Last Update: 23 Aug 2019 4:15 GMT+0
The Denmark 10Y Government Bond has a -0.613% yield.
10 Years vs 2 Years bond spread is 24.8 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is -0.65%.
The Denmark rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 11.17 and implied probability of default is 0.19%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 6.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 24.8 bp | Yield Curve is flat 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
|
- |
| Denmark Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | -0.65% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 11.17 | -1.15 % | +9.25 % | 0.19 % |
Denmark 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 | ||||
| 3 months | -0.633% | +2.1 bp | -4.0 bp | ||||||
| 6 months | -0.702% | -3.2 bp | -8.7 bp | ||||||
| 2 years | -0.861% | -8.8 bp | -26.4 bp | 101.74 | +0.18 % | +0.53 % | |||
| 3 years | -0.853% | -11.2 bp | -33.2 bp | 102.60 | +0.33 % | +1.00 % | |||
| 5 years | -0.796% | -15.4 bp | -42.1 bp | 104.08 | +0.78 % | +2.14 % | |||
| 8 years | -0.721% | -25.2 bp | -51.6 bp | 105.96 | +2.05 % | +4.23 % | |||
| 10 years | -0.613% | -31.3 bp | -81.4 bp | 106.34 | +3.19 % | +8.50 % | |||
| 20 years | -0.380% | -39.0 bp | n.a. | 107.91 | +8.13 % | n.a. | |||
10Y Bond Yield Spread - Denmark vs Main Countries
The Denmark 10Y Government Bond has a -0.613% 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.
| Denmark 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 2.8 bp | -2.0 | -8.4 | ||
| France 10Y | -25.6 bp | -4.4 | +6.1 | ||
| Japan 10Y | -37.5 bp | -22.1 | -61.6 | ||
| Spain 10Y | -77.5 bp | -6.7 | +20.8 | ||
| United Kingdom 10Y | -113.2 bp | -14.4 | -17.3 | ||
| Australia 10Y | -159.1 bp | +2.9 | +28.9 | ||
| Canada 10Y | -190.3 bp | -11.2 | -21.3 | ||
| Italy 10Y | -191.8 bp | -1.5 | +75.6 | ||
| United States 10Y | -225.0 bp | +12.2 | +20.3 | ||
| China 10Y | -368.5 bp | -22.3 | -73.8 | ||
| India 10Y | -718.3 bp | -41.9 | +22.1 | ||
| Russia 10Y | -781.3 bp | -23.3 | +41.6 | ||
| Brazil 10Y | -782.8 bp | -29.8 | +90.1 |
Denmark 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 | -0.380% | 107.91 | 128.73 | 170.37 | 212.02 | 253.66 | 295.30 | |
| 10 years | -0.613% | 106.34 | 116.69 | 137.38 | 158.07 | 178.76 | 199.45 | |
| 8 years | -0.721% | 105.96 | 114.23 | 130.76 | 147.29 | 163.82 | 180.35 | |
| 5 years | -0.796% | 104.08 | 109.20 | 119.44 | 129.69 | 139.93 | 150.17 | |
| 3 years | -0.853% | 102.60 | 105.66 | 111.76 | 117.86 | 123.97 | 130.07 | |
| 2 years | -0.861% | 101.74 | 103.77 | 107.82 | 111.88 | 115.93 | 119.98 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||