5 Years Credit Default Swaps
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Last Update: 24 Jan 2020 10:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Austria AA+ 8.53 -4.26 % -28.92 % 0.14 % 24 Jan
Germany AAA 8.80 0.00 % -20.00 % 0.15 % 24 Jan
Denmark AAA 9.95 +26.75 % -16.39 % 0.17 % 24 Jan
Norway AAA 10.30 -0.96 % -11.21 % 0.17 % 24 Jan
Sweden AAA 10.44 -48.82 % -48.82 % 0.17 % 24 Jan
Netherlands AAA 11.10 -2.63 % -11.20 % 0.19 % 24 Jan
Finland AA+ 11.33 +13.98 % -4.47 % 0.19 % 24 Jan
United States AA+ 15.40 -1.91 % -0.65 % 0.26 % 24 Jan
Belgium AA 15.50 -3.13 % -26.54 % 0.26 % 24 Jan
Singapore AAA 17.68 -8.30 % -1.67 % 0.29 % 23 Jan
New Zealand AA 17.70 +8.59 % -16.90 % 0.30 % 24 Jan
France AA 18.80 -1.05 % -14.93 % 0.31 % 24 Jan
United Kingdom AA 18.83 -32.99 % -32.99 % 0.31 % 24 Jan
Japan A+ 19.40 -3.00 % -7.62 % 0.32 % 24 Jan
Ireland AA- 22.30 -2.19 % -21.20 % 0.37 % 24 Jan
South Korea AA 23.63 +11.73 % -20.52 % 0.39 % 24 Jan
Canada AAA 29.80 0.00 % +8.36 % 0.50 % 24 Jan
Slovakia A+ 34.05 0.00 % -14.62 % 0.57 % 23 Jan
China A+ 36.05 +14.85 % -10.94 % 0.60 % 24 Jan
Hong Kong AA+ 36.70 -5.41 % +2.80 % 0.61 % 24 Jan
Portugal BBB 37.20 -2.62 % -6.06 % 0.62 % 24 Jan
Philippines BBB+ 37.89 +11.05 % -18.25 % 0.63 % 23 Jan
Malaysia A- 37.99 +6.59 % -22.82 % 0.63 % 23 Jan
Spain A 41.20 -1.67 % +6.19 % 0.69 % 24 Jan
Israel AA- 44.62 +0.27 % -27.35 % 0.74 % 23 Jan
Croatia BBB- 45.26 -34.92 % -40.35 % 0.75 % 23 Jan
Chile A+ 46.67 +11.15 % +38.77 % 0.78 % 23 Jan
Poland A- 49.50 -12.54 % -22.90 % 0.83 % 24 Jan
Russia BBB- 62.28 +13.20 % -37.29 % 1.04 % 23 Jan
India BBB- 63.07 -7.71 % -2.58 % 1.05 % 23 Jan
Indonesia BBB 63.79 +2.00 % -23.20 % 1.06 % 24 Jan
Qatar AA- 65.00 0.00 % 0.00 % 1.08 % 25 Jun
Colombia BBB- 76.81 +7.40 % -3.34 % 1.28 % 23 Jan
Mexico BBB+ 79.07 +2.07 % -28.01 % 1.32 % 23 Jan
Brazil BB- 98.50 -4.46 % -22.56 % 1.64 % 24 Jan
Greece BB- 121.10 +5.58 % -48.36 % 2.02 % 24 Jan
Italy BBB 122.70 -1.45 % -24.40 % 2.05 % 24 Jan
South Africa BB 176.20 +8.16 % +12.84 % 2.94 % 23 Jan
Turkey B+ 237.65 -15.19 % -31.74 % 3.96 % 24 Jan
Egypt B 250.97 -12.00 % -15.78 % 4.18 % 23 Jan
Bahrain B+ 255.00 0.00 % 0.00 % 4.25 % 25 Jun
Ukraine B 319.60 -23.05 % -32.97 % 5.33 % 23 Jan
Pakistan B- 350.00 -4.11 % +4.06 % 5.83 % 23 Jan
Argentina CCC- 4952.71 +4.72 % +443.16 % 82.55 % 23 Jan
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.

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