Sovereign CDS

5 Years Credit Default Swaps
up to 100
up to 300
more
Last Update:
1 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 5.47 -27.26 % -39.62 % 0.09 % 2 May
Australia AAA 15.16 -7.73 % -37.43 % 0.25 % 2 May
France AA 25.00 0.00 % -9.06 % 0.42 % 2 May
United Kingdom AA 26.79 -8.60 % -18.10 % 0.45 % 2 May
South Korea AA 36.62 -5.25 % -12.01 % 0.61 % 2 May
United States AA+ 36.87 +2.56 % -21.30 % 0.61 % 2 May
Spain A 37.34 -5.13 % -31.86 % 0.62 % 2 May
Canada AAA 39.60 0.00 % +0.03 % 0.66 % 2 May
Greece BBB- 64.32 +1.63 % -28.63 % 1.07 % 2 May
Italy BBB 64.33 -5.17 % -43.71 % 1.07 % 1 May
India BBB- 84.11 -0.01 % +1.42 % 1.40 % 2 May
Mexico BBB 99.00 +7.53 % -24.16 % 1.65 % 2 May
Israel A+ 128.78 +9.27 % -5.81 % 2.15 % 1 May
Brazil BB 149.32 +7.87 % -21.75 % 2.49 % 2 May
South Africa BB- 239.86 -5.65 % -10.02 % 4.00 % 2 May
Turkey B 293.23 -2.51 % -29.20 % 4.89 % 2 May
Russia NR 13775.17 0.00 % 0.00 % 100.00 % 2 May
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Readings that may interest you