5 Years Credit Default Swaps
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Last Update: 23 Oct 2020 21:45 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 8.67 -11.80 % -22.38 % 0.14 % 23 Oct
Austria AA+ 9.40 0.00 % -40.09 % 0.16 % 23 Oct
Netherlands AAA 10.50 -7.89 % -46.97 % 0.18 % 23 Oct
Germany AAA 11.00 -6.78 % -57.36 % 0.18 % 23 Oct
Norway AAA 11.20 -4.27 % -34.12 % 0.19 % 23 Oct
Sweden AAA 11.66 +1.04 % -16.36 % 0.19 % 23 Oct
Finland AA+ 13.17 -9.86 % -4.84 % 0.22 % 23 Oct
Belgium AA 13.80 +2.22 % -68.35 % 0.23 % 23 Oct
New Zealand AA 15.70 -7.10 % -49.19 % 0.26 % 23 Oct
United States AA+ 16.10 -3.59 % -21.08 % 0.27 % 23 Oct
Australia AAA 16.16 -16.87 % -47.72 % 0.27 % 23 Oct
Japan A+ 18.60 +5.08 % -48.62 % 0.31 % 23 Oct
France AA 19.10 +0.53 % -58.66 % 0.32 % 23 Oct
United Kingdom AA 20.38 +1.70 % -20.33 % 0.34 % 23 Oct
Ireland AA- 23.10 -0.86 % -49.12 % 0.39 % 23 Oct
South Korea AA 24.65 -10.98 % -41.74 % 0.41 % 23 Oct
Canada AAA 33.30 0.00 % +0.91 % 0.56 % 23 Oct
China A+ 37.18 -23.78 % -50.18 % 0.62 % 23 Oct
Hong Kong AA+ 43.40 +1.88 % +5.08 % 0.72 % 23 Oct
Portugal BBB 50.40 +3.07 % -61.90 % 0.84 % 23 Oct
Spain A 58.10 +8.60 % -55.98 % 0.97 % 23 Oct
Poland A- 62.00 +4.55 % -1.74 % 1.03 % 23 Oct
Indonesia BBB 94.01 -21.46 % -45.28 % 1.57 % 23 Oct
Russia BBB- 96.05 -23.38 % -44.32 % 1.60 % 21 Oct
Mexico BBB 119.62 -23.57 % -58.25 % 1.99 % 23 Oct
Italy BBB 125.10 -3.40 % -47.26 % 2.09 % 23 Oct
Greece BB- 143.30 +1.56 % -46.45 % 2.39 % 23 Oct
Brazil BB- 211.20 -15.76 % -35.31 % 3.52 % 23 Oct
Turkey B+ 507.46 -8.98 % -15.35 % 8.46 % 22 Oct

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

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