5 Years Credit Default Swaps
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Last Update: 19 Aug 2019 21:45 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 10.60 -7.83 % -4.50 % 0.18 % 19 Aug
Germany AAA 10.70 -2.73 % -20.15 % 0.18 % 19 Aug
Denmark AAA 11.24 -4.26 % -0.79 % 0.19 % 19 Aug
Austria AA+ 11.77 +1.12 % -8.26 % 0.20 % 19 Aug
Finland AA+ 11.90 -0.83 % -8.46 % 0.20 % 19 Aug
Netherlands AAA 12.40 -4.62 % -5.34 % 0.21 % 19 Aug
United States AA+ 16.00 +4.58 % -4.76 % 0.27 % 19 Aug
Singapore AAA 19.70 +4.62 % +0.10 % 0.33 % 19 Aug
Sweden AAA 20.40 0.00 % 0.00 % 0.34 % 19 Aug
Belgium AA 20.80 +4.00 % -21.51 % 0.35 % 19 Aug
France AA 23.00 +3.60 % -36.29 % 0.38 % 19 Aug
New Zealand AA 23.10 +8.45 % +24.19 % 0.39 % 19 Aug
Japan A+ 24.30 +15.71 % +15.17 % 0.41 % 19 Aug
Canada AAA 27.80 +0.72 % -18.95 % 0.46 % 19 Aug
United Kingdom AA 28.10 0.00 % 0.00 % 0.47 % 19 Aug
Hong Kong AA+ 30.60 -14.29 % -18.40 % 0.51 % 19 Aug
South Korea AA 30.88 -2.83 % +0.88 % 0.51 % 19 Aug
Ireland A+ 33.80 +21.15 % -17.56 % 0.56 % 19 Aug
Chile A+ 36.69 +6.66 % -20.57 % 0.61 % 19 Aug
Slovakia A+ 42.35 +6.19 % -6.37 % 0.71 % 19 Aug
Spain A- 44.40 +14.43 % -41.73 % 0.74 % 19 Aug
Portugal BBB 47.80 +23.51 % -45.12 % 0.80 % 19 Aug
China A+ 48.34 +15.70 % -7.07 % 0.81 % 19 Aug
Philippines BBB+ 52.27 +10.16 % -19.71 % 0.87 % 19 Aug
Malaysia A- 55.44 +8.49 % -22.89 % 0.92 % 19 Aug
Israel AA- 60.90 -4.47 % +1.60 % 1.02 % 19 Aug
Qatar AA- 65.00 0.00 % -13.33 % 1.08 % 25 Jun
Poland A- 66.00 +2.80 % +0.92 % 1.10 % 19 Aug
India BBB- 74.36 +9.74 % -19.72 % 1.24 % 19 Aug
Croatia BBB- 78.79 +3.84 % -15.63 % 1.31 % 19 Aug
Indonesia BBB 93.48 +10.63 % -14.10 % 1.56 % 19 Aug
Colombia BBB- 96.26 +18.18 % -12.86 % 1.60 % 19 Aug
Russia BBB- 96.82 -5.17 % -28.36 % 1.61 % 19 Aug
Mexico BBB+ 112.77 +1.70 % -12.57 % 1.88 % 19 Aug
Brazil BB- 137.30 +7.43 % -15.40 % 2.29 % 19 Aug
South Africa BB 190.72 +21.11 % +2.80 % 3.18 % 19 Aug
Italy BBB 211.00 +32.37 % -3.43 % 3.52 % 19 Aug
Bahrain B+ 255.00 0.00 % -7.27 % 4.25 % 25 Jun
Greece B+ 296.60 +26.43 % -23.28 % 4.94 % 19 Aug
Egypt B 298.18 +0.91 % -17.77 % 4.97 % 19 Aug
Turkey B+ 390.61 +8.56 % +26.67 % 6.51 % 19 Aug
Ukraine B- 486.39 +2.02 % -22.48 % 8.11 % 19 Aug
Pakistan B- 488.90 +43.43 % n.a. 8.15 % 19 Aug
Argentina B- 2479.04 +183.51 % +282.63 % 41.32 % 16 Aug
Venezuela SD 72150.20 0.00 % 0.00 % 100.00 % 19 Aug

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

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