5 Years Credit Default Swaps
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Last Update: 21 Feb 2019 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 | |||
| Norway | AAA | 11.10 | -3.48 % | -5.13 % | 0.19 % | 21 Feb | |
| Denmark | AAA | 11.77 | +7.78 % | n.a. | 0.20 % | 21 Feb | |
| Austria | AA+ | 12.86 | -0.85 % | n.a. | 0.21 % | 21 Feb | |
| Finland | AA+ | 13.00 | -6.07 % | n.a. | 0.22 % | 21 Feb | |
| Netherlands | AAA | 13.10 | -0.76 % | +2.34 % | 0.22 % | 21 Feb | |
| Germany | AAA | 13.40 | -2.90 % | +21.82 % | 0.22 % | 21 Feb | |
| United States | AA+ | 16.80 | -8.20 % | -7.69 % | 0.28 % | 21 Feb | |
| New Zealand | AA | 17.80 | -21.93 % | 0.00 % | 0.30 % | 21 Feb | |
| Sweden | AAA | 20.40 | 0.00 % | 0.00 % | 0.34 % | 21 Feb | |
| Japan | A+ | 21.10 | -2.76 % | -17.90 % | 0.35 % | 21 Feb | |
| Belgium | AA | 26.70 | -5.99 % | +15.58 % | 0.45 % | 21 Feb | |
| United Kingdom | AA | 28.10 | 0.00 % | 0.00 % | 0.47 % | 21 Feb | |
| South Korea | AA | 30.59 | -13.07 % | n.a. | 0.51 % | 21 Feb | |
| Canada | AAA | 34.20 | -0.29 % | +18.75 % | 0.57 % | 21 Feb | |
| France | AA | 35.60 | -3.52 % | +33.83 % | 0.59 % | 21 Feb | |
| Hong Kong | AA+ | 37.70 | +2.72 % | +17.45 % | 0.63 % | 21 Feb | |
| Ireland | A+ | 40.90 | +0.49 % | +27.81 % | 0.68 % | 21 Feb | |
| China | A+ | 51.73 | -14.99 % | n.a. | 0.86 % | 21 Feb | |
| Poland | A- | 65.40 | -0.30 % | +0.31 % | 1.09 % | 21 Feb | |
| Spain | A- | 76.20 | -3.05 % | +10.12 % | 1.27 % | 21 Feb | |
| Portugal | BBB- | 86.70 | -1.92 % | -17.35 % | 1.45 % | 21 Feb | |
| India | BBB- | 92.02 | -13.69 % | +3.34 % | 1.53 % | 21 Feb | |
| Indonesia | BBB- | 109.82 | -12.02 % | n.a. | 1.83 % | 21 Feb | |
| Mexico | BBB+ | 130.07 | +1.97 % | +17.20 % | 2.17 % | 21 Feb | |
| Russia | BBB- | 134.11 | +3.11 % | -15.74 % | 2.24 % | 21 Feb | |
| Brazil | BB- | 163.90 | -4.32 % | -35.55 % | 2.73 % | 21 Feb | |
| South Africa | BB | 186.64 | -7.58 % | -9.40 % | 3.11 % | 21 Feb | |
| Italy | BBB | 223.10 | +8.14 % | -8.72 % | 3.72 % | 21 Feb | |
| Turkey | B+ | 310.98 | -4.13 % | -32.85 % | 5.18 % | 21 Feb | |
| Egypt | B | 362.72 | -11.02 % | +4.23 % | 6.05 % | 21 Feb | |
| Greece | B+ | 386.80 | -5.66 % | -0.08 % | 6.45 % | 21 Feb | |
| Ukraine | B- | 627.43 | -8.50 % | +53.57 % | 10.46 % | 21 Feb | |
| Argentina | B | 646.39 | +1.76 % | +12.73 % | 10.77 % | 21 Feb | |
| Venezuela | SD | 72150.20 | 0.00 % | 0.00 % | 100.00 % | 21 Feb | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.