5 Years Credit Default Swaps
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Last Update: 29 Mar 2020 1:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Norway AAA 15.50 +53.47 % +40.91 % 0.26 % 29 Mar
United States AA+ 16.60 +4.40 % +13.70 % 0.28 % 29 Mar
Denmark AAA 17.98 +68.51 % +73.89 % 0.30 % 29 Mar
Netherlands AAA 18.80 +64.91 % +44.62 % 0.31 % 29 Mar
Sweden AAA 18.97 +88.57 % -7.01 % 0.32 % 29 Mar
Finland AA+ 19.58 +84.72 % +76.87 % 0.33 % 29 Mar
Austria AA+ 19.64 +105.22 % +77.26 % 0.33 % 29 Mar
Germany AAA 21.50 +100.93 % +112.87 % 0.36 % 29 Mar
Singapore AAA 24.63 +27.82 % +14.08 % 0.41 % 27 Mar
Canada AAA 32.90 +0.30 % +6.82 % 0.55 % 29 Mar
South Korea AA 37.04 +4.69 % +10.14 % 0.62 % 29 Mar
Belgium AA 37.60 +142.58 % +89.90 % 0.63 % 29 Mar
France AA 38.10 +114.04 % +89.55 % 0.64 % 29 Mar
Hong Kong AA+ 39.00 +9.86 % +5.98 % 0.65 % 29 Mar
United Kingdom AA 39.39 +95.39 % +40.18 % 0.66 % 29 Mar
New Zealand AA 40.00 +56.25 % +100.00 % 0.67 % 29 Mar
Ireland AA- 42.50 +83.98 % +27.25 % 0.71 % 29 Mar
Japan A+ 42.70 +88.11 % +84.05 % 0.71 % 29 Mar
Slovakia A+ 46.85 +27.80 % +12.08 % 0.78 % 27 Mar
China A+ 51.53 -3.45 % +5.38 % 0.86 % 29 Mar
Poland A- 63.80 +21.52 % -5.34 % 1.06 % 29 Mar
Qatar AA- 65.00 0.00 % 0.00 % 1.08 % 25 Jun
Croatia BBB- 70.97 +51.19 % -18.85 % 1.18 % 27 Mar
Israel AA- 75.25 +57.72 % +32.95 % 1.25 % 27 Mar
Portugal BBB 88.60 +88.11 % +107.49 % 1.48 % 29 Mar
Spain A 92.10 +95.54 % +126.29 % 1.54 % 29 Mar
Philippines BBB+ 103.73 +75.43 % +115.25 % 1.73 % 27 Mar
Malaysia A- 114.02 +81.04 % +116.52 % 1.90 % 27 Mar
Chile A+ 120.69 +78.46 % +234.32 % 2.01 % 27 Mar
Italy BBB 155.30 +3.12 % +15.04 % 2.59 % 29 Mar
Mexico BBB 168.69 +60.84 % +49.95 % 2.81 % 26 Mar
Greece BB- 169.10 -1.17 % -19.51 % 2.82 % 29 Mar
Russia BBB- 175.28 +103.70 % +114.15 % 2.92 % 26 Mar
Colombia BBB- 178.96 +71.47 % +96.66 % 2.98 % 26 Mar
Indonesia BBB 206.77 +103.41 % +129.11 % 3.45 % 29 Mar
India BBB- 225.13 +246.25 % +204.27 % 3.75 % 27 Mar
Bahrain B+ 255.00 0.00 % 0.00 % 4.25 % 25 Jun
Brazil BB- 261.40 +94.64 % +90.39 % 4.36 % 29 Mar
South Africa BB 397.86 +87.15 % +108.87 % 6.63 % 27 Mar
Turkey B+ 414.79 +28.56 % +20.09 % 6.91 % 29 Mar
Egypt B 602.32 +82.52 % +111.18 % 10.04 % 27 Mar
Pakistan B- 691.53 +89.46 % +53.19 % 11.53 % 27 Mar
Ukraine B 806.33 +102.17 % +94.40 % 13.44 % 27 Mar
Argentina CCC- 10654.68 +61.61 % +115.31 % 100.00 % 27 Mar
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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