5 Years Credit Default Swaps
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Last Update: 23 Oct 2018 9:45 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 11.21 +4.67 % n.a. 0.19 % 23 Oct
Norway AAA 11.50 -1.71 % -1.71 % 0.19 % 23 Oct
Germany AAA 12.00 +9.09 % +20.00 % 0.20 % 23 Oct
Netherlands AAA 13.10 +5.65 % +16.96 % 0.22 % 23 Oct
Finland AA+ 13.14 -5.40 % n.a. 0.22 % 23 Oct
Austria AA+ 14.08 +4.14 % n.a. 0.23 % 23 Oct
New Zealand AA 18.10 +4.02 % +20.67 % 0.30 % 23 Oct
United States AA+ 18.20 -9.90 % -3.19 % 0.30 % 23 Oct
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 23 Oct
Japan A+ 23.90 -2.85 % +39.77 % 0.40 % 23 Oct
Belgium AA 24.20 +10.00 % +58.17 % 0.40 % 23 Oct
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 23 Oct
France AA 29.40 +17.60 % +77.11 % 0.49 % 23 Oct
Hong Kong AA+ 33.50 +0.30 % +20.07 % 0.56 % 23 Oct
Canada AAA 33.70 +2.12 % +21.66 % 0.56 % 23 Oct
Ireland A+ 38.80 +15.48 % +78.80 % 0.65 % 23 Oct
South Korea AA 39.28 +1.03 % n.a. 0.65 % 23 Oct
Poland A- 66.70 +1.06 % +36.12 % 1.11 % 23 Oct
China A+ 66.96 +16.90 % n.a. 1.12 % 23 Oct
Spain A- 83.20 +30.20 % +111.17 % 1.39 % 23 Oct
Hungary BBB- 85.84 +3.91 % n.a. 1.43 % 23 Oct
Portugal BBB- 104.00 +15.81 % +54.30 % 1.73 % 23 Oct
India BBB- 110.46 +3.62 % +49.53 % 1.84 % 22 Oct
Mexico BBB+ 127.59 -28.32 % +17.82 % 2.13 % 22 Oct
Russia BBB- 146.87 -6.78 % +13.47 % 2.45 % 22 Oct
Indonesia BBB- 148.42 +11.91 % n.a. 2.47 % 23 Oct
Brazil BB- 209.00 -19.24 % +23.67 % 3.48 % 23 Oct
South Africa BB 215.67 +2.84 % +36.25 % 3.59 % 22 Oct
Italy BBB 267.80 +23.70 % +164.89 % 4.46 % 23 Oct
Egypt B 364.16 -0.23 % +36.54 % 6.07 % 22 Oct
Turkey B+ 379.41 -5.36 % +100.44 % 6.32 % 22 Oct
Greece B+ 386.90 +4.23 % +18.17 % 6.45 % 23 Oct
Ukraine B- 420.49 0.00 % +10.40 % 7.01 % 22 Oct
Argentina B+ 600.63 +16.88 % +131.27 % 10.01 % 22 Oct
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 23 Oct

(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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