COUNTRY •
SWEDEN
Last Update: 9 Jun 2023 20:23 GMT+0
The Sweden 10Y Government Bond has a 2.483% yield.
10 Years vs 2 Years bond spread is -63.5 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 3.50% (last modification in April 2023).
The Sweden credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 15.92 and implied probability of default is 0.27%.
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 | 3.378% | +2.2 bp | +176.4 bp | 09 Jun | |||||
| 2 months | 3.422% | +3.2 bp | +155.1 bp | 09 Jun | |||||
| 3 months | 3.469% | -3.5 bp | +144.8 bp | 09 Jun | |||||
| 6 months | 3.336% | +7.5 bp | +82.0 bp | 09 Jun | |||||
| 2 years | 3.118% | +19.4 bp | +74.5 bp | 94.04 | -0.38 % | -1.45 % | 09 Jun | ||
| 5 years | 2.530% | +11.3 bp | +62.8 bp | 88.26 | -0.54 % | -3.02 % | 09 Jun | ||
| 7 years | 2.497% | +5.0 bp | +65.2 bp | 84.14 | -0.34 % | -4.38 % | 09 Jun | ||
| 10 years | 2.483% | +11.6 bp | +76.3 bp | 78.25 | -1.12 % | -7.20 % | 09 Jun | ||
| 15 years | 2.770% | n.a. | n.a. | 66.38 | n.a. | n.a. | 09 Jun | ||
| 20 years | 2.507% | -5.4 bp | +89.0 bp | 60.94 | +1.04 % | -16.01 % | 09 Jun | ||
Last Update: 9 Jun 2023 20:23 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 (3.50%) |
|||
|---|---|---|---|---|---|---|
| 3 months | 2 years | 5 years | ||||
| 10 years | 2.483% | -101.7 bp | ||||
| 5 years | 2.530% | -97.0 bp | ||||
| 2 years | 3.118% | -38.2 bp | ||||
| 3 months | 3.469% | -3.1 bp | ||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | -58.8 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -63.5 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 | 3.50% |
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 | 15.92 | +16.24 % | +14.32 % | +4.07 % | 0.27 % |
(*) 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 2.483% 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 | 205.9 bp | +11.3 bp | +59.8 bp | Compare | |
| Germany 10Y | 10.9 bp | +10.0 bp | +32.4 bp | Compare | |
| China 10Y | -22.1 bp | +17.9 bp | +98.4 bp | Compare | |
| France 10Y | -43.2 bp | +14.8 bp | +24.6 bp | Compare | |
| Spain 10Y | -86.5 bp | +22.3 bp | +37.3 bp | Compare | |
| Canada 10Y | -91.8 bp | -31.1 bp | +26.3 bp | Compare | |
| United States 10Y | -126.2 bp | -10.1 bp | +60.6 bp | Compare | |
| Australia 10Y | -145.6 bp | -35.1 bp | +19.0 bp | Compare | |
| Italy 10Y | -163.2 bp | +27.4 bp | +49.4 bp | Compare | |
| United Kingdom 10Y | -175.9 bp | -26.7 bp | -29.4 bp | Compare | |
| India 10Y | -455.6 bp | +12.3 bp | +102.3 bp | Compare | |
| Russia 10Y | -835.7 bp | -8.4 bp | +2.8 bp | Compare | |
| Brazil 10Y | -868.4 bp | +124.4 bp | +258.6 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 | 2.507% | 60.94 | 76.52 | 107.68 | 138.84 | 170.00 | 201.15 | ||
| 15 years | 2.770% | 66.38 | 78.51 | 102.79 | 127.07 | 151.35 | 175.63 | ||
| 10 years | 2.483% | 78.25 | 87.01 | 104.53 | 122.05 | 139.57 | 157.09 | ||
| 7 years | 2.497% | 84.14 | 90.49 | 103.19 | 115.89 | 128.59 | 141.29 | ||
| 5 years | 2.530% | 88.26 | 92.90 | 102.18 | 111.47 | 120.75 | 130.03 | ||
| 2 years | 3.118% | 94.04 | 95.95 | 99.77 | 103.60 | 107.42 | 111.24 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||