5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update: 19 Aug 2019 21:45 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 | |||
| Norway | AAA | 10.60 | -7.83 % | -4.50 % | 0.18 % | 19 Aug | |
| Germany | AAA | 10.70 | -2.73 % | -20.15 % | 0.18 % | 19 Aug | |
| Denmark | AAA | 11.24 | -4.26 % | -0.79 % | 0.19 % | 19 Aug | |
| Austria | AA+ | 11.77 | +1.12 % | -8.26 % | 0.20 % | 19 Aug | |
| Finland | AA+ | 11.90 | -0.83 % | -8.46 % | 0.20 % | 19 Aug | |
| Netherlands | AAA | 12.40 | -4.62 % | -5.34 % | 0.21 % | 19 Aug | |
| United States | AA+ | 16.00 | +4.58 % | -4.76 % | 0.27 % | 19 Aug | |
| Singapore | AAA | 19.70 | +4.62 % | +0.10 % | 0.33 % | 19 Aug | |
| Sweden | AAA | 20.40 | 0.00 % | 0.00 % | 0.34 % | 19 Aug | |
| Belgium | AA | 20.80 | +4.00 % | -21.51 % | 0.35 % | 19 Aug | |
| France | AA | 23.00 | +3.60 % | -36.29 % | 0.38 % | 19 Aug | |
| New Zealand | AA | 23.10 | +8.45 % | +24.19 % | 0.39 % | 19 Aug | |
| Japan | A+ | 24.30 | +15.71 % | +15.17 % | 0.41 % | 19 Aug | |
| Canada | AAA | 27.80 | +0.72 % | -18.95 % | 0.46 % | 19 Aug | |
| United Kingdom | AA | 28.10 | 0.00 % | 0.00 % | 0.47 % | 19 Aug | |
| Hong Kong | AA+ | 30.60 | -14.29 % | -18.40 % | 0.51 % | 19 Aug | |
| South Korea | AA | 30.88 | -2.83 % | +0.88 % | 0.51 % | 19 Aug | |
| Ireland | A+ | 33.80 | +21.15 % | -17.56 % | 0.56 % | 19 Aug | |
| Chile | A+ | 36.69 | +6.66 % | -20.57 % | 0.61 % | 19 Aug | |
| Slovakia | A+ | 42.35 | +6.19 % | -6.37 % | 0.71 % | 19 Aug | |
| Spain | A- | 44.40 | +14.43 % | -41.73 % | 0.74 % | 19 Aug | |
| Portugal | BBB | 47.80 | +23.51 % | -45.12 % | 0.80 % | 19 Aug | |
| China | A+ | 48.34 | +15.70 % | -7.07 % | 0.81 % | 19 Aug | |
| Philippines | BBB+ | 52.27 | +10.16 % | -19.71 % | 0.87 % | 19 Aug | |
| Malaysia | A- | 55.44 | +8.49 % | -22.89 % | 0.92 % | 19 Aug | |
| Israel | AA- | 60.90 | -4.47 % | +1.60 % | 1.02 % | 19 Aug | |
| Qatar | AA- | 65.00 | 0.00 % | -13.33 % | 1.08 % | 25 Jun | |
| Poland | A- | 66.00 | +2.80 % | +0.92 % | 1.10 % | 19 Aug | |
| India | BBB- | 74.36 | +9.74 % | -19.72 % | 1.24 % | 19 Aug | |
| Croatia | BBB- | 78.79 | +3.84 % | -15.63 % | 1.31 % | 19 Aug | |
| Indonesia | BBB | 93.48 | +10.63 % | -14.10 % | 1.56 % | 19 Aug | |
| Colombia | BBB- | 96.26 | +18.18 % | -12.86 % | 1.60 % | 19 Aug | |
| Russia | BBB- | 96.82 | -5.17 % | -28.36 % | 1.61 % | 19 Aug | |
| Mexico | BBB+ | 112.77 | +1.70 % | -12.57 % | 1.88 % | 19 Aug | |
| Brazil | BB- | 137.30 | +7.43 % | -15.40 % | 2.29 % | 19 Aug | |
| South Africa | BB | 190.72 | +21.11 % | +2.80 % | 3.18 % | 19 Aug | |
| Italy | BBB | 211.00 | +32.37 % | -3.43 % | 3.52 % | 19 Aug | |
| Bahrain | B+ | 255.00 | 0.00 % | -7.27 % | 4.25 % | 25 Jun | |
| Greece | B+ | 296.60 | +26.43 % | -23.28 % | 4.94 % | 19 Aug | |
| Egypt | B | 298.18 | +0.91 % | -17.77 % | 4.97 % | 19 Aug | |
| Turkey | B+ | 390.61 | +8.56 % | +26.67 % | 6.51 % | 19 Aug | |
| Ukraine | B- | 486.39 | +2.02 % | -22.48 % | 8.11 % | 19 Aug | |
| Pakistan | B- | 488.90 | +43.43 % | n.a. | 8.15 % | 19 Aug | |
| Argentina | B- | 2479.04 | +183.51 % | +282.63 % | 41.32 % | 16 Aug | |
| Venezuela | SD | 72150.20 | 0.00 % | 0.00 % | 100.00 % | 19 Aug | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.