5 Years Credit Default Swaps
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Last Update: 12 Apr 2021 21:45 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 | 7.82 | -7.02 % | -14.63 % | 0.13 % | 12 Apr | |
| Sweden | AAA | 9.01 | -15.24 % | -22.46 % | 0.15 % | 12 Apr | |
| Austria | AA+ | 9.16 | -3.27 % | -0.97 % | 0.15 % | 12 Apr | |
| United States | AA+ | 9.20 | -12.38 % | -41.77 % | 0.15 % | 12 Apr | |
| Netherlands | AAA | 9.50 | 0.00 % | -15.93 % | 0.16 % | 12 Apr | |
| Finland | AA+ | 9.51 | -12.11 % | -30.38 % | 0.16 % | 12 Apr | |
| Germany | AAA | 10.20 | +2.00 % | -7.27 % | 0.17 % | 12 Apr | |
| Norway | AAA | 10.30 | +3.00 % | -9.65 % | 0.17 % | 12 Apr | |
| Belgium | AA | 11.30 | +0.89 % | -17.52 % | 0.19 % | 12 Apr | |
| United Kingdom | AA | 11.48 | -12.83 % | -43.70 % | 0.19 % | 12 Apr | |
| Ireland | AA- | 14.40 | +1.41 % | -38.72 % | 0.24 % | 12 Apr | |
| Japan | A+ | 16.30 | +5.84 % | -4.68 % | 0.27 % | 12 Apr | |
| New Zealand | AA+ | 16.30 | +2.52 % | +1.88 % | 0.27 % | 12 Apr | |
| Australia | AAA | 16.56 | +3.44 % | +2.29 % | 0.28 % | 12 Apr | |
| France | AA | 19.00 | +24.18 % | +2.70 % | 0.32 % | 12 Apr | |
| South Korea | AA | 21.68 | +1.83 % | -9.25 % | 0.36 % | 12 Apr | |
| Portugal | BBB | 29.80 | +4.56 % | -39.18 % | 0.50 % | 12 Apr | |
| Hong Kong | AA+ | 32.20 | +6.98 % | -26.65 % | 0.54 % | 12 Apr | |
| Spain | A | 32.30 | +4.53 % | -40.19 % | 0.54 % | 12 Apr | |
| China | A+ | 37.87 | +17.75 % | -0.42 % | 0.63 % | 12 Apr | |
| Canada | AAA | 37.90 | +3.55 % | +13.81 % | 0.63 % | 12 Apr | |
| Poland | A- | 52.60 | +2.53 % | -14.47 % | 0.88 % | 12 Apr | |
| Greece | BB- | 77.80 | +5.28 % | -41.98 % | 1.30 % | 12 Apr | |
| Italy | BBB | 78.00 | +12.72 % | -34.84 % | 1.30 % | 12 Apr | |
| Indonesia | BBB | 83.76 | +3.79 % | -9.45 % | 1.40 % | 12 Apr | |
| Mexico | BBB | 104.90 | -8.58 % | -15.09 % | 1.75 % | 12 Apr | |
| Russia | BBB- | 116.74 | +22.81 % | +2.59 % | 1.95 % | 12 Apr | |
| Brazil | BB- | 219.20 | +11.55 % | +2.53 % | 3.65 % | 12 Apr | |
| Turkey | B+ | 436.76 | +33.48 % | -16.82 % | 7.28 % | 12 Apr | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.