5 Years Credit Default Swaps
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Last Update: 10 Aug 2020 13:45 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 10.12 -4.17 % +28.43 % 0.17 % 10 Aug
Sweden AAA 10.44 -16.75 % +14.22 % 0.17 % 10 Aug
Austria AA+ 10.48 -4.81 % +24.32 % 0.17 % 10 Aug
Finland AA+ 11.33 -21.75 % +29.19 % 0.19 % 10 Aug
Germany AAA 11.90 -15.00 % +36.78 % 0.20 % 10 Aug
Norway AAA 12.00 -9.77 % +25.00 % 0.20 % 10 Aug
Netherlands AAA 12.20 -3.94 % +11.93 % 0.20 % 10 Aug
Belgium AA 16.20 -10.50 % +15.71 % 0.27 % 10 Aug
Japan A+ 17.30 -6.99 % +1.17 % 0.29 % 10 Aug
United States AA+ 18.50 +0.54 % +20.13 % 0.31 % 10 Aug
France AA 19.10 -13.18 % +6.11 % 0.32 % 10 Aug
Singapore AAA 19.32 -15.96 % +8.66 % 0.32 % 7 Aug
New Zealand AA 20.00 -9.50 % +14.94 % 0.33 % 10 Aug
United Kingdom AA 22.69 -20.69 % +25.15 % 0.38 % 10 Aug
South Korea AA 22.74 -11.28 % -7.15 % 0.38 % 10 Aug
Ireland AA- 22.80 -17.69 % +8.57 % 0.38 % 10 Aug
Canada AAA 33.00 0.00 % +10.37 % 0.55 % 10 Aug
China A+ 41.21 -10.47 % +11.65 % 0.69 % 10 Aug
Hong Kong AA+ 45.70 +0.44 % +27.30 % 0.76 % 10 Aug
Slovakia A+ 50.37 -2.42 % +47.93 % 0.84 % 7 Aug
Philippines BBB+ 52.94 -15.42 % +42.39 % 0.88 % 7 Aug
Malaysia A- 54.58 -19.00 % +43.82 % 0.91 % 7 Aug
Portugal BBB 55.60 -11.18 % +70.03 % 0.93 % 10 Aug
Israel AA- 57.38 +0.60 % +24.82 % 0.96 % 7 Aug
Poland A- 60.20 +2.38 % +18.74 % 1.00 % 10 Aug
Spain A 60.70 -20.24 % +70.51 % 1.01 % 10 Aug
Chile A+ 64.26 -12.52 % +35.09 % 1.07 % 7 Aug
Qatar AA- 65.00 0.00 % 0.00 % 1.08 % 25 Jun
Croatia BBB- 72.52 -1.52 % +61.37 % 1.21 % 7 Aug
Russia BBB- 92.63 -8.48 % +45.87 % 1.54 % 7 Aug
India BBB- 101.61 -11.77 % +59.16 % 1.69 % 7 Aug
Indonesia BBB 109.34 -13.17 % +70.18 % 1.82 % 10 Aug
Colombia BBB- 117.97 -17.96 % +63.67 % 1.97 % 7 Aug
Mexico BBB 127.72 -13.04 % +68.54 % 2.13 % 7 Aug
Italy BBB 143.30 -10.88 % +46.52 % 2.39 % 10 Aug
Greece BB- 150.60 +5.54 % +49.85 % 2.51 % 10 Aug
Brazil BB- 215.00 -9.21 % +114.79 % 3.58 % 10 Aug
Bahrain B+ 255.00 0.00 % 0.00 % 4.25 % 25 Jun
South Africa BB- 307.58 -2.17 % +70.81 % 5.13 % 7 Aug
Egypt B 442.51 -0.12 % +67.26 % 7.38 % 7 Aug
Ukraine B 536.59 -2.99 % +73.05 % 8.94 % 7 Aug
Pakistan B- 578.11 +0.37 % +62.85 % 9.64 % 7 Aug
Turkey B+ 595.42 +24.79 % +132.22 % 9.92 % 10 Aug
Argentina SD 6692.60 0.00 % +42.50 % 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.

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