5 Years Credit Default Swaps
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Last Update:
25 Apr 2024 1:45 GMT+0
25 Apr 2024 1:45 GMT+0
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Rating
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5 Years Credit Default Swaps
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|---|---|---|---|---|---|---|---|
| Country | S&P | 5Y CDS▴ | Var 1m | Var 6m | PD (*) | Date | |
| Switzerland | AAA | 6.01 | -20.08 % | -46.67 % | 0.10 % | 24 Apr | |
| Australia | AAA | 15.11 | -8.15 % | -37.64 % | 0.25 % | 25 Apr | |
| France | AA | 25.00 | -1.92 % | -9.06 % | 0.42 % | 24 Apr | |
| United Kingdom | AA | 27.26 | -10.06 % | -16.38 % | 0.45 % | 24 Apr | |
| United States | AA+ | 35.51 | +0.03 % | -24.20 % | 0.59 % | 25 Apr | |
| Spain | A | 37.86 | -6.17 % | -30.91 % | 0.63 % | 25 Apr | |
| South Korea | AA | 39.08 | +8.11 % | -6.08 % | 0.65 % | 24 Apr | |
| Canada | AAA | 39.60 | 0.00 % | +0.03 % | 0.66 % | 24 Apr | |
| Greece | BBB- | 63.81 | +1.59 % | -31.26 % | 1.06 % | 24 Apr | |
| Italy | BBB | 65.33 | -2.27 % | -42.84 % | 1.09 % | 25 Apr | |
| India | BBB- | 84.10 | -0.02 % | +1.42 % | 1.40 % | 24 Apr | |
| Mexico | BBB | 98.02 | +10.00 % | -24.91 % | 1.63 % | 25 Apr | |
| Israel | A+ | 132.75 | +13.59 % | -3.34 % | 2.21 % | 24 Apr | |
| Brazil | BB | 157.09 | +19.43 % | -17.68 % | 2.62 % | 24 Apr | |
| South Africa | BB- | 246.70 | +2.14 % | -12.13 % | 4.11 % | 24 Apr | |
| Turkey | B | 306.70 | -1.22 % | -25.94 % | 5.11 % | 25 Apr | |
| Russia | NR | 13775.17 | 0.00 % | 0.00 % | 100.00 % | 25 Apr | |
| (*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate. | |||||||
