5 Years Credit Default Swaps
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Last Update:
10 Dec 2023 2:47 GMT+0
10 Dec 2023 2:47 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 | 7.51 | -16.65 % | -31.60 % | 0.13 % | 10 Dec | |
| Denmark | AAA | 9.47 | -29.12 % | -29.90 % | 0.16 % | 10 Dec | |
| Netherlands | AAA | 13.69 | -8.49 % | +7.29 % | 0.23 % | 10 Dec | |
| Austria | AA+ | 15.96 | -10.08 % | +17.96 % | 0.27 % | 10 Dec | |
| Sweden | AAA | 16.00 | -2.68 % | +5.89 % | 0.27 % | 10 Dec | |
| Australia | AAA | 17.59 | -27.34 % | -34.10 % | 0.29 % | 10 Dec | |
| Germany | AAA | 17.80 | -7.77 % | +30.31 % | 0.30 % | 10 Dec | |
| Belgium | AA | 21.66 | -7.08 % | +4.54 % | 0.36 % | 10 Dec | |
| Finland | AA+ | 21.76 | -7.48 % | +6.82 % | 0.36 % | 10 Dec | |
| France | AA | 25.00 | -9.06 % | -5.62 % | 0.42 % | 10 Dec | |
| Japan | A+ | 25.50 | -16.42 % | +41.98 % | 0.43 % | 10 Dec | |
| Ireland | AA | 26.13 | -5.33 % | +8.74 % | 0.44 % | 10 Dec | |
| South Korea | AA | 28.06 | -19.99 % | -24.31 % | 0.47 % | 10 Dec | |
| United Kingdom | AA | 35.15 | +5.78 % | +88.37 % | 0.59 % | 10 Dec | |
| Canada | AAA | 39.60 | 0.00 % | +0.41 % | 0.66 % | 9 Dec | |
| United States | AA+ | 42.79 | -10.42 % | +35.93 % | 0.71 % | 10 Dec | |
| Spain | A | 47.27 | -11.33 % | -6.08 % | 0.79 % | 10 Dec | |
| Portugal | BBB+ | 47.45 | -3.93 % | +1.04 % | 0.79 % | 10 Dec | |
| China | A+ | 61.87 | -14.14 % | +1.21 % | 1.03 % | 10 Dec | |
| Greece | BBB- | 70.30 | -16.00 % | -24.11 % | 1.17 % | 9 Dec | |
| Indonesia | BBB | 74.37 | -12.66 % | -9.77 % | 1.24 % | 10 Dec | |
| India | BBB- | 82.90 | -0.02 % | +1.46 % | 1.38 % | 10 Dec | |
| Italy | BBB | 85.17 | -19.21 % | -11.77 % | 1.42 % | 10 Dec | |
| Mexico | BBB | 98.02 | -8.32 % | -9.14 % | 1.63 % | 10 Dec | |
| Israel | AA- | 109.95 | -9.79 % | +79.86 % | 1.83 % | 7 Dec | |
| Brazil | BB- | 148.14 | -9.53 % | -23.85 % | 2.47 % | 10 Dec | |
| South Africa | BB- | 231.14 | -11.52 % | -15.19 % | 3.85 % | 10 Dec | |
| Turkey | B | 329.44 | -10.82 % | -37.25 % | 5.49 % | 10 Dec | |
| Egypt | B- | 1259.30 | -19.39 % | -12.11 % | 20.99 % | 10 Dec | |
| Russia | NR | 13775.17 | 0.00 % | 0.00 % | 100.00 % | 10 Dec | |
| (*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate. | |||||||
