5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update:
5 Oct 2022 1:45 GMT+0
5 Oct 2022 1:45 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 | |||
| Netherlands | AAA | 12.30 | 0.00 % | +13.89 % | 0.21 % | 5 Oct | |
| Norway | AAA | 12.90 | +0.78 % | +3.20 % | 0.22 % | 5 Oct | |
| Denmark | AAA | 15.03 | +30.02 % | +44.38 % | 0.25 % | 5 Oct | |
| Germany | AAA | 17.00 | +3.03 % | +25.93 % | 0.28 % | 5 Oct | |
| Belgium | AA | 17.80 | -1.11 % | +7.23 % | 0.30 % | 5 Oct | |
| Sweden | AAA | 18.07 | +18.73 % | +80.70 % | 0.30 % | 5 Oct | |
| Ireland | AA- | 18.40 | -0.54 % | -5.64 % | 0.31 % | 5 Oct | |
| Austria | AA+ | 18.71 | +38.70 % | +52.73 % | 0.31 % | 5 Oct | |
| Japan | A+ | 19.80 | -3.41 % | +8.79 % | 0.33 % | 5 Oct | |
| New Zealand | AA+ | 21.40 | -2.28 % | +27.38 % | 0.36 % | 5 Oct | |
| United States | AA+ | 21.50 | +8.04 % | +65.38 % | 0.36 % | 5 Oct | |
| France | AA | 24.20 | -1.22 % | -10.70 % | 0.40 % | 5 Oct | |
| Finland | AA+ | 27.91 | +30.66 % | +113.87 % | 0.47 % | 5 Oct | |
| Australia | AAA | 29.26 | +7.38 % | +63.74 % | 0.49 % | 5 Oct | |
| Canada | AAA | 32.90 | 0.00 % | +1.86 % | 0.55 % | 5 Oct | |
| Hong Kong | AA+ | 36.20 | +1.12 % | +4.62 % | 0.60 % | 5 Oct | |
| United Kingdom | AA | 42.14 | +58.12 % | +209.85 % | 0.70 % | 5 Oct | |
| Portugal | BBB+ | 52.10 | +1.76 % | +28.96 % | 0.87 % | 5 Oct | |
| Spain | A | 52.60 | -1.50 % | +27.98 % | 0.88 % | 5 Oct | |
| China | A+ | 95.57 | +27.94 % | +61.49 % | 1.59 % | 5 Oct | |
| Indonesia | BBB | 140.22 | +14.11 % | +70.56 % | 2.34 % | 5 Oct | |
| Italy | BBB | 144.20 | -5.01 % | +51.79 % | 2.40 % | 5 Oct | |
| Poland | A- | 151.00 | -5.27 % | +97.39 % | 2.52 % | 5 Oct | |
| Greece | BB+ | 167.30 | -1.53 % | +28.79 % | 2.79 % | 5 Oct | |
| Mexico | BBB | 180.41 | +12.49 % | +82.21 % | 3.01 % | 5 Oct | |
| Brazil | BB- | 242.40 | -2.65 % | +20.60 % | 4.04 % | 5 Oct | |
| Turkey | B | 788.61 | +0.71 % | +42.87 % | 13.14 % | 5 Oct | |
| Russia | NR | 13775.17 | 0.00 % | +319.99 % | 100.00 % | 5 Oct | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
