The ldns-keygen tool in ldns 1.6.x uses the current umask to set the privileges of the private key, which might allow local users to obtain the private key by reading the file.
https://www.nlnetlabs.nl/bugs-script/show_bug.cgi?id=573
https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=746758
http://www.securityfocus.com/bid/67200