Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
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Last Update:
15 Apr 2024 1:46 GMT+0
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Rating
5 Years Credit Default Swaps
Country S&P 5Y CDS Var 1m Var 6m PD (*) Date
Switzerland AAA 6.01 -19.76 % -45.46 % 0.10 % 15 Apr
Australia AAA 16.45 +2.24 % -34.72 % 0.27 % 15 Apr
France AA 24.50 +4.26 % -10.88 % 0.41 % 14 Apr
United Kingdom AA 28.26 -3.25 % -14.88 % 0.47 % 14 Apr
United States AA+ 35.06 +1.27 % -13.43 % 0.58 % 15 Apr
Spain A 37.33 +0.21 % -31.29 % 0.62 % 15 Apr
South Korea AA 38.16 +11.91 % +1.35 % 0.64 % 14 Apr
Canada AAA 39.60 0.00 % +0.03 % 0.66 % 14 Apr
Greece BBB- 62.33 +8.84 % -32.32 % 1.04 % 15 Apr
Italy BBB 65.83 +2.38 % -43.11 % 1.10 % 15 Apr
India BBB- 84.12 +1.47 % +1.42 % 1.40 % 14 Apr
Mexico BBB 97.03 +19.58 % -21.57 % 1.62 % 15 Apr
Israel AA- 131.75 +16.68 % +23.18 % 2.20 % 15 Apr
Brazil BB 148.26 +22.77 % -17.82 % 2.47 % 15 Apr
South Africa BB- 253.39 +14.10 % -6.47 % 4.22 % 14 Apr
Turkey B 300.12 -2.17 % -23.58 % 5.00 % 15 Apr
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 15 Apr
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.