Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
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Last Update:
28 Mar 2024 2:45 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 8.25 -17.83 % -24.59 % 0.14 % 28 Mar
Netherlands AAA 10.01 -10.55 % -22.28 % 0.17 % 28 Mar
Germany AAA 10.58 -9.34 % -50.65 % 0.18 % 28 Mar
Sweden AAA 14.44 -3.67 % +3.07 % 0.24 % 28 Mar
Australia AAA 16.42 +1.73 % -35.05 % 0.27 % 28 Mar
Austria AA+ 16.98 +2.72 % +23.76 % 0.28 % 28 Mar
Japan A+ 19.42 -5.13 % -11.73 % 0.32 % 28 Mar
Finland AA+ 20.96 -5.20 % +20.53 % 0.35 % 28 Mar
Belgium AA 21.43 +2.10 % +9.00 % 0.36 % 28 Mar
Ireland AA 22.38 -3.99 % -0.75 % 0.37 % 28 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+ 35.50 -1.42 % -17.00 % 0.59 % 28 Mar
Portugal A- 36.02 -2.88 % -21.83 % 0.60 % 28 Mar
South Korea AA 38.60 +20.29 % +13.30 % 0.64 % 28 Mar
Spain A 39.38 -2.16 % -25.43 % 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 68.33 -4.11 % -29.94 % 1.14 % 28 Mar
China A+ 72.44 +10.71 % -9.74 % 1.21 % 28 Mar
Indonesia BBB 73.05 +3.73 % -22.03 % 1.22 % 28 Mar
India BBB- 84.11 +1.46 % +1.44 % 1.40 % 28 Mar
Mexico BBB 92.07 +9.42 % -26.16 % 1.53 % 28 Mar
Israel AA- 115.86 -1.74 % +109.82 % 1.93 % 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 318.30 +12.79 % -17.35 % 5.31 % 28 Mar
Egypt B- 559.00 -18.86 % -62.52 % 9.32 % 28 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.