5 Years Credit Default Swaps
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Last Update:
5 May 2024 1:46 GMT+0
5 May 2024 1:46 GMT+0
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Rating
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5 Years Credit Default Swaps
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|---|---|---|---|---|---|---|---|
| Country | S&P | 5Y CDS▴ | Var 1m | Var 6m | PD (*) | Date | |
| Switzerland | AAA | 5.47 | -31.37 % | -39.29 % | 0.09 % | 5 May | |
| Australia | AAA | 13.70 | -16.36 % | -43.44 % | 0.23 % | 5 May | |
| France | AA | 25.00 | 0.00 % | -9.06 % | 0.42 % | 4 May | |
| United Kingdom | AA | 26.79 | -8.47 % | -16.83 % | 0.45 % | 5 May | |
| South Korea | AA | 36.16 | -6.27 % | -7.52 % | 0.60 % | 4 May | |
| United States | AA+ | 36.85 | +2.50 % | -21.38 % | 0.61 % | 5 May | |
| Spain | A | 37.34 | -5.04 % | -31.22 % | 0.62 % | 5 May | |
| Canada | AAA | 39.60 | 0.00 % | -0.03 % | 0.66 % | 4 May | |
| Italy | BBB | 64.35 | -3.70 % | -40.89 % | 1.07 % | 5 May | |
| Greece | BBB- | 64.37 | +1.67 % | -24.43 % | 1.07 % | 5 May | |
| India | BBB- | 84.11 | +0.01 % | +1.45 % | 1.40 % | 4 May | |
| Mexico | BBB | 99.01 | +5.26 % | -8.23 % | 1.65 % | 5 May | |
| Israel | A+ | 130.75 | +13.81 % | -4.44 % | 2.18 % | 5 May | |
| Brazil | BB | 144.23 | -0.74 % | -12.93 % | 2.40 % | 5 May | |
| South Africa | BB- | 240.82 | -7.45 % | -5.17 % | 4.01 % | 4 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. | |||||||
