COUNTRY •
SWEDEN
Last Update: 3 Oct 2022 11:24 GMT+0
The Sweden 10Y Government Bond has a 2.269% yield.
10 Years vs 2 Years bond spread is 11.4 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.75% (last modification in September 2022).
The Sweden credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 18.22 and implied probability of default is 0.30%.
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 | 1.425% | +77.5 bp | n.a. | 03 Oct | |||||
| 2 months | 1.539% | +53.7 bp | n.a. | 03 Oct | |||||
| 3 months | 1.648% | +25.7 bp | n.a. | 03 Oct | |||||
| 6 months | 1.709% | -0.7 bp | n.a. | 03 Oct | |||||
| 2 years | 2.155% | +0.7 bp | n.a. | 95.83 | -0.01 % | n.a. | 03 Oct | ||
| 5 years | 2.446% | +26.7 bp | n.a. | 88.62 | -1.29 % | n.a. | 03 Oct | ||
| 7 years | 2.406% | +34.8 bp | n.a. | 84.67 | -2.35 % | n.a. | 03 Oct | ||
| 10 years | 2.269% | +34.3 bp | +105.9 bp | 79.90 | -3.30 % | -9.89 % | 03 Oct | ||
| 12 years | 2.150% | +29.6 bp | n.a. | 77.47 | -3.43 % | n.a. | 03 Oct | ||
| 20 years | 2.122% | +29.0 bp | n.a. | 65.71 | -5.52 % | n.a. | 03 Oct | ||
Last Update: 3 Oct 2022 11:24 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 (1.75%) |
|||
|---|---|---|---|---|---|---|
| 3 months | 2 years | 5 years | ||||
| 10 years | 2.269% | 51.9 bp | ||||
| 5 years | 2.446% | 69.6 bp | ||||
| 2 years | 2.155% | 40.5 bp | ||||
| 3 months | 1.648% | -10.2 bp | ||||
Focusing on 2 years Government Bond:
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| 5Y vs 2Y | 29.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 11.4 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 | 1.75% |
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 | 18.22 | +11.10 % | +17.29 % | +118.10 % | 0.30 % |
(*) 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 2.269% 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 | 202.8 bp | +33.9 bp | +103.6 bp | Compare | |
| Germany 10Y | 22.4 bp | -19.4 bp | -42.8 bp | Compare | |
| France 10Y | -38.9 bp | -18.0 bp | -57.1 bp | Compare | |
| China 10Y | -51.3 bp | +19.7 bp | +109.9 bp | Compare | |
| Canada 10Y | -88.9 bp | +28.0 bp | +35.2 bp | Compare | |
| Spain 10Y | -96.8 bp | -21.9 bp | -69.0 bp | Compare | |
| United States 10Y | -148.3 bp | -21.6 bp | -30.4 bp | Compare | |
| Australia 10Y | -161.8 bp | +9.6 bp | +0.6 bp | Compare | |
| United Kingdom 10Y | -177.5 bp | -80.0 bp | -136.3 bp | Compare | |
| Italy 10Y | -221.0 bp | -33.5 bp | -132.3 bp | Compare | |
| India 10Y | -517.9 bp | +12.7 bp | +45.4 bp | Compare | |
| Russia 10Y | -784.6 bp | -42.2 bp | +220.4 bp | Compare | |
| Brazil 10Y | -969.4 bp | +40.4 bp | +6.8 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 | 2.122% | 65.71 | 81.87 | 114.19 | 146.51 | 178.83 | 211.15 | ||
| 12 years | 2.150% | 77.47 | 87.95 | 108.91 | 129.86 | 150.82 | 171.78 | ||
| 10 years | 2.269% | 79.90 | 88.76 | 106.47 | 124.19 | 141.90 | 159.62 | ||
| 7 years | 2.406% | 84.67 | 91.04 | 103.79 | 116.53 | 129.27 | 142.02 | ||
| 5 years | 2.446% | 88.62 | 93.27 | 102.58 | 111.88 | 121.19 | 130.50 | ||
| 2 years | 2.155% | 95.83 | 97.76 | 101.64 | 105.51 | 109.39 | 113.26 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||