5 Years Credit Default Swaps
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Last Update: 26 Jun 2019 1:45 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 | 11.33 | +2.44 % | +10.43 % | 0.19 % | 26 Jun | |
| Austria | AA+ | 11.47 | -5.91 % | -15.60 % | 0.19 % | 26 Jun | |
| Germany | AAA | 11.70 | -0.85 % | -16.43 % | 0.20 % | 26 Jun | |
| Norway | AAA | 11.70 | +6.36 % | -0.85 % | 0.20 % | 26 Jun | |
| Finland | AA+ | 12.02 | +0.08 % | -8.24 % | 0.20 % | 26 Jun | |
| Netherlands | AAA | 12.90 | -4.44 % | -5.84 % | 0.22 % | 26 Jun | |
| United States | AA+ | 15.10 | +0.67 % | -13.71 % | 0.25 % | 26 Jun | |
| Singapore | AAA | 19.54 | -10.94 % | -16.82 % | 0.33 % | 25 Jun | |
| Sweden | AAA | 20.40 | 0.00 % | 0.00 % | 0.34 % | 26 Jun | |
| New Zealand | AA | 20.80 | -7.56 % | -18.75 % | 0.35 % | 26 Jun | |
| Japan | A+ | 22.10 | -2.21 % | -9.43 % | 0.37 % | 26 Jun | |
| Belgium | AA | 22.40 | -5.49 % | -14.83 % | 0.37 % | 26 Jun | |
| France | AA | 25.50 | -13.56 % | -31.64 % | 0.43 % | 26 Jun | |
| United Kingdom | AA | 28.10 | 0.00 % | 0.00 % | 0.47 % | 26 Jun | |
| Ireland | A+ | 28.60 | -13.86 % | -31.90 % | 0.48 % | 26 Jun | |
| Canada | AAA | 31.50 | -2.78 % | -6.80 % | 0.53 % | 26 Jun | |
| South Korea | AA | 32.78 | -7.01 % | -17.93 % | 0.55 % | 26 Jun | |
| Hong Kong | AA+ | 37.20 | -1.33 % | -0.53 % | 0.62 % | 26 Jun | |
| Chile | A+ | 38.79 | -17.57 % | -37.98 % | 0.65 % | 25 Jun | |
| Spain | A- | 39.40 | -28.88 % | -50.93 % | 0.66 % | 26 Jun | |
| Slovakia | A+ | 42.80 | -3.01 % | -6.18 % | 0.71 % | 25 Jun | |
| Portugal | BBB | 44.80 | -30.11 % | -49.38 % | 0.75 % | 26 Jun | |
| China | A+ | 47.58 | -8.62 % | -31.46 % | 0.79 % | 26 Jun | |
| Philippines | BBB+ | 52.67 | -11.88 % | -41.81 % | 0.88 % | 25 Jun | |
| Malaysia | A- | 59.07 | -12.37 % | -47.03 % | 0.98 % | 25 Jun | |
| Poland | A- | 64.00 | -3.61 % | -4.90 % | 1.07 % | 26 Jun | |
| Qatar | AA- | 65.00 | -5.11 % | -20.73 % | 1.08 % | 25 Jun | |
| Israel | AA- | 67.25 | -4.23 % | -4.31 % | 1.12 % | 25 Jun | |
| India | BBB- | 78.67 | -4.88 % | -30.97 % | 1.31 % | 25 Jun | |
| Croatia | BBB- | 78.79 | -9.00 % | -15.29 % | 1.31 % | 25 Jun | |
| Colombia | BBB- | 92.10 | -15.04 % | -40.53 % | 1.54 % | 25 Jun | |
| Indonesia | BBB | 94.20 | -12.57 % | -33.20 % | 1.57 % | 26 Jun | |
| Mexico | BBB+ | 111.13 | -4.22 % | -27.44 % | 1.85 % | 25 Jun | |
| Russia | BBB- | 112.92 | -8.61 % | -23.83 % | 1.88 % | 25 Jun | |
| Brazil | BB- | 150.10 | -16.00 % | -29.30 % | 2.50 % | 26 Jun | |
| South Africa | BB | 173.95 | -9.46 % | -21.53 % | 2.90 % | 25 Jun | |
| Italy | BBB | 196.10 | -7.54 % | -5.86 % | 3.27 % | 26 Jun | |
| Bahrain | B+ | 255.00 | -10.53 % | -10.53 % | 4.25 % | 25 Jun | |
| Greece | B+ | 260.30 | -21.05 % | -41.66 % | 4.34 % | 26 Jun | |
| Egypt | B | 320.00 | -1.54 % | -17.19 % | 5.33 % | 25 Jun | |
| Pakistan | B- | 380.91 | +6.35 % | n.a. | 6.35 % | 25 Jun | |
| Turkey | B+ | 404.43 | -19.27 % | +14.90 % | 6.74 % | 25 Jun | |
| Ukraine | B- | 486.38 | -11.83 % | -26.47 % | 8.11 % | 25 Jun | |
| Argentina | B | 990.67 | -10.01 % | +27.56 % | 16.51 % | 25 Jun | |
| Venezuela | SD | 72150.20 | 0.00 % | 0.00 % | 100.00 % | 26 Jun | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.