5 Years Credit Default Swaps
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Last Update:
4 Jun 2023 9:45 GMT+0
4 Jun 2023 9:45 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 | 12.48 | -13.45 % | 0.00 % | 0.21 % | 3 Jun | |
| Sweden | AAA | 13.70 | -8.79 % | 0.00 % | 0.23 % | 3 Jun | |
| Austria | AA+ | 13.73 | -3.17 % | 0.00 % | 0.23 % | 3 Jun | |
| Germany | AAA | 13.75 | +3.77 % | 0.00 % | 0.23 % | 3 Jun | |
| Denmark | AAA | 13.94 | +3.72 % | 0.00 % | 0.23 % | 3 Jun | |
| Japan | A+ | 18.51 | -19.45 % | 0.00 % | 0.31 % | 3 Jun | |
| United Kingdom | AA | 19.57 | -3.21 % | +186.95 % | 0.33 % | 4 Jun | |
| Belgium | AA | 20.74 | -8.59 % | 0.00 % | 0.35 % | 3 Jun | |
| Finland | AA+ | 21.54 | +0.42 % | 0.00 % | 0.36 % | 3 Jun | |
| Ireland | AA | 24.50 | -11.65 % | 0.00 % | 0.41 % | 3 Jun | |
| Australia | AAA | 26.72 | -0.15 % | -24.03 % | 0.45 % | 4 Jun | |
| France | AA | 26.99 | 0.00 % | -1.82 % | 0.45 % | 4 Jun | |
| United States | AA+ | 34.17 | -46.92 % | +24.30 % | 0.57 % | 4 Jun | |
| Canada | AAA | 39.44 | 0.00 % | +0.46 % | 0.66 % | 4 Jun | |
| Portugal | BBB+ | 48.61 | -6.75 % | 0.00 % | 0.81 % | 3 Jun | |
| Spain | A | 52.33 | -3.75 % | -1.23 % | 0.87 % | 4 Jun | |
| China | A+ | 60.44 | -20.93 % | 0.00 % | 1.01 % | 3 Jun | |
| Indonesia | BBB | 84.38 | -16.46 % | 0.00 % | 1.41 % | 4 Jun | |
| Greece | BB+ | 92.63 | 0.00 % | 0.00 % | 1.54 % | 4 Jun | |
| Italy | BBB | 102.47 | -9.19 % | -20.89 % | 1.71 % | 4 Jun | |
| Mexico | BBB | 110.83 | -4.32 % | -10.37 % | 1.85 % | 4 Jun | |
| Brazil | BB- | 205.18 | -5.59 % | -13.49 % | 3.42 % | 4 Jun | |
| Turkey | B | 575.81 | +4.93 % | +8.98 % | 9.60 % | 4 Jun | |
| Egypt | B | 1793.60 | +4.09 % | 0.00 % | 29.89 % | 3 Jun | |
| Russia | NR | 13775.17 | 0.00 % | 0.00 % | 100.00 % | 4 Jun | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
