5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update: 1 Apr 2020 1:45 GMT+0
Swipe left to see all data
| Country | S&P Rating |
5 Years Credit Default Swaps | |||||
|---|---|---|---|---|---|---|---|
| 5Y CDS | Var 1m | Var 6m | PD (*) | Date | |||
| Denmark | AAA | 11.17 | +4.69 % | +8.03 % | 0.19 % | 31 Mar | |
| Norway | AAA | 13.30 | +31.68 % | +20.91 % | 0.22 % | 1 Apr | |
| Sweden | AAA | 13.94 | +38.57 % | -31.67 % | 0.23 % | 31 Mar | |
| United States | AA+ | 16.10 | +1.26 % | +8.78 % | 0.27 % | 1 Apr | |
| Finland | AA+ | 17.96 | +69.43 % | +57.41 % | 0.30 % | 1 Apr | |
| Netherlands | AAA | 18.80 | +64.91 % | +45.74 % | 0.31 % | 1 Apr | |
| Austria | AA+ | 20.51 | +114.32 % | +77.27 % | 0.34 % | 1 Apr | |
| Germany | AAA | 22.00 | +105.61 % | +115.69 % | 0.37 % | 1 Apr | |
| Singapore | AAA | 23.95 | +24.29 % | +10.93 % | 0.40 % | 31 Mar | |
| Canada | AAA | 32.90 | +0.30 % | +6.82 % | 0.55 % | 1 Apr | |
| South Korea | AA | 37.80 | +6.84 % | +11.64 % | 0.63 % | 1 Apr | |
| Belgium | AA | 38.80 | +150.32 % | +98.97 % | 0.65 % | 1 Apr | |
| France | AA | 39.10 | +119.66 % | +95.50 % | 0.65 % | 1 Apr | |
| New Zealand | AA | 39.20 | +53.13 % | +96.00 % | 0.65 % | 1 Apr | |
| Hong Kong | AA+ | 39.80 | +12.11 % | +8.15 % | 0.66 % | 1 Apr | |
| United Kingdom | AA | 40.53 | +101.04 % | +44.23 % | 0.68 % | 1 Apr | |
| Japan | A+ | 41.50 | +82.82 % | +76.60 % | 0.69 % | 1 Apr | |
| Ireland | AA- | 45.30 | +96.10 % | +37.27 % | 0.76 % | 1 Apr | |
| Slovakia | A+ | 49.29 | +34.45 % | +16.36 % | 0.82 % | 31 Mar | |
| China | A+ | 52.59 | -1.46 % | +9.09 % | 0.88 % | 1 Apr | |
| Poland | A- | 64.20 | +22.29 % | -4.75 % | 1.07 % | 1 Apr | |
| Qatar | AA- | 65.00 | 0.00 % | 0.00 % | 1.08 % | 25 Jun | |
| Croatia | BBB- | 73.88 | +57.39 % | -8.02 % | 1.23 % | 31 Mar | |
| Israel | AA- | 75.80 | +58.88 % | +33.85 % | 1.26 % | 31 Mar | |
| Portugal | BBB | 97.10 | +106.16 % | +136.25 % | 1.62 % | 1 Apr | |
| Spain | A | 100.30 | +112.95 % | +150.75 % | 1.67 % | 1 Apr | |
| Philippines | BBB+ | 109.88 | +85.83 % | +121.49 % | 1.83 % | 31 Mar | |
| Malaysia | A- | 120.09 | +90.68 % | +124.38 % | 2.00 % | 31 Mar | |
| Chile | A+ | 121.57 | +79.76 % | +236.29 % | 2.03 % | 31 Mar | |
| Italy | BBB | 171.00 | +13.55 % | +29.74 % | 2.85 % | 1 Apr | |
| Greece | BB- | 190.30 | +11.22 % | -9.16 % | 3.17 % | 1 Apr | |
| Russia | BBB- | 190.62 | +121.52 % | +121.57 % | 3.18 % | 31 Mar | |
| Colombia | BBB- | 214.85 | +105.85 % | +137.88 % | 3.58 % | 31 Mar | |
| Mexico | BBB | 220.85 | +110.57 % | +96.35 % | 3.68 % | 31 Mar | |
| India | BBB- | 221.68 | +240.94 % | +202.30 % | 3.69 % | 31 Mar | |
| Indonesia | BBB | 222.34 | +118.73 % | +145.71 % | 3.71 % | 1 Apr | |
| Bahrain | B+ | 255.00 | 0.00 % | 0.00 % | 4.25 % | 25 Jun | |
| Brazil | BB- | 270.00 | +101.04 % | +98.24 % | 4.50 % | 1 Apr | |
| South Africa | BB | 413.03 | +94.28 % | +111.57 % | 6.88 % | 31 Mar | |
| Turkey | B+ | 414.79 | +28.56 % | +19.15 % | 6.91 % | 1 Apr | |
| Egypt | B | 592.48 | +79.54 % | +96.85 % | 9.87 % | 31 Mar | |
| Pakistan | B- | 691.00 | +89.32 % | +62.59 % | 11.52 % | 31 Mar | |
| Ukraine | B | 799.41 | +100.44 % | +80.61 % | 13.32 % | 31 Mar | |
| Argentina | CCC- | 9674.69 | +46.75 % | +104.14 % | 100.00 % | 31 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.