5 Years Credit Default Swaps
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Last Update: 21 Jan 2020 22:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Austria AA+ 8.57 -3.82 % -28.16 % 0.14 % 21 Jan
Germany AAA 8.80 0.00 % -20.00 % 0.15 % 21 Jan
Denmark AAA 9.53 +21.40 % -16.77 % 0.16 % 21 Jan
Sweden AAA 10.16 -50.20 % -50.20 % 0.17 % 21 Jan
Norway AAA 10.30 0.00 % -10.43 % 0.17 % 21 Jan
Finland AA+ 10.86 +9.26 % -9.20 % 0.18 % 21 Jan
Netherlands AAA 11.10 -2.63 % -14.62 % 0.19 % 21 Jan
United States AA+ 15.40 -1.91 % +0.65 % 0.26 % 21 Jan
Belgium AA 15.50 +2.65 % -22.50 % 0.26 % 21 Jan
New Zealand AA 17.70 +9.26 % -16.90 % 0.30 % 21 Jan
Singapore AAA 17.80 -7.68 % -4.04 % 0.30 % 21 Jan
France AA 18.70 -3.11 % -15.77 % 0.31 % 21 Jan
United Kingdom AA 18.75 -33.27 % -33.27 % 0.31 % 21 Jan
Japan A+ 19.50 -2.01 % -7.14 % 0.33 % 21 Jan
South Korea AA 22.20 +1.93 % -30.23 % 0.37 % 21 Jan
Ireland AA- 22.30 -0.89 % -20.07 % 0.37 % 21 Jan
Canada AAA 29.90 +0.34 % +8.33 % 0.50 % 21 Jan
China A+ 32.68 +3.19 % -22.67 % 0.54 % 21 Jan
Slovakia A+ 34.05 0.00 % -14.62 % 0.57 % 21 Jan
Malaysia A- 35.58 +0.37 % -30.67 % 0.59 % 21 Jan
Philippines BBB+ 35.99 +3.69 % -24.52 % 0.60 % 21 Jan
Hong Kong AA+ 36.70 -4.68 % +2.80 % 0.61 % 21 Jan
Portugal BBB 37.20 -2.87 % -3.88 % 0.62 % 21 Jan
Spain A 41.30 -1.20 % +6.44 % 0.69 % 21 Jan
Chile A+ 44.32 +5.65 % +28.09 % 0.74 % 21 Jan
Israel AA- 44.62 +0.27 % -30.01 % 0.74 % 21 Jan
Poland A- 50.80 -11.19 % -20.87 % 0.85 % 21 Jan
Croatia BBB- 52.04 -25.18 % -31.42 % 0.87 % 21 Jan
Russia BBB- 59.10 +7.42 % -42.34 % 0.99 % 21 Jan
Indonesia BBB 61.90 -2.84 % -27.36 % 1.03 % 21 Jan
India BBB- 62.13 -8.12 % -7.87 % 1.04 % 21 Jan
Qatar AA- 65.00 0.00 % 0.00 % 1.08 % 25 Jun
Colombia BBB- 72.21 +0.25 % -11.38 % 1.20 % 21 Jan
Mexico BBB+ 76.45 -1.55 % -31.08 % 1.27 % 21 Jan
Brazil BB- 97.70 -5.69 % -23.55 % 1.63 % 21 Jan
Greece BB- 119.50 +5.01 % -49.06 % 1.99 % 21 Jan
Italy BBB 119.60 -2.37 % -24.97 % 1.99 % 21 Jan
South Africa BB 172.45 +4.78 % +9.97 % 2.87 % 21 Jan
Turkey B+ 246.34 -12.40 % -32.05 % 4.11 % 20 Jan
Egypt B 248.47 -12.97 % -15.77 % 4.14 % 21 Jan
Bahrain B+ 255.00 0.00 % 0.00 % 4.25 % 25 Jun
Ukraine B 315.64 -24.01 % -33.80 % 5.26 % 21 Jan
Pakistan B- 350.00 -10.26 % +3.08 % 5.83 % 21 Jan
Argentina CCC- 4553.59 -10.08 % +420.52 % 75.89 % 21 Jan
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 14 Jan

(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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