5 Years Credit Default Swaps
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Last Update: 23 Oct 2018 9:45 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 | 11.21 | +4.67 % | n.a. | 0.19 % | 23 Oct | |
| Norway | AAA | 11.50 | -1.71 % | -1.71 % | 0.19 % | 23 Oct | |
| Germany | AAA | 12.00 | +9.09 % | +20.00 % | 0.20 % | 23 Oct | |
| Netherlands | AAA | 13.10 | +5.65 % | +16.96 % | 0.22 % | 23 Oct | |
| Finland | AA+ | 13.14 | -5.40 % | n.a. | 0.22 % | 23 Oct | |
| Austria | AA+ | 14.08 | +4.14 % | n.a. | 0.23 % | 23 Oct | |
| New Zealand | AA | 18.10 | +4.02 % | +20.67 % | 0.30 % | 23 Oct | |
| United States | AA+ | 18.20 | -9.90 % | -3.19 % | 0.30 % | 23 Oct | |
| Sweden | AAA | 20.40 | 0.00 % | 0.00 % | 0.34 % | 23 Oct | |
| Japan | A+ | 23.90 | -2.85 % | +39.77 % | 0.40 % | 23 Oct | |
| Belgium | AA | 24.20 | +10.00 % | +58.17 % | 0.40 % | 23 Oct | |
| United Kingdom | AA | 28.10 | 0.00 % | 0.00 % | 0.47 % | 23 Oct | |
| France | AA | 29.40 | +17.60 % | +77.11 % | 0.49 % | 23 Oct | |
| Hong Kong | AA+ | 33.50 | +0.30 % | +20.07 % | 0.56 % | 23 Oct | |
| Canada | AAA | 33.70 | +2.12 % | +21.66 % | 0.56 % | 23 Oct | |
| Ireland | A+ | 38.80 | +15.48 % | +78.80 % | 0.65 % | 23 Oct | |
| South Korea | AA | 39.28 | +1.03 % | n.a. | 0.65 % | 23 Oct | |
| Poland | A- | 66.70 | +1.06 % | +36.12 % | 1.11 % | 23 Oct | |
| China | A+ | 66.96 | +16.90 % | n.a. | 1.12 % | 23 Oct | |
| Spain | A- | 83.20 | +30.20 % | +111.17 % | 1.39 % | 23 Oct | |
| Hungary | BBB- | 85.84 | +3.91 % | n.a. | 1.43 % | 23 Oct | |
| Portugal | BBB- | 104.00 | +15.81 % | +54.30 % | 1.73 % | 23 Oct | |
| India | BBB- | 110.46 | +3.62 % | +49.53 % | 1.84 % | 22 Oct | |
| Mexico | BBB+ | 127.59 | -28.32 % | +17.82 % | 2.13 % | 22 Oct | |
| Russia | BBB- | 146.87 | -6.78 % | +13.47 % | 2.45 % | 22 Oct | |
| Indonesia | BBB- | 148.42 | +11.91 % | n.a. | 2.47 % | 23 Oct | |
| Brazil | BB- | 209.00 | -19.24 % | +23.67 % | 3.48 % | 23 Oct | |
| South Africa | BB | 215.67 | +2.84 % | +36.25 % | 3.59 % | 22 Oct | |
| Italy | BBB | 267.80 | +23.70 % | +164.89 % | 4.46 % | 23 Oct | |
| Egypt | B | 364.16 | -0.23 % | +36.54 % | 6.07 % | 22 Oct | |
| Turkey | B+ | 379.41 | -5.36 % | +100.44 % | 6.32 % | 22 Oct | |
| Greece | B+ | 386.90 | +4.23 % | +18.17 % | 6.45 % | 23 Oct | |
| Ukraine | B- | 420.49 | 0.00 % | +10.40 % | 7.01 % | 22 Oct | |
| Argentina | B+ | 600.63 | +16.88 % | +131.27 % | 10.01 % | 22 Oct | |
| Venezuela | SD | 72150.20 | 0.00 % | 0.00 % | 100.00 % | 23 Oct | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.