5 Years Credit Default Swaps
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Last Update: 11 Dec 2018 18:45 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 | 11.37 | +1.61 % | n.a. | 0.19 % | 11 Dec | |
| Norway | AAA | 11.80 | +2.61 % | +12.38 % | 0.20 % | 11 Dec | |
| Netherlands | AAA | 12.80 | -0.78 % | +3.23 % | 0.21 % | 11 Dec | |
| Finland | AA+ | 12.87 | -2.72 % | n.a. | 0.21 % | 11 Dec | |
| Germany | AAA | 13.50 | +13.45 % | +16.38 % | 0.23 % | 11 Dec | |
| Austria | AA+ | 13.65 | +3.49 % | n.a. | 0.23 % | 11 Dec | |
| United States | AA+ | 17.20 | -4.44 % | -5.49 % | 0.29 % | 11 Dec | |
| Sweden | AAA | 20.40 | 0.00 % | 0.00 % | 0.34 % | 11 Dec | |
| New Zealand | AA | 22.30 | +24.58 % | +28.16 % | 0.37 % | 11 Dec | |
| Japan | A+ | 23.20 | +20.83 % | +1.31 % | 0.39 % | 11 Dec | |
| Belgium | AA | 25.50 | +8.51 % | +4.08 % | 0.43 % | 11 Dec | |
| United Kingdom | AA | 28.10 | 0.00 % | 0.00 % | 0.47 % | 11 Dec | |
| Canada | AAA | 34.00 | +0.89 % | +17.65 % | 0.57 % | 11 Dec | |
| France | AA | 35.60 | +21.09 % | +25.80 % | 0.59 % | 11 Dec | |
| Hong Kong | AA+ | 36.70 | +7.62 % | +25.68 % | 0.61 % | 11 Dec | |
| South Korea | AA | 39.38 | -2.67 % | n.a. | 0.66 % | 11 Dec | |
| Ireland | A+ | 42.60 | +10.94 % | +25.29 % | 0.71 % | 11 Dec | |
| Poland | A- | 67.10 | +3.39 % | +0.15 % | 1.12 % | 11 Dec | |
| China | A+ | 69.45 | +9.08 % | n.a. | 1.16 % | 11 Dec | |
| Spain | A- | 85.80 | +8.75 % | +18.84 % | 1.43 % | 11 Dec | |
| Portugal | BBB- | 95.00 | +3.49 % | -23.33 % | 1.58 % | 11 Dec | |
| India | BBB- | 115.28 | +5.12 % | +31.15 % | 1.92 % | 10 Dec | |
| Indonesia | BBB- | 140.97 | -1.71 % | n.a. | 2.35 % | 11 Dec | |
| Mexico | BBB+ | 143.92 | +5.41 % | -0.48 % | 2.40 % | 10 Dec | |
| Russia | BBB- | 151.54 | -0.88 % | +14.44 % | 2.53 % | 10 Dec | |
| Brazil | BB- | 208.00 | +3.69 % | -16.23 % | 3.47 % | 11 Dec | |
| Italy | BBB | 232.20 | -12.15 % | -13.97 % | 3.87 % | 11 Dec | |
| South Africa | BB | 233.79 | +5.20 % | +20.72 % | 3.90 % | 10 Dec | |
| Egypt | B | 339.38 | -3.94 % | +16.55 % | 5.66 % | 10 Dec | |
| Turkey | B+ | 379.90 | +7.04 % | +40.24 % | 6.33 % | 10 Dec | |
| Greece | B+ | 444.60 | +16.51 % | +18.24 % | 7.41 % | 11 Dec | |
| Ukraine | B- | 661.48 | +43.16 % | +54.54 % | 11.02 % | 10 Dec | |
| Argentina | B | 672.94 | +21.61 % | +97.09 % | 11.22 % | 10 Dec | |
| Venezuela | SD | 72150.20 | 0.00 % | 0.00 % | 100.00 % | 11 Dec | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.