5 Years Credit Default Swaps
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up to 300
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Last Update:
19 Jan 2022 18:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Germany AAA 6.70 -25.56 % -32.32 % 0.11 % 19 Jan
Denmark AAA 7.13 0.00 % -10.20 % 0.12 % 19 Jan
Sweden AAA 7.25 -22.87 % -17.61 % 0.12 % 19 Jan
Finland AA+ 7.27 0.00 % 0.00 % 0.12 % 19 Jan
Austria AA+ 8.09 0.00 % -16.94 % 0.13 % 19 Jan
Netherlands AAA 10.00 +1.01 % +2.04 % 0.17 % 19 Jan
Norway AAA 10.00 -2.91 % -2.91 % 0.17 % 19 Jan
United Kingdom AA 10.03 -3.56 % +8.20 % 0.17 % 19 Jan
Belgium AA 10.70 -9.32 % -13.71 % 0.18 % 19 Jan
United States AA+ 11.70 -3.31 % +24.47 % 0.20 % 19 Jan
Australia AAA 14.23 -1.11 % -8.37 % 0.24 % 19 Jan
New Zealand AA+ 14.30 -2.05 % -8.92 % 0.24 % 19 Jan
Ireland AA- 14.30 -0.69 % -15.38 % 0.24 % 19 Jan
Japan A+ 17.10 -3.39 % -1.72 % 0.29 % 19 Jan
France AA 19.70 -5.74 % -9.22 % 0.33 % 19 Jan
Hong Kong AA+ 26.00 -18.50 % -17.46 % 0.43 % 19 Jan
Canada AAA 29.80 0.00 % -21.16 % 0.50 % 19 Jan
Portugal BBB 30.80 -4.05 % +7.32 % 0.51 % 19 Jan
Spain A 32.60 -5.23 % +12.41 % 0.54 % 19 Jan
Poland A- 42.30 +3.17 % -14.72 % 0.71 % 19 Jan
China A+ 45.70 0.00 % +21.16 % 0.76 % 19 Jan
Indonesia BBB 84.31 0.00 % +5.70 % 1.41 % 19 Jan
Italy BBB 89.70 +2.05 % +24.07 % 1.50 % 19 Jan
Mexico BBB 100.00 -0.97 % +6.28 % 1.67 % 19 Jan
Greece BB 114.30 +2.97 % +60.76 % 1.91 % 19 Jan
Russia BBB- 175.17 +46.33 % +103.26 % 2.92 % 19 Jan
Brazil BB- 224.90 +1.22 % +29.25 % 3.75 % 19 Jan
Turkey B+ 554.55 +6.23 % +47.63 % 9.24 % 19 Jan

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

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