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.