5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update: 18 Apr 2019 21:45 GMT+0
Swipe left to see all data
| Country | S&P Rating |
5 Years Credit Default Swaps | |||||
|---|---|---|---|---|---|---|---|
| 5Y CDS | Var 1m | Var 6m | PD (*) | Date | |||
| Denmark | AAA | 11.05 | +14.39 % | -5.15 % | 0.18 % | 18 Apr | |
| Norway | AAA | 11.40 | +3.64 % | +0.88 % | 0.19 % | 18 Apr | |
| Austria | AA+ | 11.50 | +1.95 % | -16.55 % | 0.19 % | 18 Apr | |
| Germany | AAA | 11.70 | -2.50 % | +8.33 % | 0.20 % | 18 Apr | |
| Finland | AA+ | 12.05 | -13.74 % | -4.44 % | 0.20 % | 18 Apr | |
| Netherlands | AAA | 13.60 | +3.03 % | +3.82 % | 0.23 % | 18 Apr | |
| United States | AA+ | 15.80 | -3.66 % | -12.71 % | 0.26 % | 18 Apr | |
| New Zealand | AA | 17.70 | +17.22 % | -2.21 % | 0.30 % | 18 Apr | |
| Sweden | AAA | 20.40 | 0.00 % | 0.00 % | 0.34 % | 18 Apr | |
| Japan | A+ | 21.10 | +0.48 % | -12.45 % | 0.35 % | 18 Apr | |
| Belgium | AA | 24.20 | +0.41 % | -0.82 % | 0.40 % | 18 Apr | |
| France | AA | 27.30 | -4.55 % | -5.54 % | 0.46 % | 18 Apr | |
| United Kingdom | AA | 28.10 | 0.00 % | 0.00 % | 0.47 % | 18 Apr | |
| Ireland | A+ | 31.80 | -11.17 % | -15.87 % | 0.53 % | 18 Apr | |
| South Korea | AA | 31.84 | +10.82 % | -18.34 % | 0.53 % | 18 Apr | |
| Canada | AAA | 32.20 | -5.57 % | -5.29 % | 0.54 % | 18 Apr | |
| Hong Kong | AA+ | 37.70 | -0.53 % | +12.54 % | 0.63 % | 18 Apr | |
| China | A+ | 40.21 | -10.00 % | -39.24 % | 0.67 % | 18 Apr | |
| Spain | A- | 58.10 | -3.65 % | -26.18 % | 0.97 % | 18 Apr | |
| Portugal | BBB | 67.20 | -4.41 % | -33.79 % | 1.12 % | 18 Apr | |
| Poland | A- | 67.70 | +4.31 % | +1.35 % | 1.13 % | 18 Apr | |
| India | BBB- | 81.56 | +2.86 % | -25.89 % | 1.36 % | 18 Apr | |
| Colombia | BBB- | 91.30 | -9.60 % | -23.94 % | 1.52 % | 18 Apr | |
| Indonesia | BBB- | 92.53 | -3.00 % | -36.30 % | 1.54 % | 18 Apr | |
| Mexico | BBB+ | 105.39 | -9.45 % | -13.64 % | 1.76 % | 18 Apr | |
| Russia | BBB- | 126.58 | +3.30 % | -14.98 % | 2.11 % | 18 Apr | |
| Brazil | BB- | 170.60 | +10.14 % | -18.57 % | 2.84 % | 18 Apr | |
| South Africa | BB | 179.87 | +3.10 % | -18.13 % | 3.00 % | 18 Apr | |
| Italy | BBB | 190.70 | +0.42 % | -29.47 % | 3.18 % | 18 Apr | |
| Egypt | B | 318.50 | +1.76 % | -12.54 % | 5.31 % | 18 Apr | |
| Greece | B+ | 323.10 | -5.39 % | -15.66 % | 5.39 % | 18 Apr | |
| Turkey | B+ | 420.19 | +40.79 % | +11.21 % | 7.00 % | 18 Apr | |
| Ukraine | B- | 581.59 | -7.88 % | +38.31 % | 9.69 % | 18 Apr | |
| Argentina | B | 928.72 | +34.55 % | +52.53 % | 15.48 % | 18 Apr | |
| Venezuela | SD | 72150.20 | 0.00 % | 0.00 % | 100.00 % | 18 Apr | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.