5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update:
1 Oct 2023 21:45 GMT+0
Swipe left to see all data
Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Denmark AAA 12.37 +22.96 % -13.01 % 0.21 % 30 Sep
Netherlands AAA 13.05 +7.58 % -16.29 % 0.22 % 30 Sep
Austria AA+ 13.60 +0.29 % -14.14 % 0.23 % 30 Sep
Sweden AAA 15.05 +4.66 % -5.23 % 0.25 % 30 Sep
Finland AA+ 19.84 +9.67 % -15.61 % 0.33 % 30 Sep
Belgium AA 22.00 +10.00 % -11.47 % 0.37 % 30 Sep
Germany AAA 22.05 +30.17 % +43.00 % 0.37 % 2 Oct
Ireland AA 24.64 +12.92 % -11.05 % 0.41 % 30 Sep
Australia AAA 25.27 -3.40 % -12.04 % 0.42 % 2 Oct
Japan A+ 27.17 +26.20 % +6.51 % 0.45 % 30 Sep
France AA 27.49 +9.96 % 0.00 % 0.46 % 1 Oct
United Kingdom AA 31.69 +10.57 % +55.50 % 0.53 % 1 Oct
Canada AAA 39.60 +0.35 % +0.38 % 0.66 % 29 Sep
United States AA+ 42.76 +111.16 % +56.69 % 0.71 % 2 Oct
Portugal BBB+ 49.77 +11.29 % +1.97 % 0.83 % 30 Sep
Spain A 52.78 +9.41 % +10.28 % 0.88 % 1 Oct
China A+ 82.51 +9.98 % +16.54 % 1.38 % 30 Sep
Greece BB+ 88.13 +22.01 % -4.86 % 1.47 % 2 Oct
Indonesia BBB 93.50 +17.58 % +2.09 % 1.56 % 2 Oct
Italy BBB 106.90 +24.11 % -0.47 % 1.78 % 1 Oct
Mexico BBB 127.59 +27.59 % +4.01 % 2.13 % 1 Oct
Brazil BB- 189.21 +12.85 % -17.19 % 3.15 % 29 Sep
Turkey B 392.53 +4.24 % -24.37 % 6.54 % 1 Oct
Egypt B 1547.33 -1.81 % +16.02 % 25.79 % 30 Sep
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Share this page

Related Topics