5 Years Credit Default Swaps
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Last Update:
27 Jun 2022 5:45 GMT+0
27 Jun 2022 5:45 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 | 10.80 | +2.86 % | +6.93 % | 0.18 % | 27 Jun | |
| Denmark | AAA | 11.89 | +7.89 % | 0.00 % | 0.20 % | 27 Jun | |
| Austria | AA+ | 12.42 | +11.29 % | +31.57 % | 0.21 % | 27 Jun | |
| United Kingdom | AA | 12.45 | +16.79 % | +24.50 % | 0.21 % | 27 Jun | |
| Norway | AAA | 12.70 | +4.96 % | +23.30 % | 0.21 % | 27 Jun | |
| Germany | AAA | 13.30 | +6.40 % | +47.78 % | 0.22 % | 27 Jun | |
| Belgium | AA | 14.20 | -4.05 % | +21.37 % | 0.24 % | 27 Jun | |
| Sweden | AAA | 14.45 | -1.50 % | +55.38 % | 0.24 % | 27 Jun | |
| Ireland | AA- | 17.20 | +0.58 % | +22.86 % | 0.29 % | 27 Jun | |
| United States | AA+ | 17.50 | +8.02 % | +49.57 % | 0.29 % | 27 Jun | |
| Finland | AA+ | 20.83 | -7.46 % | 0.00 % | 0.35 % | 27 Jun | |
| New Zealand | AA+ | 21.90 | -9.13 % | +53.15 % | 0.37 % | 27 Jun | |
| Japan | A+ | 22.00 | +8.37 % | +25.00 % | 0.37 % | 27 Jun | |
| France | AA | 23.30 | +4.95 % | +12.56 % | 0.39 % | 27 Jun | |
| Australia | AAA | 25.19 | -0.08 % | +74.81 % | 0.42 % | 27 Jun | |
| Hong Kong | AA+ | 28.50 | -18.80 % | +1.79 % | 0.48 % | 27 Jun | |
| Canada | AAA | 33.30 | 0.00 % | +11.74 % | 0.56 % | 27 Jun | |
| Portugal | BBB | 53.60 | +3.68 % | +65.94 % | 0.89 % | 27 Jun | |
| Spain | A | 58.80 | +10.11 % | +71.43 % | 0.98 % | 27 Jun | |
| China | A+ | 77.74 | +7.63 % | +88.74 % | 1.30 % | 27 Jun | |
| Poland | A- | 105.00 | -9.72 % | +163.16 % | 1.75 % | 27 Jun | |
| Indonesia | BBB | 127.82 | +21.78 % | +68.78 % | 2.13 % | 27 Jun | |
| Italy | BBB | 133.80 | +6.44 % | +46.55 % | 2.23 % | 27 Jun | |
| Greece | BB+ | 166.10 | +0.54 % | +46.73 % | 2.77 % | 27 Jun | |
| Mexico | BBB | 169.92 | +16.18 % | +80.59 % | 2.83 % | 27 Jun | |
| Brazil | BB- | 281.80 | +26.59 % | +34.13 % | 4.70 % | 27 Jun | |
| Turkey | B+ | 803.61 | +10.23 % | +45.05 % | 13.39 % | 27 Jun | |
| Russia | NR | 13775.17 | +27.50 % | +10949.31 % | 100.00 % | 27 Jun | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
