5 Years Credit Default Swaps
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Last Update: 11 Dec 2018 18:45 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 11.37 +1.61 % n.a. 0.19 % 11 Dec
Norway AAA 11.80 +2.61 % +12.38 % 0.20 % 11 Dec
Netherlands AAA 12.80 -0.78 % +3.23 % 0.21 % 11 Dec
Finland AA+ 12.87 -2.72 % n.a. 0.21 % 11 Dec
Germany AAA 13.50 +13.45 % +16.38 % 0.23 % 11 Dec
Austria AA+ 13.65 +3.49 % n.a. 0.23 % 11 Dec
United States AA+ 17.20 -4.44 % -5.49 % 0.29 % 11 Dec
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 11 Dec
New Zealand AA 22.30 +24.58 % +28.16 % 0.37 % 11 Dec
Japan A+ 23.20 +20.83 % +1.31 % 0.39 % 11 Dec
Belgium AA 25.50 +8.51 % +4.08 % 0.43 % 11 Dec
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 11 Dec
Canada AAA 34.00 +0.89 % +17.65 % 0.57 % 11 Dec
France AA 35.60 +21.09 % +25.80 % 0.59 % 11 Dec
Hong Kong AA+ 36.70 +7.62 % +25.68 % 0.61 % 11 Dec
South Korea AA 39.38 -2.67 % n.a. 0.66 % 11 Dec
Ireland A+ 42.60 +10.94 % +25.29 % 0.71 % 11 Dec
Poland A- 67.10 +3.39 % +0.15 % 1.12 % 11 Dec
China A+ 69.45 +9.08 % n.a. 1.16 % 11 Dec
Spain A- 85.80 +8.75 % +18.84 % 1.43 % 11 Dec
Portugal BBB- 95.00 +3.49 % -23.33 % 1.58 % 11 Dec
India BBB- 115.28 +5.12 % +31.15 % 1.92 % 10 Dec
Indonesia BBB- 140.97 -1.71 % n.a. 2.35 % 11 Dec
Mexico BBB+ 143.92 +5.41 % -0.48 % 2.40 % 10 Dec
Russia BBB- 151.54 -0.88 % +14.44 % 2.53 % 10 Dec
Brazil BB- 208.00 +3.69 % -16.23 % 3.47 % 11 Dec
Italy BBB 232.20 -12.15 % -13.97 % 3.87 % 11 Dec
South Africa BB 233.79 +5.20 % +20.72 % 3.90 % 10 Dec
Egypt B 339.38 -3.94 % +16.55 % 5.66 % 10 Dec
Turkey B+ 379.90 +7.04 % +40.24 % 6.33 % 10 Dec
Greece B+ 444.60 +16.51 % +18.24 % 7.41 % 11 Dec
Ukraine B- 661.48 +43.16 % +54.54 % 11.02 % 10 Dec
Argentina B 672.94 +21.61 % +97.09 % 11.22 % 10 Dec
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 11 Dec

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

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