5 Years Credit Default Swaps
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Last Update: 8 Dec 2019 2:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Germany AAA 9.20 -1.08 % -23.33 % 0.15 % 8 Dec
Denmark AAA 9.67 -2.42 % -17.91 % 0.16 % 8 Dec
Austria AA+ 10.15 -0.39 % -15.42 % 0.17 % 8 Dec
Norway AAA 11.00 0.00 % 0.00 % 0.18 % 8 Dec
Finland AA+ 11.36 +8.09 % -5.49 % 0.19 % 8 Dec
Netherlands AAA 12.50 +0.81 % -3.10 % 0.21 % 8 Dec
United States AA+ 15.90 +1.27 % +5.30 % 0.27 % 8 Dec
Belgium AA 16.00 -5.88 % -31.62 % 0.27 % 8 Dec
France AA 18.50 -1.07 % -33.69 % 0.31 % 8 Dec
New Zealand AA 18.60 +8.14 % -20.51 % 0.31 % 8 Dec
Singapore AAA 19.83 -8.15 % -12.68 % 0.33 % 6 Dec
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 8 Dec
Japan A+ 21.90 +0.92 % -7.20 % 0.37 % 8 Dec
Ireland AA- 24.80 -7.46 % -16.78 % 0.41 % 8 Dec
South Korea AA 26.03 -3.98 % -23.73 % 0.43 % 8 Dec
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 8 Dec
Canada AAA 29.80 -3.25 % -8.31 % 0.50 % 8 Dec
Slovakia A+ 34.05 0.00 % -22.58 % 0.57 % 6 Dec
China A+ 37.78 +4.08 % -31.23 % 0.63 % 8 Dec
Hong Kong AA+ 38.40 +1.05 % +2.13 % 0.64 % 8 Dec
Portugal BBB 38.60 +8.12 % -31.44 % 0.64 % 8 Dec
Philippines BBB+ 39.92 +6.54 % -35.13 % 0.67 % 6 Dec
Malaysia A- 41.11 +4.71 % -41.39 % 0.69 % 6 Dec
Spain A 41.60 +20.23 % -13.87 % 0.69 % 8 Dec
Chile A+ 48.43 +17.69 % +11.38 % 0.81 % 6 Dec
Israel AA- 51.86 -5.71 % -23.70 % 0.86 % 6 Dec
Poland A- 59.30 -10.29 % -10.96 % 0.99 % 8 Dec
Russia BBB- 64.55 -7.39 % -47.44 % 1.08 % 6 Dec
Qatar AA- 65.00 0.00 % -7.80 % 1.08 % 25 Jun
India BBB- 70.72 +1.01 % -14.16 % 1.18 % 6 Dec
Croatia BBB- 71.76 -8.92 % -16.17 % 1.20 % 6 Dec
Indonesia BBB 72.23 +0.94 % -32.06 % 1.20 % 8 Dec
Colombia BBB- 78.18 +8.21 % -25.97 % 1.30 % 6 Dec
Mexico BBB+ 79.10 -3.43 % -35.77 % 1.32 % 6 Dec
Brazil BB- 117.10 +1.56 % -30.38 % 1.95 % 8 Dec
Italy BBB 137.80 +22.60 % -36.93 % 2.30 % 8 Dec
Greece BB- 152.90 +9.53 % -48.43 % 2.55 % 8 Dec
South Africa BB 186.79 +4.83 % -7.45 % 3.11 % 6 Dec
Bahrain B+ 255.00 0.00 % -12.07 % 4.25 % 25 Jun
Turkey B+ 306.43 -5.00 % -32.97 % 5.11 % 8 Dec
Egypt B 306.75 +0.57 % -10.18 % 5.11 % 6 Dec
Pakistan B- 420.00 -3.45 % +5.80 % 7.00 % 6 Dec
Ukraine B 437.74 +2.27 % -22.66 % 7.30 % 6 Dec
Argentina CCC- 6794.57 +5.41 % +509.44 % 100.00 % 6 Dec
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 8 Dec

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

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