Last Update: 22 Oct 2019 20:15 GMT+0
The Denmark 10Y Government Bond has a -0.352% yield.
10 Years vs 2 Years bond spread is 40.1 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 10.22 and implied probability of default is 0.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 12.8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 40.1 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 | -0.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 10.22 | -4.35 % | -0.83 % | -8.84 % | 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 | ||||
| 3 months | -0.768% | -6.1 bp | -14.8 bp | ||||||
| 6 months | -0.773% | -3.9 bp | -15.5 bp | ||||||
| 2 years | -0.753% | +2.2 bp | -11.0 bp | 101.52 | -0.05 % | +0.22 % | |||
| 3 years | -0.719% | +4.9 bp | -12.5 bp | 102.19 | -0.15 % | +0.38 % | |||
| 5 years | -0.625% | +4.8 bp | -19.3 bp | 103.18 | -0.24 % | +0.97 % | |||
| 8 years | -0.477% | +12.9 bp | -21.3 bp | 103.90 | -1.03 % | +1.72 % | |||
| 10 years | -0.352% | +13.5 bp | -46.0 bp | 103.59 | -1.34 % | +4.71 % | |||
| 20 years | -0.150% | +15.0 bp | n.a. | 103.05 | -2.96 % | n.a. | |||
10Y Bond Yield Spread - Denmark vs Main Countries
The Denmark 10Y Government Bond has a -0.352% 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 | 1.4 bp | -2.4 | -7.0 | ||
| Japan 10Y | -22.6 bp | +4.6 | -36.3 | ||
| France 10Y | -28.4 bp | -1.8 | -2.2 | ||
| Spain 10Y | -61.2 bp | +12.7 | +34.3 | ||
| United Kingdom 10Y | -106.4 bp | +4.7 | +1.9 | ||
| Italy 10Y | -137.2 bp | +4.6 | +111.7 | ||
| Australia 10Y | -150.2 bp | +0.3 | +34.0 | ||
| Canada 10Y | -187.8 bp | -0.4 | -19.8 | ||
| United States 10Y | -212.2 bp | +8.7 | +35.5 | ||
| China 10Y | -360.1 bp | +0.4 | -29.0 | ||
| Russia 10Y | -683.2 bp | +66.5 | +131.0 | ||
| Brazil 10Y | -691.7 bp | +65.0 | +191.5 | ||
| India 10Y | -716.7 bp | +10.2 | +19.9 |
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.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 20 years | -0.150% | 103.05 | 123.37 | 164.00 | 204.64 | 245.28 | 285.91 | |
| 10 years | -0.352% | 103.59 | 113.79 | 134.18 | 154.57 | 174.96 | 195.36 | |
| 8 years | -0.477% | 103.90 | 112.07 | 128.42 | 144.77 | 161.12 | 177.47 | |
| 5 years | -0.625% | 103.18 | 108.28 | 118.47 | 128.66 | 138.85 | 149.04 | |
| 3 years | -0.719% | 102.19 | 105.23 | 111.32 | 117.41 | 123.49 | 129.58 | |
| 2 years | -0.753% | 101.52 | 103.55 | 107.59 | 111.64 | 115.68 | 119.73 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||