5 Years Credit Default Swaps
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Last Update: 1 Apr 2020 1:45 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 11.17 +4.69 % +8.03 % 0.19 % 31 Mar
Norway AAA 13.30 +31.68 % +20.91 % 0.22 % 1 Apr
Sweden AAA 13.94 +38.57 % -31.67 % 0.23 % 31 Mar
United States AA+ 16.10 +1.26 % +8.78 % 0.27 % 1 Apr
Finland AA+ 17.96 +69.43 % +57.41 % 0.30 % 1 Apr
Netherlands AAA 18.80 +64.91 % +45.74 % 0.31 % 1 Apr
Austria AA+ 20.51 +114.32 % +77.27 % 0.34 % 1 Apr
Germany AAA 22.00 +105.61 % +115.69 % 0.37 % 1 Apr
Singapore AAA 23.95 +24.29 % +10.93 % 0.40 % 31 Mar
Canada AAA 32.90 +0.30 % +6.82 % 0.55 % 1 Apr
South Korea AA 37.80 +6.84 % +11.64 % 0.63 % 1 Apr
Belgium AA 38.80 +150.32 % +98.97 % 0.65 % 1 Apr
France AA 39.10 +119.66 % +95.50 % 0.65 % 1 Apr
New Zealand AA 39.20 +53.13 % +96.00 % 0.65 % 1 Apr
Hong Kong AA+ 39.80 +12.11 % +8.15 % 0.66 % 1 Apr
United Kingdom AA 40.53 +101.04 % +44.23 % 0.68 % 1 Apr
Japan A+ 41.50 +82.82 % +76.60 % 0.69 % 1 Apr
Ireland AA- 45.30 +96.10 % +37.27 % 0.76 % 1 Apr
Slovakia A+ 49.29 +34.45 % +16.36 % 0.82 % 31 Mar
China A+ 52.59 -1.46 % +9.09 % 0.88 % 1 Apr
Poland A- 64.20 +22.29 % -4.75 % 1.07 % 1 Apr
Qatar AA- 65.00 0.00 % 0.00 % 1.08 % 25 Jun
Croatia BBB- 73.88 +57.39 % -8.02 % 1.23 % 31 Mar
Israel AA- 75.80 +58.88 % +33.85 % 1.26 % 31 Mar
Portugal BBB 97.10 +106.16 % +136.25 % 1.62 % 1 Apr
Spain A 100.30 +112.95 % +150.75 % 1.67 % 1 Apr
Philippines BBB+ 109.88 +85.83 % +121.49 % 1.83 % 31 Mar
Malaysia A- 120.09 +90.68 % +124.38 % 2.00 % 31 Mar
Chile A+ 121.57 +79.76 % +236.29 % 2.03 % 31 Mar
Italy BBB 171.00 +13.55 % +29.74 % 2.85 % 1 Apr
Greece BB- 190.30 +11.22 % -9.16 % 3.17 % 1 Apr
Russia BBB- 190.62 +121.52 % +121.57 % 3.18 % 31 Mar
Colombia BBB- 214.85 +105.85 % +137.88 % 3.58 % 31 Mar
Mexico BBB 220.85 +110.57 % +96.35 % 3.68 % 31 Mar
India BBB- 221.68 +240.94 % +202.30 % 3.69 % 31 Mar
Indonesia BBB 222.34 +118.73 % +145.71 % 3.71 % 1 Apr
Bahrain B+ 255.00 0.00 % 0.00 % 4.25 % 25 Jun
Brazil BB- 270.00 +101.04 % +98.24 % 4.50 % 1 Apr
South Africa BB 413.03 +94.28 % +111.57 % 6.88 % 31 Mar
Turkey B+ 414.79 +28.56 % +19.15 % 6.91 % 1 Apr
Egypt B 592.48 +79.54 % +96.85 % 9.87 % 31 Mar
Pakistan B- 691.00 +89.32 % +62.59 % 11.52 % 31 Mar
Ukraine B 799.41 +100.44 % +80.61 % 13.32 % 31 Mar
Argentina CCC- 9674.69 +46.75 % +104.14 % 100.00 % 31 Mar
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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