Last Update: 1 Apr 2020 4:15 GMT+0
The Denmark 10Y Government Bond has a -0.280% 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 11.17 and implied probability of default is 0.19%.
| 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 | 11.17 | -37.88 % | +4.67 % | -4.14 % | 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 | ||||
| 2 years | -0.450% | +28.0 bp | +35.9 bp | 100.91 | -0.56 % | -0.72 % | |||
| 10 years | -0.280% | +19.0 bp | +23.4 bp | 102.84 | -1.89 % | -2.33 % | |||
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 | 20.2 bp | +6.3 | +17.1 | ||
| France 10Y | -25.7 bp | -8.0 | -0.5 | ||
| Japan 10Y | -29.0 bp | +3.1 | +7.1 | ||
| United Kingdom 10Y | -64.2 bp | +27.6 | +38.4 | ||
| United States 10Y | -91.8 bp | +71.5 | +123.6 | ||
| Spain 10Y | -93.9 bp | -18.7 | -23.8 | ||
| Australia 10Y | -96.6 bp | +20.0 | +50.5 | ||
| Canada 10Y | -97.4 bp | +62.6 | +88.8 | ||
| Italy 10Y | -179.1 bp | -23.5 | -41.2 | ||
| China 10Y | -292.3 bp | +34.2 | +74.6 | ||
| India 10Y | -641.8 bp | +42.3 | +75.3 | ||
| Russia 10Y | -703.5 bp | -9.5 | +50.9 | ||
| Brazil 10Y | -789.8 bp | -67.7 | -28.9 |
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.