5 Years Credit Default Swaps
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Last Update:
29 Jun 2022 21:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Netherlands AAA 10.80 +2.86 % +12.50 % 0.18 % 29 Jun
Denmark AAA 11.53 +4.82 % 0.00 % 0.19 % 29 Jun
United Kingdom AA 12.26 +12.79 % +22.60 % 0.20 % 29 Jun
Austria AA+ 12.50 +12.41 % +52.63 % 0.21 % 29 Jun
Norway AAA 12.80 +5.79 % +26.73 % 0.21 % 29 Jun
Germany AAA 13.00 +5.69 % +47.73 % 0.22 % 29 Jun
Sweden AAA 14.71 -1.93 % +59.89 % 0.25 % 29 Jun
Belgium AA 15.30 +6.99 % +29.66 % 0.26 % 29 Jun
Ireland AA- 17.50 +2.94 % +17.45 % 0.29 % 29 Jun
United States AA+ 17.70 +5.99 % +51.28 % 0.30 % 29 Jun
Finland AA+ 21.21 -5.73 % 0.00 % 0.35 % 29 Jun
Japan A+ 22.30 +10.95 % +28.16 % 0.37 % 29 Jun
New Zealand AA+ 22.50 -6.64 % +58.45 % 0.38 % 29 Jun
France AA 22.60 +2.26 % +10.78 % 0.38 % 29 Jun
Australia AAA 23.76 -5.94 % +64.77 % 0.40 % 29 Jun
Hong Kong AA+ 27.40 -21.94 % +0.37 % 0.46 % 29 Jun
Canada AAA 33.30 0.00 % +11.74 % 0.56 % 29 Jun
Portugal BBB 52.30 +0.77 % +62.93 % 0.87 % 29 Jun
Spain A 56.70 +6.98 % +64.83 % 0.95 % 29 Jun
China A+ 82.21 +20.54 % +105.27 % 1.37 % 29 Jun
Poland A- 105.30 -5.14 % +169.31 % 1.76 % 29 Jun
Italy BBB 128.30 +2.80 % +38.25 % 2.14 % 29 Jun
Indonesia BBB 135.99 +38.82 % +82.41 % 2.27 % 29 Jun
Greece BB+ 159.50 -2.51 % +40.40 % 2.66 % 29 Jun
Mexico BBB 166.23 +32.28 % +78.53 % 2.77 % 29 Jun
Brazil BB- 296.20 +34.45 % +44.63 % 4.94 % 29 Jun
Turkey B+ 788.31 +10.46 % +42.32 % 13.14 % 29 Jun
Russia NR 13775.17 +1.15 % +10950.19 % 100.00 % 29 Jun
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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