5 Years Credit Default Swaps
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Last Update: 5 Jul 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
Denmark AAA 11.04 -11.89 % +11.74 % 0.18 % 5 Jul
Austria AA+ 11.12 -24.25 % +24.52 % 0.19 % 5 Jul
Netherlands AAA 12.00 -20.00 % +6.19 % 0.20 % 5 Jul
Sweden AAA 12.71 -5.92 % -37.70 % 0.21 % 5 Jul
Norway AAA 13.50 -6.90 % +26.17 % 0.23 % 5 Jul
Germany AAA 13.90 -22.35 % +56.18 % 0.23 % 5 Jul
Finland AA+ 16.05 -11.62 % +50.28 % 0.27 % 5 Jul
United States AA+ 17.60 -8.33 % +13.55 % 0.29 % 5 Jul
Japan A+ 18.70 -9.66 % -8.33 % 0.31 % 5 Jul
Belgium AA 19.30 -28.52 % +23.72 % 0.32 % 5 Jul
New Zealand AA 22.70 -15.30 % +41.88 % 0.38 % 5 Jul
France AA 22.70 -23.31 % +14.07 % 0.38 % 5 Jul
Singapore AAA 23.16 +29.03 % +19.63 % 0.39 % 3 Jul
South Korea AA 25.08 +9.76 % +9.04 % 0.42 % 5 Jul
United Kingdom AA 27.86 -3.90 % -0.85 % 0.46 % 5 Jul
Ireland AA- 28.40 -19.09 % +27.35 % 0.47 % 5 Jul
Canada AAA 33.00 0.00 % +10.74 % 0.55 % 5 Jul
China A+ 45.19 -5.93 % +36.65 % 0.75 % 5 Jul
Hong Kong AA+ 45.50 +2.71 % +16.37 % 0.76 % 5 Jul
Slovakia A+ 51.66 -0.39 % +51.72 % 0.86 % 3 Jul
Israel AA- 58.43 -16.45 % +31.30 % 0.97 % 3 Jul
Poland A- 58.80 -4.08 % +8.49 % 0.98 % 5 Jul
Philippines BBB+ 60.71 -1.84 % +73.41 % 1.01 % 3 Jul
Portugal BBB 62.60 -10.06 % +66.05 % 1.04 % 5 Jul
Qatar AA- 65.00 0.00 % 0.00 % 1.08 % 25 Jun
Malaysia A- 66.92 -5.04 % +84.71 % 1.12 % 3 Jul
Chile A+ 70.91 +6.38 % +74.61 % 1.18 % 3 Jul
Croatia BBB- 73.51 +0.86 % +19.01 % 1.23 % 3 Jul
Spain A 76.00 +2.01 % +82.25 % 1.27 % 5 Jul
Russia BBB- 95.10 +17.49 % +63.18 % 1.59 % 3 Jul
India BBB- 114.91 +0.03 % +74.34 % 1.92 % 3 Jul
Indonesia BBB 121.19 -3.03 % +89.39 % 2.02 % 5 Jul
Colombia BBB- 130.20 +11.43 % +90.43 % 2.17 % 3 Jul
Mexico BBB 130.22 +10.44 % +72.43 % 2.17 % 3 Jul
Greece BB- 142.80 -12.61 % +26.71 % 2.38 % 5 Jul
Italy BBB 162.60 -3.73 % +27.63 % 2.71 % 5 Jul
Brazil BB- 225.70 -0.09 % +126.38 % 3.76 % 5 Jul
Bahrain B+ 255.00 0.00 % 0.00 % 4.25 % 25 Jun
South Africa BB- 280.69 +7.37 % +71.51 % 4.68 % 3 Jul
Egypt B 458.27 -11.68 % +66.64 % 7.64 % 3 Jul
Turkey B+ 487.25 +7.90 % +80.78 % 8.12 % 5 Jul
Ukraine B 534.84 +1.58 % +46.60 % 8.91 % 3 Jul
Pakistan B- 575.95 -2.70 % +64.56 % 9.60 % 3 Jul
Argentina D 6692.60 +0.71 % +45.52 % 100.00 % 12 Jun
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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