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.