Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
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Last Update:
24 Apr 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 6.01 -20.08 % -40.02 % 0.10 % 23 Apr
Australia AAA 15.12 -8.09 % -39.86 % 0.25 % 24 Apr
France AA 25.00 -1.92 % -9.02 % 0.42 % 23 Apr
United Kingdom AA 27.70 -8.43 % -15.45 % 0.46 % 23 Apr
United States AA+ 35.52 +0.06 % -16.05 % 0.59 % 24 Apr
Spain A 38.27 -5.04 % -30.20 % 0.64 % 23 Apr
South Korea AA 39.57 +9.40 % -4.65 % 0.66 % 23 Apr
Canada AAA 39.60 0.00 % +0.03 % 0.66 % 23 Apr
Greece BBB- 64.25 +14.04 % -29.47 % 1.07 % 22 Apr
Italy BBB 67.78 +1.39 % -41.96 % 1.13 % 24 Apr
India BBB- 84.10 -0.01 % +1.46 % 1.40 % 23 Apr
Mexico BBB 100.98 +13.32 % -24.89 % 1.68 % 24 Apr
Israel A+ 135.71 +16.11 % -1.22 % 2.26 % 23 Apr
Brazil BB 162.02 +23.18 % -14.29 % 2.70 % 23 Apr
South Africa BB- 251.70 +4.21 % -13.63 % 4.20 % 23 Apr
Turkey B 310.75 +0.09 % -24.97 % 5.18 % 24 Apr
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 24 Apr
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
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