About the statistics

1. Administrative information

1.1. Name

Bonds and commercial papers

1.2. Subject group

11.01 - Securities, credit indicators and monetary aggregates

1.3. Frequency and timeliness

Until 2006, the statistics were published quarterly and annually in Today’s statistics. From 2007 to 2010 it was published monthly with additional information each half year and annually in Today’s statistics. From 2010 the statistics has been published quarterly with additional information each half year and anually.The statistics are generally published 5 weeks after the end of the statistics period, exept the annual report, which is published in May.

1.4. Regional level

National

1.5. Responsible division

940 - Division for Financial Markets Statistics

1.6. Legal authority

The Statistics Act § 2-2

1.7. Legal document(EU)

Council regulation 2223/96

1.8. International reporting

Not relevant

2. Background and purpose

2.1. Purpose and history

The purpose of these statistics is to provide figures for the national accounts and for the supervision of the credit market and to publish relevant statistics of the securities market. Figures for bearer bond debt are available for amounts back to 1899. Figures for bond issues are available back to 1914. Historical figures on nominal yields are available back to 1900.Figures for commercial paper debt and issues are available back to 1985. Figures for issues outside Norway by residents are available back to 1988. Up to 2006, only details of amounts were published. From 2007, the statistics has also included information about the number of issues, as a result of an adjustment to Norges Bank’s statistics “Securities, issue of bonds and short-term securities”. The Norges Bank’s publication of the latter of these statistics was on the other hand terminated in 2007. Details of figures on numbers of issues of bonds and certificates in Norway are available from 1998, while details of figures on numbers of issues abroad are available from 2001.

2.2. Users and applications

Financial Instruments Statistics, Credit Market Statistics, Credit Indicators and National Accounts

3. Statistics production

3.1. Population

The statistics includes all bonds and commercial paper loans which are registered in the Norwegian Central Securities Depository, issued in Norway by residents and non-residents. Issues abroad by residents are limited to loans which are reported to Statistics Norway. Statistics are published every half year based on the same data basis that shows both the figures for numbers of issues and issue volumes.

The annual statistics contains tables with figures on annual issues, payments, outstanding debt and average nominal yield.

In addition, an annual overview of all single, outstanding loans with information about the securities number, yield, year of issue and redemption, type of guarantee and whether it is convertible is provided.

3.2. Data sources

Domestic borrowing: The Norwegian Central Securities Depository (VPS).

Issues outside Norway by residents: Forms (RA-0622) contending details from issuers sent to Statistics Norway.

3.3. Sampling

Full sample

3.4. Collection of data

Domestic borrowing: Figures are transferred monthly from the Norwegian Central Securities Depository to Statistics Norway.

Issues outside Norway by residents: Forms contending details from issuers are sent by the issuers monthly to Statistics Norway

3.5. Control and revision

Issues of bonds and certificates and outstanding debts are controlled by Statistics Norway by use of information from the Central Register of Establishments and Enterprises. In addition, the figures for outstanding debt are co-ordinated with the annual accounting statistics. Details of loans abroad are also controlled against data reported to the BIS and other international registers.

3.6. Estimation

The average nominal yield is estimated by weighting the yield with outstanding debt and applying the nominal interest rate as at 31 December. A weighted average issue interest rate is also estimated using the original rate at the date of issue.

3.7. Confidentiality

Not relevant.

4. Concepts, variables and classifications

4.1. Definitions of the main concepts and variables

Bonds are long-term loans (duration longer than one year) that can be divided between several lenders as standardised partial bonds without the borrower's approval. A bond is a negotiable financial instrument. Under the Securities Trading Act (Act no. 79 of 19 June 1997) it is required that all bonds issued in Norway by Norwegian residents are registered in the Norwegian Central Securities Depository. Partial bonds issued in Norway include, inter alia, government bonds, premium bonds, municipal bonds and county municipal bonds and other bonds issued to the holder, including bonds issued in Norway by non-residents.

Commercial papers are short-term loans (duration less than one year).

An issue is the opening of a new loan.

