5 Years Credit Default Swaps
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Last Update:
5 Oct 2022 1:45 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 12.30 0.00 % +13.89 % 0.21 % 5 Oct
Norway AAA 12.90 +0.78 % +3.20 % 0.22 % 5 Oct
Denmark AAA 15.03 +30.02 % +44.38 % 0.25 % 5 Oct
Germany AAA 17.00 +3.03 % +25.93 % 0.28 % 5 Oct
Belgium AA 17.80 -1.11 % +7.23 % 0.30 % 5 Oct
Sweden AAA 18.07 +18.73 % +80.70 % 0.30 % 5 Oct
Ireland AA- 18.40 -0.54 % -5.64 % 0.31 % 5 Oct
Austria AA+ 18.71 +38.70 % +52.73 % 0.31 % 5 Oct
Japan A+ 19.80 -3.41 % +8.79 % 0.33 % 5 Oct
New Zealand AA+ 21.40 -2.28 % +27.38 % 0.36 % 5 Oct
United States AA+ 21.50 +8.04 % +65.38 % 0.36 % 5 Oct
France AA 24.20 -1.22 % -10.70 % 0.40 % 5 Oct
Finland AA+ 27.91 +30.66 % +113.87 % 0.47 % 5 Oct
Australia AAA 29.26 +7.38 % +63.74 % 0.49 % 5 Oct
Canada AAA 32.90 0.00 % +1.86 % 0.55 % 5 Oct
Hong Kong AA+ 36.20 +1.12 % +4.62 % 0.60 % 5 Oct
United Kingdom AA 42.14 +58.12 % +209.85 % 0.70 % 5 Oct
Portugal BBB+ 52.10 +1.76 % +28.96 % 0.87 % 5 Oct
Spain A 52.60 -1.50 % +27.98 % 0.88 % 5 Oct
China A+ 95.57 +27.94 % +61.49 % 1.59 % 5 Oct
Indonesia BBB 140.22 +14.11 % +70.56 % 2.34 % 5 Oct
Italy BBB 144.20 -5.01 % +51.79 % 2.40 % 5 Oct
Poland A- 151.00 -5.27 % +97.39 % 2.52 % 5 Oct
Greece BB+ 167.30 -1.53 % +28.79 % 2.79 % 5 Oct
Mexico BBB 180.41 +12.49 % +82.21 % 3.01 % 5 Oct
Brazil BB- 242.40 -2.65 % +20.60 % 4.04 % 5 Oct
Turkey B 788.61 +0.71 % +42.87 % 13.14 % 5 Oct
Russia NR 13775.17 0.00 % +319.99 % 100.00 % 5 Oct
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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