Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
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Last Update:
24 Apr 2024 13:45 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 5.49 -26.99 % -45.37 % 0.09 % 26 Apr
Australia AAA 15.15 -7.51 % -37.47 % 0.25 % 26 Apr
France AA 25.00 -1.92 % -9.06 % 0.42 % 26 Apr
United Kingdom AA 27.25 -9.95 % -16.69 % 0.45 % 26 Apr
United States AA+ 36.42 +2.56 % -22.26 % 0.61 % 26 Apr
Spain A 37.81 -3.84 % -31.00 % 0.63 % 26 Apr
South Korea AA 38.62 +4.15 % -16.24 % 0.64 % 26 Apr
Canada AAA 39.60 0.00 % +0.03 % 0.66 % 26 Apr
Greece BBB- 64.27 +1.42 % -28.68 % 1.07 % 26 Apr
Italy BBB 65.33 -2.27 % -44.06 % 1.09 % 24 Apr
India BBB- 84.11 +0.01 % +1.44 % 1.40 % 26 Apr
Mexico BBB 95.04 +3.23 % -27.19 % 1.58 % 27 Apr
Israel A+ 131.76 +13.71 % -4.06 % 2.20 % 26 Apr
Brazil BB 151.24 +11.68 % -20.74 % 2.52 % 26 Apr
South Africa BB- 251.69 +4.21 % -10.36 % 4.19 % 26 Apr
Turkey B 306.92 -3.58 % -25.89 % 5.12 % 27 Apr
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 27 Apr
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
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