5 Years Credit Default Swaps
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up to 300
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Last Update:
4 Jun 2023 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 12.48 -13.45 % 0.00 % 0.21 % 3 Jun
Sweden AAA 13.70 -8.79 % 0.00 % 0.23 % 3 Jun
Austria AA+ 13.73 -3.17 % 0.00 % 0.23 % 3 Jun
Germany AAA 13.75 +3.77 % 0.00 % 0.23 % 3 Jun
Denmark AAA 13.94 +3.72 % 0.00 % 0.23 % 3 Jun
Japan A+ 18.51 -19.45 % 0.00 % 0.31 % 3 Jun
United Kingdom AA 19.57 -3.21 % +186.95 % 0.33 % 4 Jun
Belgium AA 20.74 -8.59 % 0.00 % 0.35 % 3 Jun
Finland AA+ 21.54 +0.42 % 0.00 % 0.36 % 3 Jun
Ireland AA 24.50 -11.65 % 0.00 % 0.41 % 3 Jun
Australia AAA 26.72 -0.15 % -24.03 % 0.45 % 4 Jun
France AA 26.99 0.00 % -1.82 % 0.45 % 4 Jun
United States AA+ 34.17 -46.92 % +24.30 % 0.57 % 4 Jun
Canada AAA 39.44 0.00 % +0.46 % 0.66 % 4 Jun
Portugal BBB+ 48.61 -6.75 % 0.00 % 0.81 % 3 Jun
Spain A 52.33 -3.75 % -1.23 % 0.87 % 4 Jun
China A+ 60.44 -20.93 % 0.00 % 1.01 % 3 Jun
Indonesia BBB 84.38 -16.46 % 0.00 % 1.41 % 4 Jun
Greece BB+ 92.63 0.00 % 0.00 % 1.54 % 4 Jun
Italy BBB 102.47 -9.19 % -20.89 % 1.71 % 4 Jun
Mexico BBB 110.83 -4.32 % -10.37 % 1.85 % 4 Jun
Brazil BB- 205.18 -5.59 % -13.49 % 3.42 % 4 Jun
Turkey B 575.81 +4.93 % +8.98 % 9.60 % 4 Jun
Egypt B 1793.60 +4.09 % 0.00 % 29.89 % 3 Jun
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 4 Jun
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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