5 Years Credit Default Swaps
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Last Update: 22 Sep 2019 17:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Denmark AAA 10.30 -4.45 % -11.82 % 0.17 % 22 Sep
Germany AAA 10.80 +0.93 % -1.82 % 0.18 % 22 Sep
Norway AAA 11.10 +5.71 % +1.83 % 0.19 % 22 Sep
Finland AA+ 11.58 +1.58 % -13.32 % 0.19 % 22 Sep
Austria AA+ 12.67 +7.28 % +7.10 % 0.21 % 22 Sep
Netherlands AAA 13.30 +7.26 % -0.75 % 0.22 % 22 Sep
United States AA+ 15.10 -5.63 % -24.88 % 0.25 % 22 Sep
Singapore AAA 18.73 -4.24 % -25.05 % 0.31 % 19 Sep
New Zealand AA 19.00 -9.52 % +9.83 % 0.32 % 22 Sep
Belgium AA 20.30 -0.98 % -19.44 % 0.34 % 22 Sep
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 22 Sep
France AA 20.90 -5.86 % -26.67 % 0.35 % 22 Sep
Japan A+ 22.90 -0.43 % +1.78 % 0.38 % 22 Sep
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 22 Sep
Chile A+ 29.47 -17.03 % -36.64 % 0.49 % 19 Sep
Canada AAA 30.50 +10.11 % -10.29 % 0.51 % 22 Sep
South Korea AA 33.12 +4.25 % +4.28 % 0.55 % 22 Sep
Ireland A+ 34.10 +0.59 % -8.09 % 0.57 % 22 Sep
Hong Kong AA+ 37.40 +24.25 % -0.53 % 0.62 % 22 Sep
Philippines BBB+ 40.35 -19.56 % -34.98 % 0.67 % 19 Sep
Spain A 41.50 -4.82 % -32.63 % 0.69 % 22 Sep
Slovakia A+ 42.43 +0.19 % -0.86 % 0.71 % 19 Sep
Portugal BBB 43.50 -5.23 % -37.86 % 0.73 % 22 Sep
China A+ 44.63 -2.68 % -8.62 % 0.74 % 22 Sep
Malaysia A- 48.15 -9.34 % -25.93 % 0.80 % 20 Sep
Israel AA- 51.86 -14.25 % -24.81 % 0.86 % 19 Sep
India BBB- 64.49 -12.82 % -22.62 % 1.07 % 19 Sep
Qatar AA- 65.00 0.00 % -13.91 % 1.08 % 25 Jun
Poland A- 66.70 +1.06 % -2.91 % 1.11 % 22 Sep
Colombia BBB- 75.02 -19.35 % -30.59 % 1.25 % 19 Sep
Russia BBB- 78.80 -19.32 % -40.18 % 1.31 % 20 Sep
Croatia BBB- 85.17 +8.10 % -7.83 % 1.42 % 20 Sep
Indonesia BBB 87.29 -4.65 % -16.26 % 1.45 % 22 Sep
Mexico BBB+ 95.16 -13.96 % -22.43 % 1.59 % 19 Sep
Brazil BB- 130.20 -4.19 % -19.93 % 2.17 % 22 Sep
Italy BBB 133.60 -31.17 % -31.06 % 2.23 % 22 Sep
South Africa BB 181.82 -2.37 % -8.44 % 3.03 % 20 Sep
Greece B+ 211.00 -26.51 % -38.88 % 3.52 % 22 Sep
Bahrain B+ 255.00 0.00 % 0.00 % 4.25 % 25 Jun
Egypt B 280.71 -5.55 % -13.63 % 4.68 % 20 Sep
Turkey B+ 364.15 -9.61 % -4.33 % 6.07 % 20 Sep
Ukraine B- 414.78 -14.72 % -33.38 % 6.91 % 20 Sep
Pakistan B- 451.41 -1.87 % n.a. 7.52 % 20 Sep
Argentina CCC- 4557.70 +63.84 % +513.01 % 75.96 % 20 Sep
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 22 Sep

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

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