5 Years Credit Default Swaps
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Last Update:
27 Jun 2022 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
Netherlands AAA 10.80 +2.86 % +6.93 % 0.18 % 27 Jun
Denmark AAA 11.89 +7.89 % 0.00 % 0.20 % 27 Jun
Austria AA+ 12.42 +11.29 % +31.57 % 0.21 % 27 Jun
United Kingdom AA 12.45 +16.79 % +24.50 % 0.21 % 27 Jun
Norway AAA 12.70 +4.96 % +23.30 % 0.21 % 27 Jun
Germany AAA 13.30 +6.40 % +47.78 % 0.22 % 27 Jun
Belgium AA 14.20 -4.05 % +21.37 % 0.24 % 27 Jun
Sweden AAA 14.45 -1.50 % +55.38 % 0.24 % 27 Jun
Ireland AA- 17.20 +0.58 % +22.86 % 0.29 % 27 Jun
United States AA+ 17.50 +8.02 % +49.57 % 0.29 % 27 Jun
Finland AA+ 20.83 -7.46 % 0.00 % 0.35 % 27 Jun
New Zealand AA+ 21.90 -9.13 % +53.15 % 0.37 % 27 Jun
Japan A+ 22.00 +8.37 % +25.00 % 0.37 % 27 Jun
France AA 23.30 +4.95 % +12.56 % 0.39 % 27 Jun
Australia AAA 25.19 -0.08 % +74.81 % 0.42 % 27 Jun
Hong Kong AA+ 28.50 -18.80 % +1.79 % 0.48 % 27 Jun
Canada AAA 33.30 0.00 % +11.74 % 0.56 % 27 Jun
Portugal BBB 53.60 +3.68 % +65.94 % 0.89 % 27 Jun
Spain A 58.80 +10.11 % +71.43 % 0.98 % 27 Jun
China A+ 77.74 +7.63 % +88.74 % 1.30 % 27 Jun
Poland A- 105.00 -9.72 % +163.16 % 1.75 % 27 Jun
Indonesia BBB 127.82 +21.78 % +68.78 % 2.13 % 27 Jun
Italy BBB 133.80 +6.44 % +46.55 % 2.23 % 27 Jun
Greece BB+ 166.10 +0.54 % +46.73 % 2.77 % 27 Jun
Mexico BBB 169.92 +16.18 % +80.59 % 2.83 % 27 Jun
Brazil BB- 281.80 +26.59 % +34.13 % 4.70 % 27 Jun
Turkey B+ 803.61 +10.23 % +45.05 % 13.39 % 27 Jun
Russia NR 13775.17 +27.50 % +10949.31 % 100.00 % 27 Jun
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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