5 Years Credit Default Swaps
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up to 300
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Last Update:
9 Feb 2023 2:45 GMT+0
9 Feb 2023 2:45 GMT+0
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| Country | S&P Rating |
5 Years Credit Default Swaps | |||||
|---|---|---|---|---|---|---|---|
| 5Y CDS | Var 1m | Var 6m | PD (*) | Date | |||
| United Kingdom | AA | 6.82 | 0.00 % | -57.48 % | 0.11 % | 9 Feb | |
| Germany | AAA | 7.58 | 0.00 % | -50.46 % | 0.13 % | 8 Feb | |
| Austria | AA+ | 7.64 | 0.00 % | -44.48 % | 0.13 % | 8 Feb | |
| Netherlands | AAA | 9.15 | 0.00 % | -29.62 % | 0.15 % | 8 Feb | |
| Belgium | AA | 10.22 | 0.00 % | -42.26 % | 0.17 % | 8 Feb | |
| Ireland | AA- | 14.85 | 0.00 % | -18.85 % | 0.25 % | 8 Feb | |
| Japan | A+ | 17.12 | 0.00 % | -27.15 % | 0.29 % | 8 Feb | |
| France | AA | 22.50 | -18.15 % | -15.09 % | 0.38 % | 9 Feb | |
| Australia | AAA | 27.28 | -22.50 % | +0.15 % | 0.45 % | 9 Feb | |
| United States | AA+ | 32.52 | +18.30 % | +66.77 % | 0.54 % | 9 Feb | |
| Portugal | BBB+ | 38.61 | 0.00 % | -23.24 % | 0.64 % | 8 Feb | |
| Canada | AAA | 39.23 | -0.05 % | +19.24 % | 0.65 % | 9 Feb | |
| Spain | A | 45.17 | -14.50 % | -11.78 % | 0.75 % | 9 Feb | |
| China | A+ | 53.85 | 0.00 % | -30.19 % | 0.90 % | 8 Feb | |
| Italy | BBB | 92.58 | -25.74 % | -34.48 % | 1.54 % | 9 Feb | |
| Greece | BB+ | 92.63 | 0.00 % | -45.09 % | 1.54 % | 9 Feb | |
| Indonesia | BBB | 96.96 | 0.00 % | -13.61 % | 1.62 % | 8 Feb | |
| Mexico | BBB | 109.89 | -17.71 % | -29.67 % | 1.83 % | 9 Feb | |
| Brazil | BB- | 223.30 | -12.05 % | -14.54 % | 3.72 % | 9 Feb | |
| Turkey | B | 540.07 | +3.08 % | -26.49 % | 9.00 % | 9 Feb | |
| Egypt | B | 542.70 | 0.00 % | 0.00 % | 9.05 % | 8 Feb | |
| Russia | NR | 13775.17 | 0.00 % | 0.00 % | 100.00 % | 9 Feb | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
