5 Years Credit Default Swaps
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Last Update: 22 Oct 2019 5:45 GMT+0
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| Country | S&P Rating |
5 Years Credit Default Swaps | |||||
|---|---|---|---|---|---|---|---|
| 5Y CDS | Var 1m | Var 6m | PD (*) | Date | |||
| Germany | AAA | 10.00 | -7.41 % | -15.97 % | 0.17 % | 22 Oct | |
| Denmark | AAA | 10.52 | +2.14 % | -5.23 % | 0.18 % | 22 Oct | |
| Norway | AAA | 11.00 | -0.90 % | -5.17 % | 0.18 % | 22 Oct | |
| Finland | AA+ | 11.19 | -3.37 % | -7.06 % | 0.19 % | 22 Oct | |
| Austria | AA+ | 11.47 | -9.47 % | -0.78 % | 0.19 % | 22 Oct | |
| Netherlands | AAA | 12.80 | -3.76 % | -5.88 % | 0.21 % | 22 Oct | |
| United States | AA+ | 14.60 | -3.31 % | -7.01 % | 0.24 % | 22 Oct | |
| Belgium | AA | 18.60 | -8.37 % | -23.46 % | 0.31 % | 22 Oct | |
| New Zealand | AA | 19.30 | +1.58 % | +9.04 % | 0.32 % | 22 Oct | |
| France | AA | 19.60 | -6.22 % | -29.50 % | 0.33 % | 22 Oct | |
| Sweden | AAA | 20.40 | 0.00 % | 0.00 % | 0.34 % | 22 Oct | |
| Singapore | AAA | 21.59 | 0.00 % | +7.68 % | 0.36 % | 21 Oct | |
| Japan | A+ | 22.10 | -3.49 % | +6.76 % | 0.37 % | 22 Oct | |
| United Kingdom | AA | 28.10 | 0.00 % | 0.00 % | 0.47 % | 22 Oct | |
| Ireland | A+ | 30.60 | -10.26 % | -4.38 % | 0.51 % | 22 Oct | |
| Canada | AAA | 31.20 | +2.30 % | -3.41 % | 0.52 % | 22 Oct | |
| Chile | A+ | 31.87 | -6.04 % | -7.54 % | 0.53 % | 18 Oct | |
| South Korea | AA | 32.20 | -2.78 % | +1.87 % | 0.54 % | 22 Oct | |
| Spain | A | 37.30 | -10.12 % | -35.80 % | 0.62 % | 22 Oct | |
| Portugal | BBB | 37.50 | -13.79 % | -43.35 % | 0.63 % | 22 Oct | |
| Hong Kong | AA+ | 38.10 | +1.87 % | +1.06 % | 0.64 % | 22 Oct | |
| Philippines | BBB+ | 41.55 | -9.32 % | -20.14 % | 0.69 % | 21 Oct | |
| China | A+ | 41.95 | -6.00 % | +4.93 % | 0.70 % | 22 Oct | |
| Slovakia | A+ | 42.07 | -11.88 % | -4.95 % | 0.70 % | 21 Oct | |
| Malaysia | A- | 45.26 | -6.00 % | -15.50 % | 0.75 % | 21 Oct | |
| Israel | AA- | 56.37 | -4.39 % | -16.72 % | 0.94 % | 21 Oct | |
| Qatar | AA- | 65.00 | 0.00 % | +1.56 % | 1.08 % | 25 Jun | |
| Poland | A- | 67.10 | +0.60 % | -0.45 % | 1.12 % | 22 Oct | |
| India | BBB- | 72.64 | -1.64 % | -10.98 % | 1.21 % | 21 Oct | |
| Russia | BBB- | 73.92 | -6.19 % | -41.60 % | 1.23 % | 21 Oct | |
| Croatia | BBB- | 80.52 | -5.46 % | -10.02 % | 1.34 % | 21 Oct | |
| Colombia | BBB- | 82.41 | -3.98 % | -8.73 % | 1.37 % | 21 Oct | |
| Indonesia | BBB | 84.93 | -2.70 % | -8.17 % | 1.42 % | 22 Oct | |
| Mexico | BBB+ | 99.06 | -6.46 % | -5.63 % | 1.65 % | 21 Oct | |
| Italy | BBB | 109.80 | -17.81 % | -42.69 % | 1.83 % | 22 Oct | |
| Brazil | BB- | 129.00 | -0.92 % | -24.38 % | 2.15 % | 22 Oct | |
| Greece | B+ | 176.10 | -16.54 % | -44.95 % | 2.94 % | 22 Oct | |
| South Africa | BB | 177.81 | -2.21 % | -0.68 % | 2.96 % | 21 Oct | |
| Bahrain | B+ | 255.00 | 0.00 % | +2.00 % | 4.25 % | 25 Jun | |
| Egypt | B | 308.02 | +9.73 % | -2.06 % | 5.13 % | 21 Oct | |
| Turkey | B+ | 381.94 | +4.89 % | -9.69 % | 6.37 % | 22 Oct | |
| Pakistan | B- | 445.00 | -1.42 % | +9.82 % | 7.42 % | 21 Oct | |
| Ukraine | B | 462.06 | +11.40 % | -20.55 % | 7.70 % | 21 Oct | |
| Argentina | CCC- | 5079.59 | +11.45 % | +442.59 % | 84.66 % | 21 Oct | |
| Venezuela | SD | 72150.20 | 0.00 % | 0.00 % | 100.00 % | 22 Oct | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.