5 Years Credit Default Swaps
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Last Update: 10 Aug 2020 13:45 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 | 10.12 | -4.17 % | +28.43 % | 0.17 % | 10 Aug | |
| Sweden | AAA | 10.44 | -16.75 % | +14.22 % | 0.17 % | 10 Aug | |
| Austria | AA+ | 10.48 | -4.81 % | +24.32 % | 0.17 % | 10 Aug | |
| Finland | AA+ | 11.33 | -21.75 % | +29.19 % | 0.19 % | 10 Aug | |
| Germany | AAA | 11.90 | -15.00 % | +36.78 % | 0.20 % | 10 Aug | |
| Norway | AAA | 12.00 | -9.77 % | +25.00 % | 0.20 % | 10 Aug | |
| Netherlands | AAA | 12.20 | -3.94 % | +11.93 % | 0.20 % | 10 Aug | |
| Belgium | AA | 16.20 | -10.50 % | +15.71 % | 0.27 % | 10 Aug | |
| Japan | A+ | 17.30 | -6.99 % | +1.17 % | 0.29 % | 10 Aug | |
| United States | AA+ | 18.50 | +0.54 % | +20.13 % | 0.31 % | 10 Aug | |
| France | AA | 19.10 | -13.18 % | +6.11 % | 0.32 % | 10 Aug | |
| Singapore | AAA | 19.32 | -15.96 % | +8.66 % | 0.32 % | 7 Aug | |
| New Zealand | AA | 20.00 | -9.50 % | +14.94 % | 0.33 % | 10 Aug | |
| United Kingdom | AA | 22.69 | -20.69 % | +25.15 % | 0.38 % | 10 Aug | |
| South Korea | AA | 22.74 | -11.28 % | -7.15 % | 0.38 % | 10 Aug | |
| Ireland | AA- | 22.80 | -17.69 % | +8.57 % | 0.38 % | 10 Aug | |
| Canada | AAA | 33.00 | 0.00 % | +10.37 % | 0.55 % | 10 Aug | |
| China | A+ | 41.21 | -10.47 % | +11.65 % | 0.69 % | 10 Aug | |
| Hong Kong | AA+ | 45.70 | +0.44 % | +27.30 % | 0.76 % | 10 Aug | |
| Slovakia | A+ | 50.37 | -2.42 % | +47.93 % | 0.84 % | 7 Aug | |
| Philippines | BBB+ | 52.94 | -15.42 % | +42.39 % | 0.88 % | 7 Aug | |
| Malaysia | A- | 54.58 | -19.00 % | +43.82 % | 0.91 % | 7 Aug | |
| Portugal | BBB | 55.60 | -11.18 % | +70.03 % | 0.93 % | 10 Aug | |
| Israel | AA- | 57.38 | +0.60 % | +24.82 % | 0.96 % | 7 Aug | |
| Poland | A- | 60.20 | +2.38 % | +18.74 % | 1.00 % | 10 Aug | |
| Spain | A | 60.70 | -20.24 % | +70.51 % | 1.01 % | 10 Aug | |
| Chile | A+ | 64.26 | -12.52 % | +35.09 % | 1.07 % | 7 Aug | |
| Qatar | AA- | 65.00 | 0.00 % | 0.00 % | 1.08 % | 25 Jun | |
| Croatia | BBB- | 72.52 | -1.52 % | +61.37 % | 1.21 % | 7 Aug | |
| Russia | BBB- | 92.63 | -8.48 % | +45.87 % | 1.54 % | 7 Aug | |
| India | BBB- | 101.61 | -11.77 % | +59.16 % | 1.69 % | 7 Aug | |
| Indonesia | BBB | 109.34 | -13.17 % | +70.18 % | 1.82 % | 10 Aug | |
| Colombia | BBB- | 117.97 | -17.96 % | +63.67 % | 1.97 % | 7 Aug | |
| Mexico | BBB | 127.72 | -13.04 % | +68.54 % | 2.13 % | 7 Aug | |
| Italy | BBB | 143.30 | -10.88 % | +46.52 % | 2.39 % | 10 Aug | |
| Greece | BB- | 150.60 | +5.54 % | +49.85 % | 2.51 % | 10 Aug | |
| Brazil | BB- | 215.00 | -9.21 % | +114.79 % | 3.58 % | 10 Aug | |
| Bahrain | B+ | 255.00 | 0.00 % | 0.00 % | 4.25 % | 25 Jun | |
| South Africa | BB- | 307.58 | -2.17 % | +70.81 % | 5.13 % | 7 Aug | |
| Egypt | B | 442.51 | -0.12 % | +67.26 % | 7.38 % | 7 Aug | |
| Ukraine | B | 536.59 | -2.99 % | +73.05 % | 8.94 % | 7 Aug | |
| Pakistan | B- | 578.11 | +0.37 % | +62.85 % | 9.64 % | 7 Aug | |
| Turkey | B+ | 595.42 | +24.79 % | +132.22 % | 9.92 % | 10 Aug | |
| Argentina | SD | 6692.60 | 0.00 % | +42.50 % | 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.