Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
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Last Update:
19 May 2024 13:45 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 5.55 -7.04 % -30.36 % 0.09 % 19 May
Australia AAA 13.08 -13.89 % -35.53 % 0.22 % 19 May
France AA 25.00 0.00 % -7.37 % 0.42 % 19 May
United Kingdom AA 26.28 -8.72 % -19.66 % 0.44 % 19 May
South Korea AA 33.61 -14.11 % -1.67 % 0.56 % 19 May
Spain A 35.72 -8.06 % -29.00 % 0.60 % 19 May
United States AA+ 37.33 +5.13 % -26.04 % 0.62 % 19 May
Canada AAA 39.60 0.00 % +0.03 % 0.66 % 19 May
Greece BBB- 61.76 -1.75 % -16.90 % 1.03 % 19 May
Italy BBB 62.33 -8.79 % -35.11 % 1.04 % 19 May
India BBB- 84.10 -0.01 % +1.41 % 1.40 % 19 May
Mexico BBB 90.08 -10.79 % -9.92 % 1.50 % 19 May
Israel A+ 99.53 -30.23 % -19.66 % 1.66 % 19 May
Brazil BB 141.29 -12.75 % -8.74 % 2.35 % 19 May
South Africa BB- 214.45 -17.04 % -12.37 % 3.57 % 19 May
Turkey B+ 266.00 -15.18 % -23.76 % 4.43 % 19 May
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 19 May
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
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