Last Update: 22 Oct 2019 4:15 GMT+0
The Sweden 10Y Government Bond has a -0.041% yield.
10 Years vs 2 Years bond spread is 46.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is -0.25% (last modification in December 2018).
The Sweden credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 20.40 and implied probability of default is 0.34%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 14.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 46.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Sweden Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | -0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 20.40 | 0.00 % | 0.00 % | 0.00 % | 0.34 % |
Sweden Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | -0.500% | -10.8 bp | -10.6 bp | ||||||
| 2 months | -0.449% | +0.5 bp | -5.1 bp | ||||||
| 3 months | -0.502% | -10.1 bp | -10.4 bp | ||||||
| 6 months | -0.538% | -4.9 bp | -13.8 bp | ||||||
| 2 years | -0.510% | +5.2 bp | -3.0 bp | 101.03 | -0.10 % | +0.06 % | |||
| 5 years | -0.361% | +12.0 bp | -16.5 bp | 101.82 | -0.61 % | +0.82 % | |||
| 7 years | -0.252% | +13.6 bp | -39.7 bp | 101.78 | -0.95 % | +2.82 % | |||
| 10 years | -0.041% | +15.7 bp | -46.1 bp | 100.41 | -1.56 % | +4.70 % | |||
| 15 years | 0.129% | +15.6 bp | -49.1 bp | 98.08 | -2.32 % | +7.60 % | |||
| 20 years | 0.388% | +17.2 bp | -50.2 bp | 92.55 | -3.37 % | +10.49 % | |||
10Y Bond Yield Spread - Sweden vs Main Countries
The Sweden 10Y Government Bond has a -0.041% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Sweden 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 30.8 bp | -1.9 | -8.8 | ||
| Japan 10Y | 8.5 bp | +6.8 | -36.4 | ||
| France 10Y | 0.1 bp | -2.2 | -4.9 | ||
| Spain 10Y | -32.3 bp | +12.7 | +32.0 | ||
| United Kingdom 10Y | -78.5 bp | +3.7 | -1.4 | ||
| Italy 10Y | -112.3 bp | +0.6 | +105.4 | ||
| Australia 10Y | -121.7 bp | -0.1 | +31.3 | ||
| Canada 10Y | -161.0 bp | -2.5 | -24.2 | ||
| United States 10Y | -184.4 bp | +7.6 | +32.1 | ||
| China 10Y | -327.2 bp | +4.4 | -27.3 | ||
| Russia 10Y | -656.1 bp | +64.7 | +126.9 | ||
| Brazil 10Y | -656.6 bp | +71.2 | +195.4 | ||
| India 10Y | -685.7 bp | +12.3 | +19.7 |
Sweden Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 20 years | 0.388% | 92.55 | 111.76 | 150.17 | 188.59 | 227.00 | 265.42 | |
| 15 years | 0.129% | 98.08 | 112.93 | 142.62 | 172.32 | 202.01 | 231.70 | |
| 10 years | -0.041% | 100.41 | 110.43 | 130.48 | 150.52 | 170.57 | 190.61 | |
| 7 years | -0.252% | 101.78 | 108.85 | 123.00 | 137.14 | 151.28 | 165.42 | |
| 5 years | -0.361% | 101.82 | 106.88 | 116.99 | 127.10 | 137.21 | 147.32 | |
| 2 years | -0.510% | 101.03 | 103.04 | 107.07 | 111.10 | 115.14 | 119.17 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||