5 Years Credit Default Swaps
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Last Update:
19 Jan 2022 18:45 GMT+0
19 Jan 2022 18:45 GMT+0
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| Country | S&P Rating |
5 Years Credit Default Swaps | |||||
|---|---|---|---|---|---|---|---|
| 5Y CDS | Var 1m | Var 6m | PD (*) | Date | |||
| Germany | AAA | 6.70 | -25.56 % | -32.32 % | 0.11 % | 19 Jan | |
| Denmark | AAA | 7.13 | 0.00 % | -10.20 % | 0.12 % | 19 Jan | |
| Sweden | AAA | 7.25 | -22.87 % | -17.61 % | 0.12 % | 19 Jan | |
| Finland | AA+ | 7.27 | 0.00 % | 0.00 % | 0.12 % | 19 Jan | |
| Austria | AA+ | 8.09 | 0.00 % | -16.94 % | 0.13 % | 19 Jan | |
| Netherlands | AAA | 10.00 | +1.01 % | +2.04 % | 0.17 % | 19 Jan | |
| Norway | AAA | 10.00 | -2.91 % | -2.91 % | 0.17 % | 19 Jan | |
| United Kingdom | AA | 10.03 | -3.56 % | +8.20 % | 0.17 % | 19 Jan | |
| Belgium | AA | 10.70 | -9.32 % | -13.71 % | 0.18 % | 19 Jan | |
| United States | AA+ | 11.70 | -3.31 % | +24.47 % | 0.20 % | 19 Jan | |
| Australia | AAA | 14.23 | -1.11 % | -8.37 % | 0.24 % | 19 Jan | |
| New Zealand | AA+ | 14.30 | -2.05 % | -8.92 % | 0.24 % | 19 Jan | |
| Ireland | AA- | 14.30 | -0.69 % | -15.38 % | 0.24 % | 19 Jan | |
| Japan | A+ | 17.10 | -3.39 % | -1.72 % | 0.29 % | 19 Jan | |
| France | AA | 19.70 | -5.74 % | -9.22 % | 0.33 % | 19 Jan | |
| Hong Kong | AA+ | 26.00 | -18.50 % | -17.46 % | 0.43 % | 19 Jan | |
| Canada | AAA | 29.80 | 0.00 % | -21.16 % | 0.50 % | 19 Jan | |
| Portugal | BBB | 30.80 | -4.05 % | +7.32 % | 0.51 % | 19 Jan | |
| Spain | A | 32.60 | -5.23 % | +12.41 % | 0.54 % | 19 Jan | |
| Poland | A- | 42.30 | +3.17 % | -14.72 % | 0.71 % | 19 Jan | |
| China | A+ | 45.70 | 0.00 % | +21.16 % | 0.76 % | 19 Jan | |
| Indonesia | BBB | 84.31 | 0.00 % | +5.70 % | 1.41 % | 19 Jan | |
| Italy | BBB | 89.70 | +2.05 % | +24.07 % | 1.50 % | 19 Jan | |
| Mexico | BBB | 100.00 | -0.97 % | +6.28 % | 1.67 % | 19 Jan | |
| Greece | BB | 114.30 | +2.97 % | +60.76 % | 1.91 % | 19 Jan | |
| Russia | BBB- | 175.17 | +46.33 % | +103.26 % | 2.92 % | 19 Jan | |
| Brazil | BB- | 224.90 | +1.22 % | +29.25 % | 3.75 % | 19 Jan | |
| Turkey | B+ | 554.55 | +6.23 % | +47.63 % | 9.24 % | 19 Jan | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
