5 Years Credit Default Swaps
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Last Update: 6 Dec 2019 2:45 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 8.21 -17.15 % -29.35 % 0.14 % 6 Dec
Germany AAA 9.10 -1.09 % -24.17 % 0.15 % 6 Dec
Austria AA+ 9.66 -2.33 % -19.50 % 0.16 % 6 Dec
Finland AA+ 10.56 -3.83 % -12.07 % 0.18 % 6 Dec
Norway AAA 11.00 -4.35 % -2.65 % 0.18 % 6 Dec
Netherlands AAA 11.90 -7.75 % -7.75 % 0.20 % 6 Dec
United States AA+ 15.80 +1.28 % +10.49 % 0.26 % 6 Dec
Belgium AA 16.20 -6.90 % -29.57 % 0.27 % 6 Dec
France AA 18.50 -2.63 % -34.63 % 0.31 % 6 Dec
New Zealand AA 18.70 +10.00 % -20.09 % 0.31 % 6 Dec
Singapore AAA 19.83 -8.15 % -12.72 % 0.33 % 5 Dec
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 6 Dec
Japan A+ 21.70 +0.46 % -9.96 % 0.36 % 6 Dec
Ireland AA- 25.20 -5.97 % -17.65 % 0.42 % 6 Dec
South Korea AA 26.64 -2.81 % -21.95 % 0.44 % 6 Dec
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 6 Dec
Canada AAA 29.80 -3.25 % -8.59 % 0.50 % 6 Dec
Slovakia A+ 36.96 +8.55 % -16.00 % 0.62 % 5 Dec
Portugal BBB 38.10 +4.67 % -35.97 % 0.64 % 6 Dec
Hong Kong AA+ 38.20 +0.53 % +1.33 % 0.64 % 6 Dec
China A+ 39.12 +4.94 % -28.80 % 0.65 % 6 Dec
Spain A 40.60 +15.67 % -22.81 % 0.68 % 6 Dec
Philippines BBB+ 41.27 +5.96 % -33.26 % 0.69 % 5 Dec
Malaysia A- 42.45 +4.76 % -39.66 % 0.71 % 5 Dec
Chile A+ 50.69 +21.76 % +11.90 % 0.84 % 5 Dec
Israel AA- 51.85 -7.87 % -23.79 % 0.86 % 5 Dec
Poland A- 60.50 -8.33 % -9.16 % 1.01 % 6 Dec
Qatar AA- 65.00 0.00 % -7.80 % 1.08 % 25 Jun
Russia BBB- 65.25 -7.84 % -46.99 % 1.09 % 5 Dec
India BBB- 69.76 -0.07 % -15.57 % 1.16 % 5 Dec
Croatia BBB- 73.38 -5.71 % -14.28 % 1.22 % 5 Dec
Indonesia BBB 73.61 +0.42 % -30.77 % 1.23 % 6 Dec
Colombia BBB- 81.66 +10.23 % -24.07 % 1.36 % 5 Dec
Mexico BBB+ 82.67 -0.59 % -31.43 % 1.38 % 5 Dec
Brazil BB- 122.50 +5.79 % -29.48 % 2.04 % 6 Dec
Italy BBB 135.30 +18.27 % -40.68 % 2.26 % 6 Dec
Greece BB- 152.60 +1.94 % -48.95 % 2.54 % 6 Dec
South Africa BB 190.02 +4.50 % -6.68 % 3.17 % 5 Dec
Bahrain B+ 255.00 0.00 % -12.07 % 4.25 % 25 Jun
Egypt B 310.13 +2.18 % -9.45 % 5.17 % 5 Dec
Turkey B+ 312.27 -3.77 % -31.88 % 5.20 % 6 Dec
Pakistan B- 420.00 -3.45 % +5.66 % 7.00 % 5 Dec
Ukraine B 437.74 +2.27 % -22.66 % 7.30 % 5 Dec
Argentina CCC- 7138.37 +22.82 % +519.16 % 100.00 % 5 Dec
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 6 Dec

(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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