5 Years Credit Default Swaps
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Last Update: 21 Feb 2019 22:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Norway AAA 11.10 -3.48 % -5.13 % 0.19 % 21 Feb
Denmark AAA 11.77 +7.78 % n.a. 0.20 % 21 Feb
Austria AA+ 12.86 -0.85 % n.a. 0.21 % 21 Feb
Finland AA+ 13.00 -6.07 % n.a. 0.22 % 21 Feb
Netherlands AAA 13.10 -0.76 % +2.34 % 0.22 % 21 Feb
Germany AAA 13.40 -2.90 % +21.82 % 0.22 % 21 Feb
United States AA+ 16.80 -8.20 % -7.69 % 0.28 % 21 Feb
New Zealand AA 17.80 -21.93 % 0.00 % 0.30 % 21 Feb
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 21 Feb
Japan A+ 21.10 -2.76 % -17.90 % 0.35 % 21 Feb
Belgium AA 26.70 -5.99 % +15.58 % 0.45 % 21 Feb
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 21 Feb
South Korea AA 30.59 -13.07 % n.a. 0.51 % 21 Feb
Canada AAA 34.20 -0.29 % +18.75 % 0.57 % 21 Feb
France AA 35.60 -3.52 % +33.83 % 0.59 % 21 Feb
Hong Kong AA+ 37.70 +2.72 % +17.45 % 0.63 % 21 Feb
Ireland A+ 40.90 +0.49 % +27.81 % 0.68 % 21 Feb
China A+ 51.73 -14.99 % n.a. 0.86 % 21 Feb
Poland A- 65.40 -0.30 % +0.31 % 1.09 % 21 Feb
Spain A- 76.20 -3.05 % +10.12 % 1.27 % 21 Feb
Portugal BBB- 86.70 -1.92 % -17.35 % 1.45 % 21 Feb
India BBB- 92.02 -13.69 % +3.34 % 1.53 % 21 Feb
Indonesia BBB- 109.82 -12.02 % n.a. 1.83 % 21 Feb
Mexico BBB+ 130.07 +1.97 % +17.20 % 2.17 % 21 Feb
Russia BBB- 134.11 +3.11 % -15.74 % 2.24 % 21 Feb
Brazil BB- 163.90 -4.32 % -35.55 % 2.73 % 21 Feb
South Africa BB 186.64 -7.58 % -9.40 % 3.11 % 21 Feb
Italy BBB 223.10 +8.14 % -8.72 % 3.72 % 21 Feb
Turkey B+ 310.98 -4.13 % -32.85 % 5.18 % 21 Feb
Egypt B 362.72 -11.02 % +4.23 % 6.05 % 21 Feb
Greece B+ 386.80 -5.66 % -0.08 % 6.45 % 21 Feb
Ukraine B- 627.43 -8.50 % +53.57 % 10.46 % 21 Feb
Argentina B 646.39 +1.76 % +12.73 % 10.77 % 21 Feb
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 21 Feb

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

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