5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update:
3 May 2024 13:45 GMT+0
3 May 2024 13:45 GMT+0
The first official book of 
Swipe left to see all data
|
Rating
|
5 Years Credit Default Swaps
|
||||||
|---|---|---|---|---|---|---|---|
| Country | S&P | 5Y CDS▴ | Var 1m | Var 6m | PD (*) | Date | |
| Switzerland | AAA | 5.47 | -31.37 % | -39.62 % | 0.09 % | 3 May | |
| Australia | AAA | 13.70 | -16.46 % | -43.53 % | 0.23 % | 3 May | |
| France | AA | 25.00 | 0.00 % | -9.02 % | 0.42 % | 3 May | |
| United Kingdom | AA | 26.90 | -8.19 % | -16.59 % | 0.45 % | 3 May | |
| South Korea | AA | 36.62 | -3.96 % | -12.01 % | 0.61 % | 3 May | |
| United States | AA+ | 36.85 | +2.47 % | -21.38 % | 0.61 % | 3 May | |
| Spain | A | 37.43 | -4.88 % | -31.72 % | 0.62 % | 3 May | |
| Canada | AAA | 39.60 | 0.00 % | -0.03 % | 0.66 % | 3 May | |
| Italy | BBB | 64.35 | -5.14 % | -40.89 % | 1.07 % | 3 May | |
| Greece | BBB- | 64.37 | +1.80 % | -26.17 % | 1.07 % | 3 May | |
| India | BBB- | 84.11 | 0.00 % | +1.42 % | 1.40 % | 3 May | |
| Mexico | BBB | 99.01 | +4.18 % | -24.15 % | 1.65 % | 3 May | |
| Israel | A+ | 130.75 | +10.95 % | -4.37 % | 2.18 % | 3 May | |
| Brazil | BB | 144.23 | +2.65 % | -17.19 % | 2.40 % | 3 May | |
| South Africa | BB- | 239.86 | -5.83 % | -10.17 % | 4.00 % | 3 May | |
| Turkey | B | 293.22 | -2.53 % | -23.57 % | 4.89 % | 3 May | |
| Russia | NR | 13775.17 | 0.00 % | 0.00 % | 100.00 % | 3 May | |
| (*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate. | |||||||
