Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
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Last Update:
29 Apr 2024 1:45 GMT+0
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Rating
5 Years Credit Default Swaps
Country S&P 5Y CDS Var 1m Var 6m PD (*) Date
Switzerland AAA 5.47 -27.26 % -39.36 % 0.09 % 29 Apr
Australia AAA 15.16 -7.11 % -37.43 % 0.25 % 29 Apr
France AA 25.00 0.00 % -9.06 % 0.42 % 28 Apr
United Kingdom AA 27.26 -6.87 % -16.66 % 0.45 % 28 Apr
United States AA+ 36.41 +1.28 % -22.28 % 0.61 % 29 Apr
Spain A 37.81 -3.86 % -31.00 % 0.63 % 29 Apr
South Korea AA 38.62 +0.05 % -12.41 % 0.64 % 28 Apr
Canada AAA 39.60 0.00 % +0.03 % 0.66 % 28 Apr
Greece BBB- 64.24 +1.40 % -28.72 % 1.07 % 29 Apr
Italy BBB 65.33 -2.97 % -42.84 % 1.09 % 29 Apr
India BBB- 84.11 0.00 % +1.44 % 1.40 % 28 Apr
Mexico BBB 98.01 +6.44 % -24.92 % 1.63 % 29 Apr
Israel A+ 132.80 +12.68 % -6.33 % 2.21 % 29 Apr
Brazil BB 154.24 +13.87 % -19.17 % 2.57 % 29 Apr
South Africa BB- 249.73 -1.42 % -11.16 % 4.16 % 28 Apr
Turkey B 303.98 -3.65 % -26.60 % 5.07 % 29 Apr
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 29 Apr
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.