5 Years Credit Default Swaps
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Last Update:
1 Oct 2023 21:45 GMT+0
1 Oct 2023 21:45 GMT+0
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| Country | S&P Rating |
5 Years Credit Default Swaps | |||||
|---|---|---|---|---|---|---|---|
| 5Y CDS | Var 1m | Var 6m | PD (*) | Date | |||
| Denmark | AAA | 12.37 | +22.96 % | -13.01 % | 0.21 % | 30 Sep | |
| Netherlands | AAA | 13.05 | +7.58 % | -16.29 % | 0.22 % | 30 Sep | |
| Austria | AA+ | 13.60 | +0.29 % | -14.14 % | 0.23 % | 30 Sep | |
| Sweden | AAA | 15.05 | +4.66 % | -5.23 % | 0.25 % | 30 Sep | |
| Finland | AA+ | 19.84 | +9.67 % | -15.61 % | 0.33 % | 30 Sep | |
| Belgium | AA | 22.00 | +10.00 % | -11.47 % | 0.37 % | 30 Sep | |
| Germany | AAA | 22.05 | +30.17 % | +43.00 % | 0.37 % | 2 Oct | |
| Ireland | AA | 24.64 | +12.92 % | -11.05 % | 0.41 % | 30 Sep | |
| Australia | AAA | 25.27 | -3.40 % | -12.04 % | 0.42 % | 2 Oct | |
| Japan | A+ | 27.17 | +26.20 % | +6.51 % | 0.45 % | 30 Sep | |
| France | AA | 27.49 | +9.96 % | 0.00 % | 0.46 % | 1 Oct | |
| United Kingdom | AA | 31.69 | +10.57 % | +55.50 % | 0.53 % | 1 Oct | |
| Canada | AAA | 39.60 | +0.35 % | +0.38 % | 0.66 % | 29 Sep | |
| United States | AA+ | 42.76 | +111.16 % | +56.69 % | 0.71 % | 2 Oct | |
| Portugal | BBB+ | 49.77 | +11.29 % | +1.97 % | 0.83 % | 30 Sep | |
| Spain | A | 52.78 | +9.41 % | +10.28 % | 0.88 % | 1 Oct | |
| China | A+ | 82.51 | +9.98 % | +16.54 % | 1.38 % | 30 Sep | |
| Greece | BB+ | 88.13 | +22.01 % | -4.86 % | 1.47 % | 2 Oct | |
| Indonesia | BBB | 93.50 | +17.58 % | +2.09 % | 1.56 % | 2 Oct | |
| Italy | BBB | 106.90 | +24.11 % | -0.47 % | 1.78 % | 1 Oct | |
| Mexico | BBB | 127.59 | +27.59 % | +4.01 % | 2.13 % | 1 Oct | |
| Brazil | BB- | 189.21 | +12.85 % | -17.19 % | 3.15 % | 29 Sep | |
| Turkey | B | 392.53 | +4.24 % | -24.37 % | 6.54 % | 1 Oct | |
| Egypt | B | 1547.33 | -1.81 % | +16.02 % | 25.79 % | 30 Sep | |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
