5 Years Credit Default Swaps
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up to 300
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Last Update:
3 Dec 2021 6:45 GMT+0
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Country S&P
Rating
5 Years Credit Default Swaps
5Y CDS Var 1m Var 6m PD (*) Date
Germany AAA 9.00 -5.26 % -14.29 % 0.15 % 3 Dec
Sweden AAA 9.20 +12.47 % +2.22 % 0.15 % 3 Dec
Netherlands AAA 9.90 -2.94 % +4.21 % 0.17 % 3 Dec
Norway AAA 10.10 +1.00 % -1.94 % 0.17 % 3 Dec
United Kingdom AA 10.10 +0.70 % -4.17 % 0.17 % 3 Dec
Belgium AA 12.00 -4.00 % -1.64 % 0.20 % 3 Dec
Australia AAA 14.35 -5.65 % -7.36 % 0.24 % 3 Dec
New Zealand AA+ 14.80 -4.52 % -6.92 % 0.25 % 3 Dec
Ireland AA- 15.10 0.00 % -3.82 % 0.25 % 3 Dec
United States AA+ 15.80 +15.33 % +49.06 % 0.26 % 3 Dec
Japan A+ 17.80 -3.78 % +0.56 % 0.30 % 3 Dec
France AA 21.60 -0.92 % -4.42 % 0.36 % 3 Dec
Canada AAA 29.80 -22.60 % -21.16 % 0.50 % 3 Dec
Hong Kong AA+ 31.90 +0.31 % -6.18 % 0.53 % 3 Dec
Portugal BBB 32.50 +2.85 % +3.50 % 0.54 % 3 Dec
Spain A 35.00 +5.74 % +1.45 % 0.58 % 3 Dec
Poland A- 55.20 +3.95 % +15.72 % 0.92 % 3 Dec
Italy BBB 90.70 +10.74 % +14.96 % 1.51 % 3 Dec
Russia BBB- 115.77 +39.05 % +19.31 % 1.93 % 3 Dec
Greece BB 117.50 +36.31 % +54.81 % 1.96 % 3 Dec
Mexico BBB 118.66 +14.17 % +28.81 % 1.98 % 3 Dec
Brazil BB- 246.80 -1.59 % +51.04 % 4.11 % 3 Dec
Turkey B+ 502.40 +14.79 % +26.95 % 8.37 % 3 Dec

(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

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