5 Years Credit Default Swaps
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Last Update:
23 Oct 2021 17:45 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 7.74 +6.32 % -2.89 % 0.13 % 23 Oct
Sweden AAA 8.23 -10.54 % -8.66 % 0.14 % 23 Oct
United Kingdom AA 8.93 -1.22 % -33.11 % 0.15 % 23 Oct
Austria AA+ 9.49 -1.35 % -8.40 % 0.16 % 23 Oct
Germany AAA 9.70 +5.43 % -7.62 % 0.16 % 23 Oct
Norway AAA 10.00 -4.76 % -2.91 % 0.17 % 23 Oct
Netherlands AAA 10.10 -2.88 % +4.12 % 0.17 % 23 Oct
Belgium AA 12.40 0.00 % +3.33 % 0.21 % 23 Oct
United States AA+ 13.20 0.00 % +48.31 % 0.22 % 23 Oct
New Zealand AA+ 15.70 -5.42 % -4.85 % 0.26 % 23 Oct
Australia AAA 16.13 -3.47 % -2.54 % 0.27 % 23 Oct
Ireland AA- 16.20 +13.29 % +14.08 % 0.27 % 23 Oct
Japan A+ 18.90 -1.56 % +13.17 % 0.32 % 23 Oct
South Korea AA 19.15 +1.38 % -6.95 % 0.32 % 23 Oct
France AA 21.60 +5.37 % -1.82 % 0.36 % 23 Oct
Portugal BBB 27.30 -2.50 % -9.00 % 0.46 % 23 Oct
Spain A 29.60 -4.82 % -12.68 % 0.49 % 23 Oct
Hong Kong AA+ 31.80 -2.15 % -3.34 % 0.53 % 23 Oct
Canada AAA 38.50 0.00 % +1.58 % 0.64 % 23 Oct
China A+ 46.87 +9.87 % +20.15 % 0.78 % 23 Oct
Poland A- 52.20 +4.19 % +31.16 % 0.87 % 23 Oct
Italy BBB 71.90 -2.97 % -10.24 % 1.20 % 23 Oct
Greece BB 73.80 -5.75 % -7.52 % 1.23 % 23 Oct
Russia BBB- 83.24 -2.37 % -24.22 % 1.39 % 23 Oct
Indonesia BBB 83.59 +7.46 % +5.44 % 1.39 % 23 Oct
Mexico BBB 98.03 +20.62 % +2.05 % 1.63 % 23 Oct
Brazil BB- 234.40 +21.07 % +21.89 % 3.91 % 23 Oct
Turkey B+ 445.95 +15.26 % +9.50 % 7.43 % 23 Oct

(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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