5 Years Credit Default Swaps
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Last Update:
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.

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