5 Years Credit Default Swaps
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Last Update:
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.

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