Last Update: 23 Oct 2018 8:15 GMT+0
The Denmark 10Y Government Bond has a 0.387% yield.
10 Years vs 2 Years bond spread is 94.6 bp.
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 11.21 and implied probability of default is 0.19%.
| 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 | 11.21 | +3.75 % | +4.67 % | 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 | ||||
| 3 months | -0.515% | -1.6 bp | -6.8 bp | ||||||
| 6 months | -0.553% | -5.3 bp | +2.2 bp | ||||||
| 2 years | -0.559% | -6.3 bp | -16.7 bp | 101.13 | +0.13 % | +0.34 % | |||
| 3 years | -0.396% | -3.2 bp | -17.8 bp | 101.20 | +0.10 % | +0.54 % | |||
| 5 years | -0.090% | -1.4 bp | -20.9 bp | 100.45 | +0.07 % | +1.05 % | |||
| 8 years | 0.162% | 0.0 bp | -21.5 bp | 98.71 | 0.00 % | +1.73 % | |||
| 10 years | 0.387% | -2.0 bp | -26.0 bp | 96.21 | +0.20 % | +2.62 % | |||
| 30 years | 1.016% | 0.0 bp | -7.4 bp | 73.84 | 0.00 % | +2.21 % | |||
10Y Bond Yield Spread - Denmark vs Main Countries
The Denmark 10Y Government Bond has a 0.387% 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 | 23.8 bp | -4.0 | -34.8 | ||
| Germany 10Y | -4.4 bp | +1.0 | -5.6 | ||
| France 10Y | -41.5 bp | -4.3 | -21.9 | ||
| United Kingdom 10Y | -111.1 bp | +3.9 | -22.1 | ||
| Spain 10Y | -130.2 bp | -19.6 | -64.0 | ||
| Canada 10Y | -209.8 bp | -7.5 | -39.0 | ||
| Australia 10Y | -229.2 bp | 0.0 | -6.9 | ||
| United States 10Y | -276.9 bp | -10.9 | -43.9 | ||
| Italy 10Y | -306.7 bp | -63.5 | -192.2 | ||
| China 10Y | -321.7 bp | +8.9 | -26.1 | ||
| India 10Y | -751.4 bp | +15.5 | -42.1 | ||
| Russia 10Y | -816.3 bp | +12.0 | -147.0 | ||
| Brazil 10Y | -982.3 bp | +147.0 | -77.5 |
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 | 0.387% | 96.21 | 106.00 | 125.58 | 145.16 | 164.74 | 184.32 | |
| 8 years | 0.162% | 98.71 | 106.66 | 122.54 | 138.42 | 154.31 | 170.19 | |
| 5 years | -0.090% | 100.45 | 105.46 | 115.49 | 125.52 | 135.55 | 145.57 | |
| 3 years | -0.396% | 101.20 | 104.22 | 110.27 | 116.32 | 122.36 | 128.41 | |
| 2 years | -0.559% | 101.13 | 103.14 | 107.18 | 111.21 | 115.25 | 119.28 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||