5 Years Credit Default Swaps
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Last Update: 12 Jul 2020 9:45 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 | 10.70 | -21.27 % | +8.63 % | 0.18 % | 12 Jul | |
| Austria | AA+ | 11.16 | -26.04 % | +20.00 % | 0.19 % | 12 Jul | |
| Netherlands | AAA | 12.10 | -14.79 % | +3.42 % | 0.20 % | 12 Jul | |
| Norway | AAA | 12.50 | -10.71 % | +21.36 % | 0.21 % | 12 Jul | |
| Sweden | AAA | 12.63 | -5.39 % | -38.09 % | 0.21 % | 12 Jul | |
| Germany | AAA | 14.00 | -16.17 % | +59.09 % | 0.23 % | 12 Jul | |
| Finland | AA+ | 15.00 | -13.74 % | +35.01 % | 0.25 % | 12 Jul | |
| United States | AA+ | 18.50 | +0.54 % | +20.13 % | 0.31 % | 12 Jul | |
| Japan | A+ | 19.10 | -3.54 % | -7.28 % | 0.32 % | 12 Jul | |
| Belgium | AA | 19.80 | -17.50 % | +29.41 % | 0.33 % | 12 Jul | |
| New Zealand | AA | 22.10 | -13.33 % | +23.46 % | 0.37 % | 12 Jul | |
| France | AA | 22.10 | -15.33 % | +18.82 % | 0.37 % | 12 Jul | |
| Singapore | AAA | 22.99 | +8.80 % | +20.87 % | 0.38 % | 10 Jul | |
| South Korea | AA | 25.68 | -6.38 % | +15.57 % | 0.43 % | 12 Jul | |
| Ireland | AA- | 28.30 | -7.52 % | +26.91 % | 0.47 % | 12 Jul | |
| United Kingdom | AA | 28.84 | +5.60 % | +2.63 % | 0.48 % | 12 Jul | |
| Canada | AAA | 33.00 | 0.00 % | +10.74 % | 0.55 % | 12 Jul | |
| Hong Kong | AA+ | 45.50 | +1.34 % | +16.37 % | 0.76 % | 12 Jul | |
| China | A+ | 46.22 | -9.18 % | +42.65 % | 0.77 % | 12 Jul | |
| Slovakia | A+ | 51.62 | -1.51 % | +51.60 % | 0.86 % | 10 Jul | |
| Israel | AA- | 57.04 | -10.40 % | +9.36 % | 0.95 % | 10 Jul | |
| Poland | A- | 60.10 | -2.59 % | +14.69 % | 1.00 % | 12 Jul | |
| Philippines | BBB+ | 62.59 | -8.06 % | +80.63 % | 1.04 % | 10 Jul | |
| Qatar | AA- | 65.00 | 0.00 % | 0.00 % | 1.08 % | 25 Jun | |
| Portugal | BBB | 65.70 | +1.55 % | +76.14 % | 1.10 % | 12 Jul | |
| Malaysia | A- | 67.38 | -12.24 % | +87.58 % | 1.12 % | 10 Jul | |
| Chile | A+ | 73.46 | -13.12 % | +72.89 % | 1.22 % | 10 Jul | |
| Croatia | BBB- | 73.64 | +0.42 % | +24.10 % | 1.23 % | 10 Jul | |
| Spain | A | 78.30 | +3.30 % | +93.81 % | 1.31 % | 12 Jul | |
| Russia | BBB- | 101.21 | +12.84 % | +72.62 % | 1.69 % | 10 Jul | |
| India | BBB- | 115.16 | -8.78 % | +75.12 % | 1.92 % | 10 Jul | |
| Indonesia | BBB | 125.72 | -5.76 % | +100.54 % | 2.10 % | 12 Jul | |
| Colombia | BBB- | 143.80 | -9.15 % | +113.42 % | 2.40 % | 10 Jul | |
| Mexico | BBB | 146.87 | -8.25 % | +102.86 % | 2.45 % | 10 Jul | |
| Greece | BB- | 148.20 | +1.72 % | +28.42 % | 2.47 % | 12 Jul | |
| Italy | BBB | 164.10 | +0.55 % | +37.90 % | 2.74 % | 12 Jul | |
| Brazil | BB- | 239.40 | -11.20 % | +142.06 % | 3.99 % | 12 Jul | |
| Bahrain | B+ | 255.00 | 0.00 % | 0.00 % | 4.25 % | 25 Jun | |
| South Africa | BB- | 314.41 | +10.74 % | +91.10 % | 5.24 % | 10 Jul | |
| Egypt | B | 443.03 | -9.25 % | +64.09 % | 7.38 % | 10 Jul | |
| Turkey | B+ | 477.12 | +0.59 % | +77.53 % | 7.95 % | 11 Jul | |
| Ukraine | B | 553.15 | +17.82 % | +51.62 % | 9.22 % | 10 Jul | |
| Pakistan | B- | 575.98 | -1.35 % | +64.57 % | 9.60 % | 10 Jul | |
| Argentina | SD | 6692.60 | 0.00 % | +64.93 % | 100.00 % | 12 Jun | |
| Venezuela | SD | 72150.20 | 0.00 % | 0.00 % | 100.00 % | 14 Jan | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.