◎ Sovereign CDS
|
Rating
|
5 Years Credit Default Swaps
|
||||||
|---|---|---|---|---|---|---|---|
| Country | S&P | 5Y CDS▴ | Var 1m | Var 6m | PD (*) | Date | |
| Switzerland | AAA | 6.00 | +0.17 % | -0.17 % | 0.10 % | 22 Dec | |
| Denmark | AAA | 8.57 | -1.15 % | -10.82 % | 0.14 % | 22 Dec | |
| Sweden | AAA | 9.57 | -0.73 % | -25.41 % | 0.16 % | 22 Dec | |
| Australia | AAA | 10.21 | -16.24 % | -21.76 % | 0.17 % | 22 Dec | |
| Netherlands | AAA | 11.79 | +25.16 % | +9.07 % | 0.20 % | 22 Dec | |
| Germany | AAA | 13.64 | +21.68 % | +31.15 % | 0.23 % | 22 Dec | |
| Austria | AA+ | 14.72 | +1.94 % | +5.07 % | 0.25 % | 22 Dec | |
| Ireland | AA | 15.96 | -0.81 % | -20.79 % | 0.27 % | 22 Dec | |
| Finland | AA+ | 19.70 | +5.24 % | +3.68 % | 0.33 % | 22 Dec | |
| Japan | A+ | 19.87 | -2.93 % | -8.60 % | 0.33 % | 22 Dec | |
| United Kingdom | AA | 21.23 | +10.40 % | -15.62 % | 0.35 % | 22 Dec | |
| Belgium | AA | 26.40 | +19.46 % | +28.16 % | 0.44 % | 22 Dec | |
| Portugal | A- | 28.93 | +5.97 % | -25.73 % | 0.48 % | 22 Dec | |
| United States | AA+ | 29.23 | -2.99 % | -18.76 % | 0.49 % | 22 Dec | |
| Spain | A- | 34.82 | +14.92 % | -11.33 % | 0.58 % | 22 Dec | |
| 한국 | AA | 37.16 | +10.43 % | +2.82 % | 0.62 % | 22 Dec | |
| France | AA- | 38.93 | +21.77 % | +5.36 % | 0.65 % | 22 Dec | |
| Canada | AAA | 39.60 | 0.00 % | 0.00 % | 0.66 % | 22 Dec | |
| Greece | BBB- | 58.77 | -0.86 % | -21.84 % | 0.98 % | 22 Dec | |
| Italy | BBB | 60.31 | +3.38 % | -18.74 % | 1.01 % | 22 Dec | |
| China | A+ | 65.07 | +3.22 % | -3.79 % | 1.08 % | 22 Dec | |
| Indonesia | BBB | 77.66 | +5.44 % | -0.58 % | 1.29 % | 22 Dec | |
| India | BBB- | 84.08 | 0.00 % | 0.00 % | 1.40 % | 22 Dec | |
| Israel | A | 95.02 | -23.89 % | -24.48 % | 1.58 % | 22 Dec | |
| Mexico | BBB | 132.61 | +6.34 % | +24.02 % | 2.21 % | 22 Dec | |
| South Africa | BB- | 188.09 | +2.35 % | -10.31 % | 3.13 % | 22 Dec | |
| Brazil | BB | 208.05 | +33.25 % | +31.55 % | 3.47 % | 22 Dec | |
| Turkey | BB- | 254.68 | -0.71 % | -4.05 % | 4.24 % | 22 Dec | |
| Egypt | B- | 566.95 | -4.66 % | -10.34 % | 9.45 % | 22 Dec | |
| Russia | NR | 13775.17 | 0.00 % | 0.00 % | 100.00 % | 22 Dec | |
| (*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate. | |||||||