5 Years Credit Default Swaps
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Last Update: 23 Oct 2020 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 | 8.67 | -11.80 % | -22.38 % | 0.14 % | 23 Oct | |
| Austria | AA+ | 9.40 | 0.00 % | -40.09 % | 0.16 % | 23 Oct | |
| Netherlands | AAA | 10.50 | -7.89 % | -46.97 % | 0.18 % | 23 Oct | |
| Germany | AAA | 11.00 | -6.78 % | -57.36 % | 0.18 % | 23 Oct | |
| Norway | AAA | 11.20 | -4.27 % | -34.12 % | 0.19 % | 23 Oct | |
| Sweden | AAA | 11.66 | +1.04 % | -16.36 % | 0.19 % | 23 Oct | |
| Finland | AA+ | 13.17 | -9.86 % | -4.84 % | 0.22 % | 23 Oct | |
| Belgium | AA | 13.80 | +2.22 % | -68.35 % | 0.23 % | 23 Oct | |
| New Zealand | AA | 15.70 | -7.10 % | -49.19 % | 0.26 % | 23 Oct | |
| United States | AA+ | 16.10 | -3.59 % | -21.08 % | 0.27 % | 23 Oct | |
| Australia | AAA | 16.16 | -16.87 % | -47.72 % | 0.27 % | 23 Oct | |
| Japan | A+ | 18.60 | +5.08 % | -48.62 % | 0.31 % | 23 Oct | |
| France | AA | 19.10 | +0.53 % | -58.66 % | 0.32 % | 23 Oct | |
| United Kingdom | AA | 20.38 | +1.70 % | -20.33 % | 0.34 % | 23 Oct | |
| Ireland | AA- | 23.10 | -0.86 % | -49.12 % | 0.39 % | 23 Oct | |
| South Korea | AA | 24.65 | -10.98 % | -41.74 % | 0.41 % | 23 Oct | |
| Canada | AAA | 33.30 | 0.00 % | +0.91 % | 0.56 % | 23 Oct | |
| China | A+ | 37.18 | -23.78 % | -50.18 % | 0.62 % | 23 Oct | |
| Hong Kong | AA+ | 43.40 | +1.88 % | +5.08 % | 0.72 % | 23 Oct | |
| Portugal | BBB | 50.40 | +3.07 % | -61.90 % | 0.84 % | 23 Oct | |
| Spain | A | 58.10 | +8.60 % | -55.98 % | 0.97 % | 23 Oct | |
| Poland | A- | 62.00 | +4.55 % | -1.74 % | 1.03 % | 23 Oct | |
| Indonesia | BBB | 94.01 | -21.46 % | -45.28 % | 1.57 % | 23 Oct | |
| Russia | BBB- | 96.05 | -23.38 % | -44.32 % | 1.60 % | 21 Oct | |
| Mexico | BBB | 119.62 | -23.57 % | -58.25 % | 1.99 % | 23 Oct | |
| Italy | BBB | 125.10 | -3.40 % | -47.26 % | 2.09 % | 23 Oct | |
| Greece | BB- | 143.30 | +1.56 % | -46.45 % | 2.39 % | 23 Oct | |
| Brazil | BB- | 211.20 | -15.76 % | -35.31 % | 3.52 % | 23 Oct | |
| Turkey | B+ | 507.46 | -8.98 % | -15.35 % | 8.46 % | 22 Oct | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.