Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update:
22 May 2024 13:45 GMT+0
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 5.49 -8.04 % -21.57 % 0.09 % 22 May
Australia AAA 13.21 -13.21 % -31.09 % 0.22 % 22 May
France AA 25.00 0.00 % -3.81 % 0.42 % 22 May
United Kingdom AA 26.43 -5.20 % -18.02 % 0.44 % 22 May
South Korea AA 33.62 -16.26 % +7.93 % 0.56 % 22 May
Spain A 35.80 -6.82 % -27.44 % 0.60 % 22 May
United States AA+ 37.32 +5.10 % -21.89 % 0.62 % 22 May
Canada AAA 39.60 0.00 % 0.00 % 0.66 % 22 May
Greece BBB- 62.28 -3.07 % -14.40 % 1.04 % 22 May
Italy BBB 62.31 -7.50 % -31.61 % 1.04 % 22 May
India BBB- 84.10 -0.02 % +1.42 % 1.40 % 22 May
Mexico BBB 88.11 -13.60 % -8.26 % 1.47 % 22 May
Israel A+ 121.85 -14.55 % -1.63 % 2.03 % 22 May
Brazil BB 139.47 -14.49 % -8.27 % 2.32 % 22 May
South Africa BB- 216.46 -14.87 % -8.22 % 3.61 % 22 May
Turkey B+ 260.34 -16.63 % -22.07 % 4.34 % 22 May
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 22 May
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.