Last Update: 24 Jan 2020 5:15 GMT+0
The Denmark 10Y Government Bond has a -0.290% yield.
10 Years vs 2 Years bond spread is 35 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is -0.75% (last modification in September 2019).
The Denmark credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 9.95 and implied probability of default is 0.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 10Y vs 2Y | 35 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 | -0.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 9.95 | +8.29 % | +26.77 % | -25.82 % | 0.17 % |
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 | -0.640% | +4.0 bp | +13.8 bp | 101.29 | -0.08 % | -0.28 % | |||
| 10 years | -0.290% | -8.0 bp | +3.4 bp | 102.95 | +0.81 % | -0.34 % | |||
10Y Bond Yield Spread - Denmark vs Main Countries
The Denmark 10Y Government Bond has a -0.290% 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 | 1.5 bp | -2.0 | -3.6 | ||
| France 10Y | -22.7 bp | +4.2 | -1.6 | ||
| Japan 10Y | -27.0 bp | -5.8 | -9.5 | ||
| Spain 10Y | -64.7 bp | -1.5 | +3.4 | ||
| United Kingdom 10Y | -87.3 bp | +10.7 | +12.8 | ||
| Australia 10Y | -137.5 bp | +14.1 | +23.2 | ||
| Italy 10Y | -153.4 bp | +18.2 | +28.9 | ||
| Canada 10Y | -170.7 bp | +12.0 | +6.6 | ||
| United States 10Y | -203.5 bp | +7.8 | +33.7 | ||
| China 10Y | -332.4 bp | +8.8 | +17.8 | ||
| Russia 10Y | -648.5 bp | +6.0 | +110.9 | ||
| India 10Y | -688.5 bp | -10.4 | -12.3 | ||
| Brazil 10Y | -698.7 bp | +16.0 | +52.7 |
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.