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.

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