5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update: 12 Apr 2021 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 7.82 -7.02 % -14.63 % 0.13 % 12 Apr
Sweden AAA 9.01 -15.24 % -22.46 % 0.15 % 12 Apr
Austria AA+ 9.16 -3.27 % -0.97 % 0.15 % 12 Apr
United States AA+ 9.20 -12.38 % -41.77 % 0.15 % 12 Apr
Netherlands AAA 9.50 0.00 % -15.93 % 0.16 % 12 Apr
Finland AA+ 9.51 -12.11 % -30.38 % 0.16 % 12 Apr
Germany AAA 10.20 +2.00 % -7.27 % 0.17 % 12 Apr
Norway AAA 10.30 +3.00 % -9.65 % 0.17 % 12 Apr
Belgium AA 11.30 +0.89 % -17.52 % 0.19 % 12 Apr
United Kingdom AA 11.48 -12.83 % -43.70 % 0.19 % 12 Apr
Ireland AA- 14.40 +1.41 % -38.72 % 0.24 % 12 Apr
Japan A+ 16.30 +5.84 % -4.68 % 0.27 % 12 Apr
New Zealand AA+ 16.30 +2.52 % +1.88 % 0.27 % 12 Apr
Australia AAA 16.56 +3.44 % +2.29 % 0.28 % 12 Apr
France AA 19.00 +24.18 % +2.70 % 0.32 % 12 Apr
South Korea AA 21.68 +1.83 % -9.25 % 0.36 % 12 Apr
Portugal BBB 29.80 +4.56 % -39.18 % 0.50 % 12 Apr
Hong Kong AA+ 32.20 +6.98 % -26.65 % 0.54 % 12 Apr
Spain A 32.30 +4.53 % -40.19 % 0.54 % 12 Apr
China A+ 37.87 +17.75 % -0.42 % 0.63 % 12 Apr
Canada AAA 37.90 +3.55 % +13.81 % 0.63 % 12 Apr
Poland A- 52.60 +2.53 % -14.47 % 0.88 % 12 Apr
Greece BB- 77.80 +5.28 % -41.98 % 1.30 % 12 Apr
Italy BBB 78.00 +12.72 % -34.84 % 1.30 % 12 Apr
Indonesia BBB 83.76 +3.79 % -9.45 % 1.40 % 12 Apr
Mexico BBB 104.90 -8.58 % -15.09 % 1.75 % 12 Apr
Russia BBB- 116.74 +22.81 % +2.59 % 1.95 % 12 Apr
Brazil BB- 219.20 +11.55 % +2.53 % 3.65 % 12 Apr
Turkey B+ 436.76 +33.48 % -16.82 % 7.28 % 12 Apr

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

Share this page

Related Topics