5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update: 12 Jul 2020 9:45 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 10.70 -21.27 % +8.63 % 0.18 % 12 Jul
Austria AA+ 11.16 -26.04 % +20.00 % 0.19 % 12 Jul
Netherlands AAA 12.10 -14.79 % +3.42 % 0.20 % 12 Jul
Norway AAA 12.50 -10.71 % +21.36 % 0.21 % 12 Jul
Sweden AAA 12.63 -5.39 % -38.09 % 0.21 % 12 Jul
Germany AAA 14.00 -16.17 % +59.09 % 0.23 % 12 Jul
Finland AA+ 15.00 -13.74 % +35.01 % 0.25 % 12 Jul
United States AA+ 18.50 +0.54 % +20.13 % 0.31 % 12 Jul
Japan A+ 19.10 -3.54 % -7.28 % 0.32 % 12 Jul
Belgium AA 19.80 -17.50 % +29.41 % 0.33 % 12 Jul
New Zealand AA 22.10 -13.33 % +23.46 % 0.37 % 12 Jul
France AA 22.10 -15.33 % +18.82 % 0.37 % 12 Jul
Singapore AAA 22.99 +8.80 % +20.87 % 0.38 % 10 Jul
South Korea AA 25.68 -6.38 % +15.57 % 0.43 % 12 Jul
Ireland AA- 28.30 -7.52 % +26.91 % 0.47 % 12 Jul
United Kingdom AA 28.84 +5.60 % +2.63 % 0.48 % 12 Jul
Canada AAA 33.00 0.00 % +10.74 % 0.55 % 12 Jul
Hong Kong AA+ 45.50 +1.34 % +16.37 % 0.76 % 12 Jul
China A+ 46.22 -9.18 % +42.65 % 0.77 % 12 Jul
Slovakia A+ 51.62 -1.51 % +51.60 % 0.86 % 10 Jul
Israel AA- 57.04 -10.40 % +9.36 % 0.95 % 10 Jul
Poland A- 60.10 -2.59 % +14.69 % 1.00 % 12 Jul
Philippines BBB+ 62.59 -8.06 % +80.63 % 1.04 % 10 Jul
Qatar AA- 65.00 0.00 % 0.00 % 1.08 % 25 Jun
Portugal BBB 65.70 +1.55 % +76.14 % 1.10 % 12 Jul
Malaysia A- 67.38 -12.24 % +87.58 % 1.12 % 10 Jul
Chile A+ 73.46 -13.12 % +72.89 % 1.22 % 10 Jul
Croatia BBB- 73.64 +0.42 % +24.10 % 1.23 % 10 Jul
Spain A 78.30 +3.30 % +93.81 % 1.31 % 12 Jul
Russia BBB- 101.21 +12.84 % +72.62 % 1.69 % 10 Jul
India BBB- 115.16 -8.78 % +75.12 % 1.92 % 10 Jul
Indonesia BBB 125.72 -5.76 % +100.54 % 2.10 % 12 Jul
Colombia BBB- 143.80 -9.15 % +113.42 % 2.40 % 10 Jul
Mexico BBB 146.87 -8.25 % +102.86 % 2.45 % 10 Jul
Greece BB- 148.20 +1.72 % +28.42 % 2.47 % 12 Jul
Italy BBB 164.10 +0.55 % +37.90 % 2.74 % 12 Jul
Brazil BB- 239.40 -11.20 % +142.06 % 3.99 % 12 Jul
Bahrain B+ 255.00 0.00 % 0.00 % 4.25 % 25 Jun
South Africa BB- 314.41 +10.74 % +91.10 % 5.24 % 10 Jul
Egypt B 443.03 -9.25 % +64.09 % 7.38 % 10 Jul
Turkey B+ 477.12 +0.59 % +77.53 % 7.95 % 11 Jul
Ukraine B 553.15 +17.82 % +51.62 % 9.22 % 10 Jul
Pakistan B- 575.98 -1.35 % +64.57 % 9.60 % 10 Jul
Argentina SD 6692.60 0.00 % +64.93 % 100.00 % 12 Jun
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 14 Jan

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

Share this page

Related Topics