Last Update: 5 Mar 2021 3:15 GMT+0
The Denmark 10Y Government Bond has a -0.160% yield.
Central Bank Rate is -0.60% (last modification in March 2020).
The Denmark credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 7.81 and implied probability of default is 0.13%.
| 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 | -0.60% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 7.81 | -2.43 % | -2.59 % | -14.70 % | 0.13 % |
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 | ||||
| 10 years | -0.160% | +18.0 bp | +20.0 bp | 101.61 | -1.79 % | -1.99 % | |||
10Y Bond Yield Spread - Denmark vs Main Countries
The Denmark 10Y Government Bond has a -0.160% 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 | 13.3 bp | +3.5 | +2.7 | ||
| France 10Y | -12.4 bp | -0.2 | +6.6 | ||
| Japan 10Y | -30.6 bp | +8.8 | +9.1 | ||
| Spain 10Y | -48.1 bp | -0.5 | +23.4 | ||
| United Kingdom 10Y | -93.6 bp | -10.0 | -30.6 | ||
| Italy 10Y | -93.6 bp | -5.8 | +50.2 | ||
| Canada 10Y | -167.1 bp | -33.2 | -71.5 | ||
| United States 10Y | -173.6 bp | -22.7 | -65.5 | ||
| Australia 10Y | -199.6 bp | -40.7 | -67.9 | ||
| China 10Y | -345.4 bp | +13.4 | +4.4 | ||
| India 10Y | -637.2 bp | +3.9 | -8.2 | ||
| Russia 10Y | -671.5 bp | -17.0 | -21.0 | ||
| Brazil 10Y | -866.2 bp | -85.7 | -159.6 |
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% | |||
| 10 years | -0.160% | 101.61 | 111.70 | 131.88 | 152.06 | 172.23 | 192.41 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||