Last Update: 22 Sep 2021 20:15 GMT+0
The Denmark 10Y Government Bond has a -0.020% yield.
10 Years vs 2 Years bond spread is 55 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is -0.50% (last modification in April 2021).
The Denmark credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 7.28 and implied probability of default is 0.12%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 10Y vs 2Y | 55 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 | -0.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 7.28 | -0.37 % | -0.57 % | -21.48 % | 0.12 % |
Denmark 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 | -0.570% | +2.0 bp | n.a. | 101.15 | -0.04 % | n.a. | |||
| 10 years | -0.020% | +15.0 bp | -2.0 bp | 100.20 | -1.49 % | +0.20 % | |||
Denmark 10Y Bond Yield Spread
The Denmark 10Y Government Bond has a -0.020% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Denmark 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 30.7 bp | -1.8 bp | -0.2 bp | Compare | |
| France 10Y | -2.7 bp | -0.5 bp | -8.4 bp | Compare | |
| Japan 10Y | -5.2 bp | +12.4 bp | +2.5 bp | Compare | |
| Spain 10Y | -33.2 bp | +5.0 bp | +0.5 bp | Compare | |
| Italy 10Y | -68.4 bp | +3.3 bp | -3.9 bp | Compare | |
| United Kingdom 10Y | -81.9 bp | -12.3 bp | -0.2 bp | Compare | |
| Canada 10Y | -123.6 bp | +7.7 bp | +32.5 bp | Compare | |
| Australia 10Y | -126.6 bp | -2.7 bp | +49.3 bp | Compare | |
| United States 10Y | -132.7 bp | +9.8 bp | +36.8 bp | Compare | |
| China 10Y | -290.2 bp | +13.6 bp | +35.4 bp | Compare | |
| India 10Y | -615.8 bp | +24.6 bp | +2.2 bp | Compare | |
| Russia 10Y | -718.0 bp | -6.0 bp | -6.5 bp | Compare | |
| Brazil 10Y | -1079.1 bp | -3.9 bp | -211.6 bp | Compare |
Denmark Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.