5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update: 18 Apr 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
Denmark AAA 11.05 +14.39 % -5.15 % 0.18 % 18 Apr
Norway AAA 11.40 +3.64 % +0.88 % 0.19 % 18 Apr
Austria AA+ 11.50 +1.95 % -16.55 % 0.19 % 18 Apr
Germany AAA 11.70 -2.50 % +8.33 % 0.20 % 18 Apr
Finland AA+ 12.05 -13.74 % -4.44 % 0.20 % 18 Apr
Netherlands AAA 13.60 +3.03 % +3.82 % 0.23 % 18 Apr
United States AA+ 15.80 -3.66 % -12.71 % 0.26 % 18 Apr
New Zealand AA 17.70 +17.22 % -2.21 % 0.30 % 18 Apr
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 18 Apr
Japan A+ 21.10 +0.48 % -12.45 % 0.35 % 18 Apr
Belgium AA 24.20 +0.41 % -0.82 % 0.40 % 18 Apr
France AA 27.30 -4.55 % -5.54 % 0.46 % 18 Apr
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 18 Apr
Ireland A+ 31.80 -11.17 % -15.87 % 0.53 % 18 Apr
South Korea AA 31.84 +10.82 % -18.34 % 0.53 % 18 Apr
Canada AAA 32.20 -5.57 % -5.29 % 0.54 % 18 Apr
Hong Kong AA+ 37.70 -0.53 % +12.54 % 0.63 % 18 Apr
China A+ 40.21 -10.00 % -39.24 % 0.67 % 18 Apr
Spain A- 58.10 -3.65 % -26.18 % 0.97 % 18 Apr
Portugal BBB 67.20 -4.41 % -33.79 % 1.12 % 18 Apr
Poland A- 67.70 +4.31 % +1.35 % 1.13 % 18 Apr
India BBB- 81.56 +2.86 % -25.89 % 1.36 % 18 Apr
Colombia BBB- 91.30 -9.60 % -23.94 % 1.52 % 18 Apr
Indonesia BBB- 92.53 -3.00 % -36.30 % 1.54 % 18 Apr
Mexico BBB+ 105.39 -9.45 % -13.64 % 1.76 % 18 Apr
Russia BBB- 126.58 +3.30 % -14.98 % 2.11 % 18 Apr
Brazil BB- 170.60 +10.14 % -18.57 % 2.84 % 18 Apr
South Africa BB 179.87 +3.10 % -18.13 % 3.00 % 18 Apr
Italy BBB 190.70 +0.42 % -29.47 % 3.18 % 18 Apr
Egypt B 318.50 +1.76 % -12.54 % 5.31 % 18 Apr
Greece B+ 323.10 -5.39 % -15.66 % 5.39 % 18 Apr
Turkey B+ 420.19 +40.79 % +11.21 % 7.00 % 18 Apr
Ukraine B- 581.59 -7.88 % +38.31 % 9.69 % 18 Apr
Argentina B 928.72 +34.55 % +52.53 % 15.48 % 18 Apr
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 18 Apr

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

Share this page

Related Topics