5 Years Credit Default Swaps
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Last Update: 28 Jan 2021 6:45 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 8.45 -24.35 % -18.04 % 0.14 % 28 Jan
Netherlands AAA 9.70 -4.90 % -18.49 % 0.16 % 28 Jan
Austria AA+ 10.21 +1.79 % +0.29 % 0.17 % 28 Jan
Sweden AAA 10.73 -6.70 % -5.38 % 0.18 % 28 Jan
Finland AA+ 10.90 -21.24 % -23.40 % 0.18 % 28 Jan
Germany AAA 11.00 +0.92 % -8.33 % 0.18 % 28 Jan
Norway AAA 11.00 -6.78 % -9.84 % 0.18 % 28 Jan
United States AA+ 11.30 -10.32 % -38.92 % 0.19 % 28 Jan
Belgium AA 13.10 -5.76 % -24.71 % 0.22 % 28 Jan
Australia AAA 14.53 +0.21 % -17.96 % 0.24 % 28 Jan
New Zealand AA 14.80 +6.47 % -28.16 % 0.25 % 28 Jan
Japan A+ 14.90 -1.32 % -20.74 % 0.25 % 28 Jan
France AA 16.50 -0.60 % -18.32 % 0.28 % 28 Jan
Ireland AA- 16.70 -6.70 % -30.99 % 0.28 % 28 Jan
United Kingdom AA 17.18 -3.81 % -28.45 % 0.29 % 28 Jan
South Korea AA 25.68 +17.26 % +8.45 % 0.43 % 28 Jan
China A+ 31.94 +11.48 % -27.67 % 0.53 % 28 Jan
Canada AAA 36.60 0.00 % +10.91 % 0.61 % 28 Jan
Portugal BBB 37.40 -2.09 % -34.39 % 0.62 % 28 Jan
Hong Kong AA+ 37.80 -10.64 % -17.29 % 0.63 % 28 Jan
Spain A 42.80 -4.04 % -37.06 % 0.71 % 28 Jan
Poland A- 50.80 -12.41 % -14.33 % 0.85 % 28 Jan
Indonesia BBB 75.90 +10.34 % -35.55 % 1.27 % 28 Jan
Mexico BBB 96.06 +15.37 % -30.04 % 1.60 % 28 Jan
Russia BBB- 97.04 +6.50 % +4.41 % 1.62 % 28 Jan
Greece BB- 97.50 -6.43 % -36.81 % 1.63 % 28 Jan
Italy BBB 99.50 +1.53 % -34.63 % 1.66 % 28 Jan
Brazil BB- 175.30 +20.56 % -19.95 % 2.92 % 28 Jan
Turkey B+ 328.11 +2.78 % -31.97 % 5.47 % 28 Jan

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

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