5 Years Credit Default Swaps
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Last Update: 26 Jun 2019 1:45 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 11.33 +2.44 % +10.43 % 0.19 % 26 Jun
Austria AA+ 11.47 -5.91 % -15.60 % 0.19 % 26 Jun
Germany AAA 11.70 -0.85 % -16.43 % 0.20 % 26 Jun
Norway AAA 11.70 +6.36 % -0.85 % 0.20 % 26 Jun
Finland AA+ 12.02 +0.08 % -8.24 % 0.20 % 26 Jun
Netherlands AAA 12.90 -4.44 % -5.84 % 0.22 % 26 Jun
United States AA+ 15.10 +0.67 % -13.71 % 0.25 % 26 Jun
Singapore AAA 19.54 -10.94 % -16.82 % 0.33 % 25 Jun
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 26 Jun
New Zealand AA 20.80 -7.56 % -18.75 % 0.35 % 26 Jun
Japan A+ 22.10 -2.21 % -9.43 % 0.37 % 26 Jun
Belgium AA 22.40 -5.49 % -14.83 % 0.37 % 26 Jun
France AA 25.50 -13.56 % -31.64 % 0.43 % 26 Jun
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 26 Jun
Ireland A+ 28.60 -13.86 % -31.90 % 0.48 % 26 Jun
Canada AAA 31.50 -2.78 % -6.80 % 0.53 % 26 Jun
South Korea AA 32.78 -7.01 % -17.93 % 0.55 % 26 Jun
Hong Kong AA+ 37.20 -1.33 % -0.53 % 0.62 % 26 Jun
Chile A+ 38.79 -17.57 % -37.98 % 0.65 % 25 Jun
Spain A- 39.40 -28.88 % -50.93 % 0.66 % 26 Jun
Slovakia A+ 42.80 -3.01 % -6.18 % 0.71 % 25 Jun
Portugal BBB 44.80 -30.11 % -49.38 % 0.75 % 26 Jun
China A+ 47.58 -8.62 % -31.46 % 0.79 % 26 Jun
Philippines BBB+ 52.67 -11.88 % -41.81 % 0.88 % 25 Jun
Malaysia A- 59.07 -12.37 % -47.03 % 0.98 % 25 Jun
Poland A- 64.00 -3.61 % -4.90 % 1.07 % 26 Jun
Qatar AA- 65.00 -5.11 % -20.73 % 1.08 % 25 Jun
Israel AA- 67.25 -4.23 % -4.31 % 1.12 % 25 Jun
India BBB- 78.67 -4.88 % -30.97 % 1.31 % 25 Jun
Croatia BBB- 78.79 -9.00 % -15.29 % 1.31 % 25 Jun
Colombia BBB- 92.10 -15.04 % -40.53 % 1.54 % 25 Jun
Indonesia BBB 94.20 -12.57 % -33.20 % 1.57 % 26 Jun
Mexico BBB+ 111.13 -4.22 % -27.44 % 1.85 % 25 Jun
Russia BBB- 112.92 -8.61 % -23.83 % 1.88 % 25 Jun
Brazil BB- 150.10 -16.00 % -29.30 % 2.50 % 26 Jun
South Africa BB 173.95 -9.46 % -21.53 % 2.90 % 25 Jun
Italy BBB 196.10 -7.54 % -5.86 % 3.27 % 26 Jun
Bahrain B+ 255.00 -10.53 % -10.53 % 4.25 % 25 Jun
Greece B+ 260.30 -21.05 % -41.66 % 4.34 % 26 Jun
Egypt B 320.00 -1.54 % -17.19 % 5.33 % 25 Jun
Pakistan B- 380.91 +6.35 % n.a. 6.35 % 25 Jun
Turkey B+ 404.43 -19.27 % +14.90 % 6.74 % 25 Jun
Ukraine B- 486.38 -11.83 % -26.47 % 8.11 % 25 Jun
Argentina B 990.67 -10.01 % +27.56 % 16.51 % 25 Jun
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 26 Jun

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

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