Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
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Last Update:
19 Mar 2024 2:45 GMT+0
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Rating
5 Years Credit Default Swaps
Country S&P 5Y CDS Var 1m Var 6m PD (*) Date
Switzerland AAA 7.49 -0.40 % -25.03 % 0.12 % 19 Mar
Denmark AAA 8.25 -15.30 % -24.59 % 0.14 % 19 Mar
Netherlands AAA 9.69 -16.47 % -24.77 % 0.16 % 19 Mar
Germany AAA 10.36 -16.45 % -41.27 % 0.17 % 19 Mar
Sweden AAA 13.46 -8.93 % -3.93 % 0.22 % 19 Mar
Austria AA+ 15.90 -4.22 % +15.89 % 0.27 % 19 Mar
Australia AAA 16.10 +0.12 % -33.33 % 0.27 % 19 Mar
Japan A+ 18.86 -10.19 % -14.27 % 0.31 % 19 Mar
Belgium AA 19.04 -10.82 % -3.15 % 0.32 % 19 Mar
Finland AA+ 19.99 -9.05 % +14.95 % 0.33 % 19 Mar
Ireland AA 20.95 -10.93 % -7.10 % 0.35 % 19 Mar
France AA 23.50 -2.08 % -6.00 % 0.39 % 18 Mar
United Kingdom AA 29.21 -3.28 % +3.58 % 0.49 % 18 Mar
South Korea AA 34.08 +6.27 % +15.37 % 0.57 % 18 Mar
Portugal A- 34.38 -10.40 % -25.39 % 0.57 % 19 Mar
United States AA+ 34.63 -6.20 % -19.03 % 0.58 % 19 Mar
Spain A 36.71 -12.07 % -22.29 % 0.61 % 19 Mar
Canada AAA 39.60 0.00 % +0.38 % 0.66 % 18 Mar
Greece BBB- 57.26 -10.31 % -22.31 % 0.95 % 19 Mar
Italy BBB 61.32 -16.85 % -30.41 % 1.02 % 19 Mar
China A+ 67.37 +5.89 % -5.06 % 1.12 % 19 Mar
Indonesia BBB 67.96 -3.86 % -15.45 % 1.13 % 19 Mar
India BBB- 82.89 0.00 % +1.47 % 1.38 % 18 Mar
Mexico BBB 85.11 -4.49 % -19.65 % 1.42 % 19 Mar
Israel AA- 112.93 -1.72 % +127.31 % 1.88 % 19 Mar
Brazil BB 124.71 -5.19 % -24.79 % 2.08 % 19 Mar
South Africa BB- 221.09 -5.63 % -9.68 % 3.68 % 18 Mar
Turkey B 306.72 +5.40 % -20.90 % 5.11 % 19 Mar
Egypt B- 586.84 -42.73 % -61.19 % 9.78 % 19 Mar
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 19 Mar
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.