5 Years Credit Default Swaps
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Last Update:
6 Oct 2022 9:45 GMT+0
6 Oct 2022 9:45 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 % | 6 Oct | |
| Norway | AAA | 12.90 | +0.78 % | +3.20 % | 0.22 % | 6 Oct | |
| Denmark | AAA | 15.30 | +32.35 % | +41.93 % | 0.26 % | 6 Oct | |
| Germany | AAA | 17.00 | +3.66 % | +30.77 % | 0.28 % | 6 Oct | |
| Belgium | AA | 17.80 | -4.81 % | +17.11 % | 0.30 % | 6 Oct | |
| Sweden | AAA | 18.21 | +19.65 % | +90.28 % | 0.30 % | 6 Oct | |
| Austria | AA+ | 18.29 | +35.58 % | +48.46 % | 0.30 % | 6 Oct | |
| Ireland | AA- | 18.40 | +1.66 % | +1.66 % | 0.31 % | 6 Oct | |
| Japan | A+ | 19.80 | -3.88 % | +5.32 % | 0.33 % | 6 Oct | |
| New Zealand | AA+ | 21.40 | -3.60 % | +32.10 % | 0.36 % | 6 Oct | |
| United States | AA+ | 21.50 | +6.97 % | +64.12 % | 0.36 % | 6 Oct | |
| France | AA | 24.20 | -1.63 % | -15.97 % | 0.40 % | 6 Oct | |
| Finland | AA+ | 27.64 | +29.40 % | +122.37 % | 0.46 % | 6 Oct | |
| Australia | AAA | 29.35 | +7.71 % | +64.24 % | 0.49 % | 6 Oct | |
| Canada | AAA | 32.90 | 0.00 % | +1.86 % | 0.55 % | 6 Oct | |
| Hong Kong | AA+ | 36.20 | +0.84 % | +5.54 % | 0.60 % | 6 Oct | |
| United Kingdom | AA | 42.75 | +60.41 % | +205.36 % | 0.71 % | 6 Oct | |
| Portugal | BBB+ | 52.10 | -4.93 % | +24.64 % | 0.87 % | 6 Oct | |
| Spain | A | 52.60 | -3.49 % | +27.36 % | 0.88 % | 6 Oct | |
| China | A+ | 98.80 | +32.26 % | +55.71 % | 1.65 % | 6 Oct | |
| Italy | BBB | 144.20 | -7.92 % | +44.63 % | 2.40 % | 6 Oct | |
| Poland | A- | 151.00 | -7.98 % | +97.39 % | 2.52 % | 6 Oct | |
| Indonesia | BBB | 151.19 | +23.04 % | +71.98 % | 2.52 % | 6 Oct | |
| Greece | BB+ | 167.30 | -2.85 % | +29.39 % | 2.79 % | 6 Oct | |
| Mexico | BBB | 180.41 | +12.49 % | +82.21 % | 3.01 % | 6 Oct | |
| Brazil | BB- | 242.40 | -3.00 % | +18.82 % | 4.04 % | 6 Oct | |
| Turkey | B | 765.05 | -2.30 % | +38.60 % | 12.75 % | 6 Oct | |
| Russia | NR | 13775.17 | 0.00 % | +319.99 % | 100.00 % | 6 Oct | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
