COUNTRY •
SWEDEN
Last Update: 9 Feb 2023 0:23 GMT+0
The Sweden 10Y Government Bond has a 2.111% yield.
10 Years vs 2 Years bond spread is -38.5 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.50% (last modification in November 2022).
The Sweden credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 18.85 and implied probability of default is 0.31%.
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 | 2.405% | +6.3 bp | +169.1 bp | 09 Feb | |||||
| 2 months | 2.780% | +41.5 bp | +183.0 bp | 09 Feb | |||||
| 3 months | 2.782% | +23.6 bp | +161.2 bp | 09 Feb | |||||
| 6 months | 2.926% | +20.6 bp | +154.7 bp | 09 Feb | |||||
| 2 years | 2.496% | -14.6 bp | +73.0 bp | 95.19 | +0.28 % | -1.42 % | 07 Feb | ||
| 5 years | 2.170% | -9.1 bp | +47.5 bp | 89.82 | +0.45 % | -2.31 % | 09 Feb | ||
| 7 years | 2.109% | -5.9 bp | +54.7 bp | 86.41 | +0.41 % | -3.69 % | 09 Feb | ||
| 10 years | 2.111% | -9.0 bp | +63.4 bp | 81.15 | +0.88 % | -6.03 % | 09 Feb | ||
| 20 years | 1.984% | -2.0 bp | +53.3 bp | 67.51 | +0.40 % | -9.95 % | 09 Feb | ||
Last Update: 9 Feb 2023 0:23 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 (2.50%) |
|||
|---|---|---|---|---|---|---|
| 3 months | 2 years | 5 years | ||||
| 10 years | 2.111% | -38.9 bp | ||||
| 5 years | 2.170% | -33.0 bp | ||||
| 2 years | 2.496% | -0.4 bp | ||||
| 3 months | 2.782% | 28.2 bp | ||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | -32.6 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -38.5 bp | Yield Curve is inverted 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 | 2.50% |
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 | 18.85 | -1.24 % | -4.91 % | +100.53 % | 0.31 % |
(*) 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 2.111% 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 | -8.0 bp | +31.4 bp | Compare | |
| Germany 10Y | -25.1 bp | -21.9 bp | -80.8 bp | Compare | |
| France 10Y | -69.5 bp | -16.0 bp | -69.5 bp | Compare | |
| China 10Y | -80.8 bp | -10.4 bp | +46.3 bp | Compare | |
| Canada 10Y | -92.5 bp | -2.1 bp | +30.9 bp | Compare | |
| United Kingdom 10Y | -122.4 bp | +10.7 bp | -71.0 bp | Compare | |
| Spain 10Y | -125.9 bp | -18.0 bp | -67.3 bp | Compare | |
| United States 10Y | -148.7 bp | -16.0 bp | -17.8 bp | Compare | |
| Australia 10Y | -149.6 bp | +0.4 bp | +25.3 bp | Compare | |
| Italy 10Y | -209.8 bp | -10.6 bp | -49.7 bp | Compare | |
| India 10Y | -523.3 bp | -9.2 bp | +63.8 bp | Compare | |
| Russia 10Y | -856.9 bp | -43.0 bp | -99.6 bp | Compare | |
| Brazil 10Y | -1119.5 bp | -39.4 bp | -53.3 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 | 1.984% | 67.51 | 83.89 | 116.64 | 149.39 | 182.15 | 214.90 | ||
| 10 years | 2.111% | 81.15 | 90.08 | 107.94 | 125.80 | 143.66 | 161.52 | ||
| 7 years | 2.109% | 86.41 | 92.85 | 105.74 | 118.63 | 131.52 | 144.41 | ||
| 5 years | 2.170% | 89.82 | 94.51 | 103.89 | 113.27 | 122.65 | 132.03 | ||
| 2 years | 2.496% | 95.19 | 97.12 | 100.97 | 104.83 | 108.68 | 112.54 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||