Last Update: 19 Apr 2019 8:15 GMT+0
The Denmark 10Y Government Bond has a 0.108% yield.
10 Years vs 2 Years bond spread is 75.1 bp. Normal Convexity in Long-Term vs Short-Term Maturities
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 11.10 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 21.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 75.1 bp | Normal Convexity 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 | -0.65% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 11.10 | -0.58 % | +12.47 % | 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 | ||||
| 3 months | -0.620% | -2.0 bp | -10.3 bp | ||||||
| 6 months | -0.618% | -1.8 bp | -6.8 bp | ||||||
| 2 years | -0.643% | -7.8 bp | -9.4 bp | 101.30 | +0.16 % | +0.19 % | |||
| 3 years | -0.594% | -7.1 bp | -20.8 bp | 101.80 | +0.21 % | +0.62 % | |||
| 5 years | -0.432% | -7.3 bp | -35.8 bp | 102.19 | +0.37 % | +1.81 % | |||
| 8 years | -0.264% | -7.2 bp | -44.5 bp | 102.14 | +0.58 % | +3.63 % | |||
| 10 years | 0.108% | -8.4 bp | -31.2 bp | 98.93 | +0.85 % | +3.16 % | |||
| 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 0.108% 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 | 13.5 bp | -10.1 | -13.6 | ||
| Germany 10Y | 8.5 bp | -0.2 | +11.8 | ||
| France 10Y | -26.2 bp | +2.3 | +15.3 | ||
| Spain 10Y | -95.3 bp | +4.1 | +38.7 | ||
| United Kingdom 10Y | -108.1 bp | -8.4 | +8.5 | ||
| Canada 10Y | -165.8 bp | -12.2 | +41.7 | ||
| Australia 10Y | -181.7 bp | -8.3 | +46.8 | ||
| United States 10Y | -245.2 bp | -2.6 | +32.4 | ||
| Italy 10Y | -250.4 bp | -20.7 | +64.5 | ||
| China 10Y | -328.2 bp | -31.6 | -11.9 | ||
| India 10Y | -731.2 bp | +3.2 | +18.9 | ||
| Russia 10Y | -813.2 bp | -4.4 | +3.8 | ||
| Brazil 10Y | -885.2 bp | -28.4 | +110.8 |
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 | 0.108% | 98.93 | 108.87 | 128.75 | 148.63 | 168.51 | 188.39 | |
| 8 years | -0.264% | 102.14 | 110.23 | 126.42 | 142.62 | 158.81 | 175.00 | |
| 5 years | -0.432% | 102.19 | 107.25 | 117.38 | 127.52 | 137.65 | 147.78 | |
| 3 years | -0.594% | 101.80 | 104.84 | 110.91 | 116.98 | 123.06 | 129.13 | |
| 2 years | -0.643% | 101.30 | 103.32 | 107.36 | 111.40 | 115.43 | 119.47 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||