Last Update: 29 Nov 2020 7:15 GMT+0
The Denmark 10Y Government Bond has a -0.460% yield.
10 Years vs 2 Years bond spread is 17 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 8.03 and implied probability of default is 0.13%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 10Y vs 2Y | 17 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 | 8.03 | -0.46 % | -9.53 % | -15.83 % | 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 | ||||
| 2 years | -0.630% | +1.0 bp | -13.0 bp | 101.27 | -0.02 % | +0.26 % | |||
| 10 years | -0.460% | +3.0 bp | -20.0 bp | 104.72 | -0.30 % | +2.03 % | |||
10Y Bond Yield Spread - Denmark vs Main Countries
The Denmark 10Y Government Bond has a -0.460% 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 | 13.4 bp | -0.8 | -5.2 | ||
| France 10Y | -11.2 bp | +2.9 | +7.7 | ||
| Japan 10Y | -48.5 bp | +2.9 | -22.4 | ||
| Spain 10Y | -51.3 bp | +11.9 | +31.1 | ||
| United Kingdom 10Y | -74.4 bp | -3.9 | -29.9 | ||
| Italy 10Y | -101.7 bp | +16.7 | +72.0 | ||
| Canada 10Y | -113.8 bp | -1.9 | -34.5 | ||
| United States 10Y | -130.2 bp | +1.9 | -38.9 | ||
| Australia 10Y | -136.6 bp | -4.7 | -21.4 | ||
| China 10Y | -379.6 bp | -10.2 | -83.0 | ||
| Russia 10Y | -629.0 bp | +30.5 | -47.0 | ||
| India 10Y | -637.1 bp | +0.0 | -9.8 | ||
| Brazil 10Y | -798.6 bp | +0.6 | -66.7 |
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.