Last Update: 18 Jun 2019 18:15 GMT+0
The Denmark 10Y Government Bond has a -0.280% yield.
10 Years vs 2 Years bond spread is 47.6 bp. Normal Convexity 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 11.88 and implied probability of default is 0.20%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 10.6 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 47.6 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
|
- |
| 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 | 11.88 | +5.13 % | +6.21 % | 0.20 % |
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 | -0.657% | -4.8 bp | -0.6 bp | ||||||
| 6 months | -0.656% | -5.1 bp | -5.6 bp | ||||||
| 2 years | -0.756% | -12.4 bp | -20.3 bp | 101.53 | +0.25 % | +0.41 % | |||
| 3 years | -0.731% | -10.0 bp | -27.1 bp | 102.23 | +0.30 % | +0.83 % | |||
| 5 years | -0.650% | -14.0 bp | -42.1 bp | 103.31 | +0.70 % | +2.14 % | |||
| 8 years | -0.459% | -9.1 bp | -45.8 bp | 103.75 | +0.74 % | +3.74 % | |||
| 10 years | -0.280% | -26.9 bp | -50.3 bp | 102.84 | +2.73 % | +5.15 % | |||
| 30 years | 1.016% | 0.0 bp | 0.0 bp | 73.84 | 0.00 % | 0.00 % | |||
10Y Bond Yield Spread - Denmark vs Main Countries
The Denmark 10Y Government Bond has a -0.280% 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 | 3.9 bp | -5.6 | +5.6 | ||
| Japan 10Y | -14.6 bp | -19.1 | -34.6 | ||
| France 10Y | -29.4 bp | +0.3 | +19.2 | ||
| Spain 10Y | -67.8 bp | +21.6 | +48.4 | ||
| United Kingdom 10Y | -108.8 bp | -3.9 | -3.1 | ||
| Australia 10Y | -163.7 bp | +1.3 | +53.7 | ||
| Canada 10Y | -170.6 bp | -0.6 | +8.6 | ||
| United States 10Y | -233.8 bp | +6.6 | +26.5 | ||
| Italy 10Y | -240.1 bp | +29.0 | +30.3 | ||
| China 10Y | -353.9 bp | -24.5 | -35.3 | ||
| India 10Y | -708.8 bp | +28.5 | +3.4 | ||
| Russia 10Y | -784.0 bp | +21.1 | +71.7 | ||
| Brazil 10Y | -817.0 bp | +94.1 | +132.7 |
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% | |||
| 30 years | 1.016% | 73.84 | 99.59 | 151.08 | 202.58 | 254.07 | 305.57 | |
| 10 years | -0.280% | 102.84 | 113.00 | 133.31 | 153.62 | 173.93 | 194.25 | |
| 8 years | -0.459% | 103.75 | 111.92 | 128.25 | 144.59 | 160.92 | 177.26 | |
| 5 years | -0.650% | 103.31 | 108.41 | 118.61 | 128.81 | 139.01 | 149.21 | |
| 3 years | -0.731% | 102.23 | 105.27 | 111.36 | 117.45 | 123.54 | 129.63 | |
| 2 years | -0.756% | 101.53 | 103.55 | 107.60 | 111.64 | 115.69 | 119.74 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||