CDS historical data

5 Years Credit Default Swaps
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up to 300
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Last Update:
28 Mar 2024 14:45 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 7.52 +0.13 % -24.95 % 0.13 % 28 Mar
Denmark AAA 9.10 -9.00 % -16.82 % 0.15 % 29 Mar
Netherlands AAA 10.18 -7.37 % -20.96 % 0.17 % 29 Mar
Germany AAA 10.50 -11.02 % -52.38 % 0.18 % 29 Mar
Sweden AAA 14.49 -3.08 % +3.43 % 0.24 % 29 Mar
Australia AAA 16.39 +1.55 % -35.17 % 0.27 % 28 Mar
Austria AA+ 17.03 +4.35 % +24.13 % 0.28 % 29 Mar
Japan A+ 18.87 -7.73 % -14.23 % 0.31 % 29 Mar
Finland AA+ 20.98 -4.29 % +20.64 % 0.35 % 29 Mar
Belgium AA 21.56 +1.84 % +9.66 % 0.36 % 29 Mar
Ireland AA 22.28 -5.11 % -1.20 % 0.37 % 29 Mar
France AA 25.00 +4.17 % -9.06 % 0.42 % 28 Mar
United Kingdom AA 29.27 -1.48 % -7.69 % 0.49 % 28 Mar
United States AA+ 35.95 -0.17 % -15.95 % 0.60 % 28 Mar
Portugal A- 36.04 -6.02 % -21.79 % 0.60 % 29 Mar
South Korea AA 38.60 +20.29 % +13.30 % 0.64 % 28 Mar
Spain A 39.33 -2.29 % -25.53 % 0.66 % 28 Mar
Canada AAA 39.60 0.00 % -0.05 % 0.66 % 28 Mar
Greece BBB- 63.35 +2.56 % -23.85 % 1.06 % 28 Mar
Italy BBB 67.33 -5.52 % -30.96 % 1.12 % 28 Mar
China A+ 71.34 +6.60 % -11.11 % 1.19 % 29 Mar
Indonesia BBB 73.00 +1.50 % -21.93 % 1.22 % 29 Mar
India BBB- 84.11 +1.46 % +1.44 % 1.40 % 28 Mar
Mexico BBB 92.08 +9.44 % -26.15 % 1.53 % 28 Mar
Israel AA- 117.86 -0.04 % +113.44 % 1.96 % 28 Mar
Brazil BB 133.48 +7.91 % -27.17 % 2.22 % 28 Mar
South Africa BB- 253.33 +9.03 % -10.23 % 4.22 % 28 Mar
Turkey B 315.51 +11.80 % -18.07 % 5.26 % 28 Mar
Egypt B- 550.79 -8.33 % -63.07 % 9.18 % 29 Mar
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 28 Mar
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.