Yield on government bonds
Norwegian synthetic 3-, 5- or 10-year effective yields.
The synthetic government bond yields are calculated by weighting two government bonds with shorter and longer residual terms to maturity, respectively. If there is no government bond with a maturity longer than 10 years, the synthetic 10-year yield will be calculated by linear extrapolation of the two government bonds with the longest residual terms to maturity. The price used is the mid-price.
Before 1993: The series contains annual effective yields payable in arrears on government bonds for 0-3 years, 3-6 years or more than 6 years. The yield was calculated as a weighted average of volume outstanding for government bonds with remaining terms to maturity of 0-3 years, 3-6 years and more than 6 years quoted on the Oslo Stock Exchange. Daily closing quotes (middle prices or traded prices).
NB: The period 6 March 1987 – 31 December 1989 contains weekly closing quotes.