Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
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Last Update:
6 May 2024 1:45 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 5.55 -30.36 % -38.40 % 0.09 % 6 May
Australia AAA 13.70 -16.36 % -43.44 % 0.23 % 6 May
France AA 25.00 0.00 % -9.06 % 0.42 % 5 May
United Kingdom AA 26.28 -10.22 % -18.41 % 0.44 % 5 May
South Korea AA 35.63 -7.67 % -8.87 % 0.59 % 5 May
Spain A 36.33 -5.34 % -33.08 % 0.61 % 6 May
United States AA+ 36.85 +5.14 % -20.03 % 0.61 % 6 May
Canada AAA 39.60 0.00 % -0.03 % 0.66 % 5 May
Greece BBB- 62.89 +0.06 % -26.17 % 1.05 % 6 May
Italy BBB 64.35 -6.47 % -40.08 % 1.07 % 6 May
India BBB- 84.11 0.00 % +1.45 % 1.40 % 5 May
Mexico BBB 96.05 +0.01 % -10.97 % 1.60 % 6 May
Israel A+ 125.79 +9.50 % -8.07 % 2.10 % 5 May
Brazil BB 142.28 -4.03 % -14.11 % 2.37 % 6 May
South Africa BB- 240.82 -5.66 % -5.17 % 4.01 % 5 May
Turkey B 293.22 -2.57 % -20.21 % 4.89 % 5 May
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 5 May
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
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