Last Update: 13 Dec 2018 5:15 GMT+0
The Denmark 10Y Government Bond has a 0.271% yield.
10 Years vs 2 Years bond spread is 81 bp.
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 11.24 and implied probability of default is 0.19%.
| 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 | 11.24 | -6.10 % | +3.17 % | 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 | -0.675% | -19.6 bp | -10.1 bp | ||||||
| 6 months | -0.612% | -5.7 bp | -13.4 bp | ||||||
| 2 years | -0.539% | +2.0 bp | -6.3 bp | 101.09 | -0.04 % | +0.13 % | |||
| 3 years | -0.431% | -0.4 bp | -10.6 bp | 101.30 | +0.01 % | +0.32 % | |||
| 5 years | -0.182% | -4.4 bp | -21.9 bp | 100.91 | +0.22 % | +1.09 % | |||
| 8 years | 0.036% | -8.3 bp | -22.1 bp | 99.71 | +0.67 % | +1.78 % | |||
| 10 years | 0.271% | -10.1 bp | -23.9 bp | 97.33 | +1.02 % | +2.41 % | |||
| 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 0.271% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 21.4 bp | -4.4 | -24.7 | ||
| Germany 10Y | -1.7 bp | +1.2 | -4.8 | ||
| France 10Y | -47.1 bp | -6.4 | -13.5 | ||
| United Kingdom 10Y | -100.9 bp | +11.6 | -14.7 | ||
| Spain 10Y | -116.4 bp | +8.8 | -25.7 | ||
| Canada 10Y | -186.3 bp | +22.4 | -5.1 | ||
| Australia 10Y | -220.3 bp | +14.0 | +6.3 | ||
| United States 10Y | -264.0 bp | +13.1 | -17.4 | ||
| Italy 10Y | -272.8 bp | +35.4 | -42.3 | ||
| China 10Y | -306.2 bp | +6.8 | +14.0 | ||
| India 10Y | -712.3 bp | +26.7 | +29.7 | ||
| Russia 10Y | -840.9 bp | +24.9 | -133.9 | ||
| Brazil 10Y | -976.9 bp | +40.9 | +135.1 |
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% | |||
| 30 years | 1.016% | 73.84 | 99.59 | 151.08 | 202.58 | 254.07 | 305.57 | |
| 10 years | 0.271% | 97.33 | 107.18 | 126.89 | 146.59 | 166.30 | 186.00 | |
| 8 years | 0.036% | 99.71 | 107.70 | 123.67 | 139.65 | 155.62 | 171.60 | |
| 5 years | -0.182% | 100.91 | 105.94 | 116.00 | 126.05 | 136.11 | 146.16 | |
| 3 years | -0.431% | 101.30 | 104.33 | 110.38 | 116.43 | 122.49 | 128.54 | |
| 2 years | -0.539% | 101.09 | 103.10 | 107.14 | 111.17 | 115.20 | 119.23 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||