5 Years Credit Default Swaps
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Last Update:
19 Apr 2024 1:45 GMT+0
19 Apr 2024 1:45 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 | 5.97 | -20.29 % | -45.73 % | 0.10 % | 18 Apr | |
| Australia | AAA | 15.17 | -5.89 % | -39.99 % | 0.25 % | 19 Apr | |
| France | AA | 25.00 | +6.38 % | -9.02 % | 0.42 % | 18 Apr | |
| United Kingdom | AA | 28.73 | -1.64 % | -9.34 % | 0.48 % | 18 Apr | |
| United States | AA+ | 35.51 | +2.54 % | -16.07 % | 0.59 % | 19 Apr | |
| Spain | A | 38.90 | +5.97 % | -28.33 % | 0.65 % | 19 Apr | |
| Canada | AAA | 39.60 | 0.00 % | -0.05 % | 0.66 % | 18 Apr | |
| South Korea | AA | 40.13 | +17.75 % | +3.91 % | 0.67 % | 18 Apr | |
| Greece | BBB- | 62.77 | +9.70 % | -30.35 % | 1.05 % | 18 Apr | |
| Italy | BBB | 69.28 | +11.26 % | -39.39 % | 1.15 % | 19 Apr | |
| India | BBB- | 84.11 | +1.47 % | +1.41 % | 1.40 % | 18 Apr | |
| Mexico | BBB | 102.97 | +20.98 % | -16.77 % | 1.72 % | 19 Apr | |
| Israel | AA- | 146.66 | +29.89 % | +17.44 % | 2.44 % | 18 Apr | |
| Brazil | BB | 162.11 | +31.00 % | -10.14 % | 2.70 % | 18 Apr | |
| South Africa | BB- | 258.51 | +16.93 % | -8.95 % | 4.31 % | 18 Apr | |
| Turkey | B | 314.93 | +1.63 % | -23.26 % | 5.25 % | 19 Apr | |
| Russia | NR | 13775.17 | 0.00 % | 0.00 % | 100.00 % | 19 Apr | |
| (*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate. | |||||||
