Last Update: 12 Jul 2020 8:15 GMT+0
The Denmark 10Y Government Bond has a -0.350% yield.
10 Years vs 2 Years bond spread is 24 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
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 10.70 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 10Y vs 2Y | 24 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 | -0.60% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 10.70 | -3.08 % | -21.27 % | -0.09 % | 0.18 % |
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 | ||||
| 2 years | -0.590% | -6.0 bp | +4.0 bp | 101.19 | +0.12 % | -0.08 % | |||
| 10 years | -0.350% | -7.0 bp | -10.0 bp | 103.57 | +0.71 % | +1.01 % | |||
10Y Bond Yield Spread - Denmark vs Main Countries
The Denmark 10Y Government Bond has a -0.350% 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 | 11.5 bp | -4.4 | +12.7 | ||
| France 10Y | -20.4 bp | +3.4 | +9.0 | ||
| Japan 10Y | -36.2 bp | -7.5 | -10.3 | ||
| United Kingdom 10Y | -50.4 bp | -1.8 | +52.0 | ||
| Spain 10Y | -76.1 bp | +11.3 | -7.3 | ||
| Canada 10Y | -89.8 bp | -8.6 | +94.4 | ||
| United States 10Y | -99.3 bp | -0.3 | +107.7 | ||
| Australia 10Y | -124.5 bp | -7.2 | +23.8 | ||
| Italy 10Y | -163.2 bp | +5.6 | -5.8 | ||
| China 10Y | -348.4 bp | -42.1 | -9.1 | ||
| India 10Y | -611.0 bp | -3.4 | +72.5 | ||
| Russia 10Y | -613.5 bp | -23.5 | +25.0 | ||
| Brazil 10Y | -668.3 bp | +16.3 | +30.9 |
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.