% | +15.7 bp | n.a. | 69.28 | -3.04 % | n.a. | 28 Jun | ||
Last Update: 28 Jun 2022 5:23 GMT+0
Sweden 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).
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (0.25%) |
|||
|---|---|---|---|---|---|---|
| 3 months | 2 years | 5 years | ||||
| 10 years | 1.852% | 160.2 bp | ||||
| 5 years | 1.992% | 174.2 bp | ||||
| 2 years | 1.729% | 147.9 bp | ||||
| 3 months | 0.628% | 37.8 bp | ||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | 26.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 12.3 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities |
Readings that may interest you
Sweden 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
Sweden Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
Sweden 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 | 0.25% |
Sweden 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 | 14.45 | +2.11 % | -0.72 % | +60.25 % | 0.24 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Sweden 10Y Bond Yield Spread
The Sweden 10Y Government Bond has a 1.852% 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.
If data are not all visible, swipe table left
| Sweden 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 162.3 bp | +30.4 bp | +148.2 bp | Compare | |
| Germany 10Y | 30.9 bp | -25.7 bp | -12.7 bp | Compare | |
| France 10Y | -22.3 bp | -27.1 bp | -29.2 bp | Compare | |
| United Kingdom 10Y | -53.5 bp | -15.3 bp | +18.8 bp | Compare | |
| Spain 10Y | -83.5 bp | -28.9 bp | -52.5 bp | Compare | |
| China 10Y | -100.0 bp | +20.8 bp | +162.0 bp | Compare | |
| United States 10Y | -132.9 bp | -12.8 bp | -4.5 bp | Compare | |
| Canada 10Y | -152.9 bp | -28.1 bp | -25.3 bp | Compare | |
| Italy 10Y | -176.7 bp | -41.3 bp | -87.2 bp | Compare | |
| Australia 10Y | -189.0 bp | -18.3 bp | -50.3 bp | Compare | |
| India 10Y | -559.5 bp | +21.3 bp | +68.3 bp | Compare | |
| Russia 10Y | -680.8 bp | +116.0 bp | +140.7 bp | Compare | |
| Brazil 10Y | -1093.0 bp | -3.9 bp | -42.3 bp | Compare |
Sweden 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.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 20 years | 1.852% | 69.28 | 85.87 | 119.04 | 152.22 | 185.39 | 218.57 | ||
| 12 years | 1.802% | 80.71 | 91.41 | 112.82 | 134.23 | 155.65 | 177.06 | ||
| 10 years | 1.852% | 83.23 | 92.29 | 110.39 | 128.50 | 146.60 | 164.71 | ||
| 7 years | 1.951% | 87.35 | 93.83 | 106.80 | 119.77 | 132.74 | 145.71 | ||
| 5 years | 1.992% | 90.61 | 95.32 | 104.75 | 114.18 | 123.61 | 133.04 | ||
| 2 years | 1.729% | 96.63 | 98.58 | 102.48 | 106.38 | 110.27 | 114.17 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||