5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update:
22 Sep 2021 17:45 GMT+0
Swipe left to see all data
Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Denmark AAA 7.28 -0.55 % -29.53 % 0.12 % 21 Sep
United Kingdom AA 9.04 -13.33 % -36.16 % 0.15 % 22 Sep
Sweden AAA 9.20 +7.98 % -21.97 % 0.15 % 22 Sep
Germany AAA 9.30 -8.82 % -6.06 % 0.16 % 22 Sep
Austria AA+ 9.58 -3.04 % -6.63 % 0.16 % 22 Sep
Norway AAA 10.40 0.00 % +14.29 % 0.17 % 22 Sep
Netherlands AAA 10.80 +4.85 % +20.00 % 0.18 % 22 Sep
Belgium AA 12.40 0.00 % +15.89 % 0.21 % 22 Sep
United States AA+ 13.60 +36.00 % +27.10 % 0.23 % 22 Sep
Ireland AA- 16.50 -1.20 % +16.20 % 0.28 % 22 Sep
New Zealand AA+ 16.60 +5.73 % +5.73 % 0.28 % 22 Sep
Australia AAA 16.71 +7.32 % +7.39 % 0.28 % 22 Sep
Japan A+ 19.20 +9.09 % +20.75 % 0.32 % 22 Sep
South Korea AA 19.25 +7.60 % -10.34 % 0.32 % 22 Sep
France AA 20.50 -2.84 % +34.87 % 0.34 % 22 Sep
Portugal BBB 28.60 0.00 % -0.69 % 0.48 % 22 Sep
Spain A 31.20 +3.65 % -0.32 % 0.52 % 22 Sep
Hong Kong AA+ 32.80 +1.23 % +10.07 % 0.55 % 22 Sep
Canada AAA 38.50 +1.85 % +5.19 % 0.64 % 22 Sep
China A+ 42.70 +21.13 % +28.77 % 0.71 % 22 Sep
Poland A- 50.80 +0.20 % -2.31 % 0.85 % 22 Sep
Italy BBB 75.40 +3.15 % +7.10 % 1.26 % 22 Sep
Greece BB 78.50 +7.24 % +5.65 % 1.31 % 22 Sep
Indonesia BBB 79.79 +7.81 % -7.04 % 1.33 % 22 Sep
Mexico BBB 81.27 -13.63 % -19.52 % 1.35 % 22 Sep
Russia BBB- 85.26 -2.74 % -14.74 % 1.42 % 22 Sep
Brazil BB- 194.70 +2.91 % +2.47 % 3.25 % 22 Sep
Turkey B+ 381.91 +0.34 % +25.80 % 6.37 % 22 Sep

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

Share this page

Related Topics