The issuer is the institutional owner who raised the loan and registers it in his balance sheet (the original borrower). The institutional owner is not always an individual legal entity.

A bond payment represents the redemption of the bond. The purchase of own bonds for subsequent sale or amortisation is not classified as an instalment.

Sector is defined as the institutional sector. The institutional units are classified into sectors according to fixed rules. The grouping of institutional sectors up to 2012 is based on the UN's "A System of National Accounts" (SNA) from 1993 and the European System of Accounts (ESA 95). The grouping of institutional sectors from 2012 is based upon European Union's National Account standard (ESA). 

The issue yield is the original nominal interest rate at the time of issue. The interest rate on outstanding debt is the nominal interest rate at 31 December.

The borrower is the institutional owner who registers the loan in his balance sheet. With regard to mergers, demergers and bankruptcies etc. this can be someone other than the issuer.

In accordance with the CFI code, a distinction is made between bonds and commercial papers in the statistics.

4.2. Standard classifications

The grouping of institutional sectors up to 2012 is based on the UN's "A System of National Accounts" (SNA) from 1993 and the European System of Accounts (ESA 95). The grouping of institutional sectors from 2012 is based upon European Union's National Account standard (ESA). 

The securities number is the loan's unique identification. It is assigned by the Norwegian Central Securities Depository and based on the international standard ISO 6166:2001.

CFI is an abbreviation for Classification of Financial Instruments and is based on the international standard ISO 10962:2001. The Norwegian Central Securities Depository is responsible for the assignment of CFI codes.

5. Sources of error and uncertainty

5.1. Measurement and processing errors

In publications up to 2006 and the statistics bank, the periodic distribution of issues and outstanding debts up to 2006 is based on information about the date of the loan’s approvement. This date can deviate from the date of which an issue actually took place. The periodic deviation may cause marginal errors for total amounts, but errors may be more obvious at sector level. All figures in tables for bonds and short-term securities are, however, based on details of actual issue dates whereby the distribution of issues and debts for periods should be correct.

5.2 Non-response errors

The statistics on issues by Norwegian residents outside Norway is based on data reported to Norges Bank from the issuers. Unless all the issues are reported the statistics will contain non-response errors. Due to a non-response error which has been discovered, figures for Norwegian entities ‘ issues abroad within the period January-July 2009 were corrected in table 1 which was published 2. October 2009.

5.3. Sampling errors

Not relevant.

5.4. Other sources of error

Not relevant

6. Comparability and coherence

6.1. Comparability over time and space

The periodic distribution of amounts in the statistics bank up to 2006 is based on details of the date when loans were approved, while the periodic distribution of amounts from 2007 is based on details of the issue date.

The introduction of a new sector standard from 2012 has led to a shift in time series belonging to the statistics. New tables have been added that include time series from the first quarter of 2012 and onwards.Tables with old sector classfication are not updated after 2012 except old "StatBank" tables which are updated with figures for the first quarter of 2012.

One significant consequence of the new sector classification from 2012 was a reorganisation and creation of new sectors for households (Housing cooperatives etc.) and financial corporations (Other financial enterprises, except insurance companies and pension funds, Financial holding companies and Investment trusts and private equity funds). Investment and finance companies and private equity funds that were previously classed as non-financial companies are from 2012 defined as financial institutions. This led to a moderate growth of ‘Financial corporations’

Otherwise, time series breaks may exist due to alterations in the legal framework and in the registration rules of the Norwegian Central Securities Depository.

6.2. Coherence with other statistics

The statistics is adjusted in accordance with the national accounts recommendations.

7. Availability

7.1. Publications and other links

The statistics is published on www.ssb.no. The time series are published in the Statistical Yearbook.

For previous years (before 2005), annual statistics for bonds are available as a separate information sheet in the bank and credit market statistics series.

Other publications include Norway’s Official Statistics, NOS Loan and securities market 1992-1998.

Today’s statistics: www.ssb.no/emner/10/11/obligasjoner

Bank and credit market statistics: http://www.ssb.no/emner/10/13/bk/

7.2. Microdata

The time series are stored in a database solution.


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