CDS historical data

5 Years Credit Default Swaps
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Last Update:
13 Apr 2024 13:45 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 7.97 +6.13 % -27.41 % 0.13 % 12 Apr
Australia AAA 16.37 +1.55 % -35.58 % 0.27 % 13 Apr
France AA 24.50 +4.26 % -12.41 % 0.41 % 13 Apr
United Kingdom AA 27.79 -6.46 % -16.30 % 0.46 % 13 Apr
United States AA+ 34.61 -1.31 % -14.54 % 0.58 % 13 Apr
Spain A 37.34 +0.16 % -31.92 % 0.62 % 12 Apr
South Korea AA 38.09 +11.73 % +1.17 % 0.63 % 13 Apr
Canada AAA 39.60 0.00 % +0.13 % 0.66 % 13 Apr
Greece BBB- 62.85 +6.83 % -32.49 % 1.05 % 12 Apr
Italy BBB 65.35 +0.08 % -43.53 % 1.09 % 13 Apr
India BBB- 84.10 +1.46 % +1.40 % 1.40 % 13 Apr
Mexico BBB 97.03 +13.99 % -19.61 % 1.62 % 13 Apr
Israel AA- 119.83 +9.01 % +10.99 % 2.00 % 12 Apr
Brazil BB 146.58 +13.11 % -18.98 % 2.44 % 12 Apr
South Africa BB- 241.61 +6.69 % -10.82 % 4.03 % 13 Apr
Turkey B 294.19 -6.76 % -25.09 % 4.90 % 13 Apr
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 13 Apr
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.