5 Years Credit Default Swaps
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Last Update: 24 Jan 2020 10:45 GMT+0
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| Country | S&P Rating |
5 Years Credit Default Swaps | |||||
|---|---|---|---|---|---|---|---|
| 5Y CDS | Var 1m | Var 6m | PD (*) | Date | |||
| Austria | AA+ | 8.53 | -4.26 % | -28.92 % | 0.14 % | 24 Jan | |
| Germany | AAA | 8.80 | 0.00 % | -20.00 % | 0.15 % | 24 Jan | |
| Denmark | AAA | 9.95 | +26.75 % | -16.39 % | 0.17 % | 24 Jan | |
| Norway | AAA | 10.30 | -0.96 % | -11.21 % | 0.17 % | 24 Jan | |
| Sweden | AAA | 10.44 | -48.82 % | -48.82 % | 0.17 % | 24 Jan | |
| Netherlands | AAA | 11.10 | -2.63 % | -11.20 % | 0.19 % | 24 Jan | |
| Finland | AA+ | 11.33 | +13.98 % | -4.47 % | 0.19 % | 24 Jan | |
| United States | AA+ | 15.40 | -1.91 % | -0.65 % | 0.26 % | 24 Jan | |
| Belgium | AA | 15.50 | -3.13 % | -26.54 % | 0.26 % | 24 Jan | |
| Singapore | AAA | 17.68 | -8.30 % | -1.67 % | 0.29 % | 23 Jan | |
| New Zealand | AA | 17.70 | +8.59 % | -16.90 % | 0.30 % | 24 Jan | |
| France | AA | 18.80 | -1.05 % | -14.93 % | 0.31 % | 24 Jan | |
| United Kingdom | AA | 18.83 | -32.99 % | -32.99 % | 0.31 % | 24 Jan | |
| Japan | A+ | 19.40 | -3.00 % | -7.62 % | 0.32 % | 24 Jan | |
| Ireland | AA- | 22.30 | -2.19 % | -21.20 % | 0.37 % | 24 Jan | |
| South Korea | AA | 23.63 | +11.73 % | -20.52 % | 0.39 % | 24 Jan | |
| Canada | AAA | 29.80 | 0.00 % | +8.36 % | 0.50 % | 24 Jan | |
| Slovakia | A+ | 34.05 | 0.00 % | -14.62 % | 0.57 % | 23 Jan | |
| China | A+ | 36.05 | +14.85 % | -10.94 % | 0.60 % | 24 Jan | |
| Hong Kong | AA+ | 36.70 | -5.41 % | +2.80 % | 0.61 % | 24 Jan | |
| Portugal | BBB | 37.20 | -2.62 % | -6.06 % | 0.62 % | 24 Jan | |
| Philippines | BBB+ | 37.89 | +11.05 % | -18.25 % | 0.63 % | 23 Jan | |
| Malaysia | A- | 37.99 | +6.59 % | -22.82 % | 0.63 % | 23 Jan | |
| Spain | A | 41.20 | -1.67 % | +6.19 % | 0.69 % | 24 Jan | |
| Israel | AA- | 44.62 | +0.27 % | -27.35 % | 0.74 % | 23 Jan | |
| Croatia | BBB- | 45.26 | -34.92 % | -40.35 % | 0.75 % | 23 Jan | |
| Chile | A+ | 46.67 | +11.15 % | +38.77 % | 0.78 % | 23 Jan | |
| Poland | A- | 49.50 | -12.54 % | -22.90 % | 0.83 % | 24 Jan | |
| Russia | BBB- | 62.28 | +13.20 % | -37.29 % | 1.04 % | 23 Jan | |
| India | BBB- | 63.07 | -7.71 % | -2.58 % | 1.05 % | 23 Jan | |
| Indonesia | BBB | 63.79 | +2.00 % | -23.20 % | 1.06 % | 24 Jan | |
| Qatar | AA- | 65.00 | 0.00 % | 0.00 % | 1.08 % | 25 Jun | |
| Colombia | BBB- | 76.81 | +7.40 % | -3.34 % | 1.28 % | 23 Jan | |
| Mexico | BBB+ | 79.07 | +2.07 % | -28.01 % | 1.32 % | 23 Jan | |
| Brazil | BB- | 98.50 | -4.46 % | -22.56 % | 1.64 % | 24 Jan | |
| Greece | BB- | 121.10 | +5.58 % | -48.36 % | 2.02 % | 24 Jan | |
| Italy | BBB | 122.70 | -1.45 % | -24.40 % | 2.05 % | 24 Jan | |
| South Africa | BB | 176.20 | +8.16 % | +12.84 % | 2.94 % | 23 Jan | |
| Turkey | B+ | 237.65 | -15.19 % | -31.74 % | 3.96 % | 24 Jan | |
| Egypt | B | 250.97 | -12.00 % | -15.78 % | 4.18 % | 23 Jan | |
| Bahrain | B+ | 255.00 | 0.00 % | 0.00 % | 4.25 % | 25 Jun | |
| Ukraine | B | 319.60 | -23.05 % | -32.97 % | 5.33 % | 23 Jan | |
| Pakistan | B- | 350.00 | -4.11 % | +4.06 % | 5.83 % | 23 Jan | |
| Argentina | CCC- | 4952.71 | +4.72 % | +443.16 % | 82.55 % | 23 Jan | |
| 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.