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The fixing is published approximately at 11:30. After the publication the reported fixings can be found on the Danish Bankers association website.
| Date | 03/12/2010 | 03/11/2010 | 03/10/2010 | 03/09/2010 | 03/08/2010 |
| 2 year | 2,1122 | 2,0968 | 2,0454 | 2,0342 | 2,0682 |
| 3 year | 2,4084 | 2,3864 | 2,6102 | 2,3305 | 2,3639 |
| 4 year | 2,6768 | 2,6545 | 2,6102 | 2,6076 | 2,6340 |
| 5 year | 2,9077 | 2,8865 | 2,8435 | 2,8439 | 2,8665 |
| 6 year | 3,1189 | 3,0947 | 3,0585 | 3,0588 | 3,0799 |
| 7 year | 3,2919 | 3,2668 | 3,2317 | 3,2326 | 3,2527 |
| 8 year | 3,4388 | 3,4127 | 3,3803 | 3,3810 | 3,4008 |
| 9 year | 3,5604 | 3,5325 | 3,5020 | 3,5026 | 3,5216 |
| 10 year | 3,6635 | 3,6354 | 3,6079 | 3,6076 | 3,6251 |
Contributors: BARCLAYS CAPITAL, DANSKE BANK, DEUTSCHE BANK, NORDEA BANK, NYKREDIT BANK, ROYAL BANK OF SCOTLAND, SE BANKEN.
The swap fixing is a reference rate for the Danish swap curve. The reference rate is calculated on a daily basis for the maturities between 2 and 10 years. The calculation is based on reporting from a number of Danish and foreign banks. Currently 7 financial institutions participate in the fixing.
The Danish Bankers Association has the overall responsibility for the fixing. The Danish Central Bank contributes in this respect with calculating and publishing the fixing.
The reference rate reflect the level at 11:00 (CET) and the participants report their rates no later than 11:10 (CET). The fixing of the reference rate is then calculated by removing the highest and lowest reported rates and calculating the average of the rest of the reported rates. The number of removed reported rates depends on the number of participants. If there are 8 or more participants the two highest and the two lowest reported rates are removed from the calculation. If there are between 4 and 7 participants only the highest and lowest reporting are removed. Normally 4 participants are the lowest number of participants at which the fixing is calculated. In case of a London bank holiday the number of participants can be three. In this case no reported rates are removed before calculating the fixing.
The fixing is calculated and published with 4 digits.
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