5 Years Credit Default Swaps
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Last Update:
20 Sep 2021 5:45 GMT+0
20 Sep 2021 5:45 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 | 7.28 | -0.55 % | -0.41 % | 0.12 % | 20 Sep | |
| Sweden | AAA | 8.52 | 0.00 % | +10.51 % | 0.14 % | 20 Sep | |
| Germany | AAA | 8.80 | -12.87 % | -11.11 % | 0.15 % | 20 Sep | |
| United Kingdom | AA | 9.42 | -9.68 % | -27.43 % | 0.16 % | 20 Sep | |
| Austria | AA+ | 9.90 | -0.30 % | +9.88 % | 0.17 % | 20 Sep | |
| Netherlands | AAA | 10.10 | -0.98 % | +12.22 % | 0.17 % | 20 Sep | |
| Norway | AAA | 10.40 | -0.95 % | +14.29 % | 0.17 % | 20 Sep | |
| United States | AA+ | 12.30 | +24.24 % | +14.95 % | 0.21 % | 20 Sep | |
| Belgium | AA | 12.60 | +1.61 % | +17.76 % | 0.21 % | 20 Sep | |
| Ireland | AA- | 14.30 | -15.38 % | +0.70 % | 0.24 % | 20 Sep | |
| New Zealand | AA+ | 15.40 | -1.91 % | -1.91 % | 0.26 % | 20 Sep | |
| Australia | AAA | 15.54 | -0.26 % | -0.13 % | 0.26 % | 20 Sep | |
| South Korea | AA | 17.56 | -3.36 % | -11.94 % | 0.29 % | 20 Sep | |
| Japan | A+ | 17.70 | +0.57 % | +11.32 % | 0.30 % | 20 Sep | |
| France | AA | 20.00 | -5.66 % | +31.58 % | 0.33 % | 20 Sep | |
| Portugal | BBB | 27.00 | -6.25 % | -6.25 % | 0.45 % | 20 Sep | |
| Spain | A | 28.30 | -5.98 % | -9.58 % | 0.47 % | 20 Sep | |
| Hong Kong | AA+ | 31.90 | -1.85 % | +7.05 % | 0.53 % | 20 Sep | |
| China | A+ | 36.55 | +2.96 % | +25.21 % | 0.61 % | 20 Sep | |
| Canada | AAA | 37.80 | 0.00 % | +3.28 % | 0.63 % | 20 Sep | |
| Poland | A- | 47.50 | -6.31 % | -8.65 % | 0.79 % | 20 Sep | |
| Italy | BBB | 68.80 | -5.75 % | -2.27 % | 1.15 % | 20 Sep | |
| Indonesia | BBB | 69.81 | -6.12 % | -6.82 % | 1.16 % | 20 Sep | |
| Greece | BB | 71.80 | -1.64 % | -3.36 % | 1.20 % | 20 Sep | |
| Russia | BBB- | 77.28 | -11.83 % | -22.72 % | 1.29 % | 20 Sep | |
| Mexico | BBB | 83.24 | -9.63 % | -17.57 % | 1.39 % | 20 Sep | |
| Brazil | BB- | 179.00 | -5.39 % | -5.79 % | 2.98 % | 20 Sep | |
| Turkey | B+ | 369.26 | -2.74 % | +21.64 % | 6.15 % | 20 Sep | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
