5 Years Credit Default Swaps
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up to 300
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Last Update:
20 Sep 2021 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
Denmark AAA 7.28 -0.55 % -0.41 % 0.12 % 20 Sep
Sweden AAA 8.52 0.00 % +10.51 % 0.14 % 20 Sep
Germany AAA 8.80 -12.87 % -11.11 % 0.15 % 20 Sep
United Kingdom AA 9.42 -9.68 % -27.43 % 0.16 % 20 Sep
Austria AA+ 9.90 -0.30 % +9.88 % 0.17 % 20 Sep
Netherlands AAA 10.10 -0.98 % +12.22 % 0.17 % 20 Sep
Norway AAA 10.40 -0.95 % +14.29 % 0.17 % 20 Sep
United States AA+ 12.30 +24.24 % +14.95 % 0.21 % 20 Sep
Belgium AA 12.60 +1.61 % +17.76 % 0.21 % 20 Sep
Ireland AA- 14.30 -15.38 % +0.70 % 0.24 % 20 Sep
New Zealand AA+ 15.40 -1.91 % -1.91 % 0.26 % 20 Sep
Australia AAA 15.54 -0.26 % -0.13 % 0.26 % 20 Sep
South Korea AA 17.56 -3.36 % -11.94 % 0.29 % 20 Sep
Japan A+ 17.70 +0.57 % +11.32 % 0.30 % 20 Sep
France AA 20.00 -5.66 % +31.58 % 0.33 % 20 Sep
Portugal BBB 27.00 -6.25 % -6.25 % 0.45 % 20 Sep
Spain A 28.30 -5.98 % -9.58 % 0.47 % 20 Sep
Hong Kong AA+ 31.90 -1.85 % +7.05 % 0.53 % 20 Sep
China A+ 36.55 +2.96 % +25.21 % 0.61 % 20 Sep
Canada AAA 37.80 0.00 % +3.28 % 0.63 % 20 Sep
Poland A- 47.50 -6.31 % -8.65 % 0.79 % 20 Sep
Italy BBB 68.80 -5.75 % -2.27 % 1.15 % 20 Sep
Indonesia BBB 69.81 -6.12 % -6.82 % 1.16 % 20 Sep
Greece BB 71.80 -1.64 % -3.36 % 1.20 % 20 Sep
Russia BBB- 77.28 -11.83 % -22.72 % 1.29 % 20 Sep
Mexico BBB 83.24 -9.63 % -17.57 % 1.39 % 20 Sep
Brazil BB- 179.00 -5.39 % -5.79 % 2.98 % 20 Sep
Turkey B+ 369.26 -2.74 % +21.64 % 6.15 % 20 Sep

(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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