5-Year CDS | Swap Tenor | |||
2-Year | 3-Year | 4-Year | 5-Year | |
100 bp | 5000 (0.1) | 24,000 (0.4) | 74,000 (0.9) | 170,000 (1.8) |
200 bp | 9000 (0.2) | 48,000 (0.8) | 145,000 (1.8) | 315,000 (3.2) |
300 bp | 13,000 (0.3) | 72,000 (1.2) | 214,000 (2.7) | 463,000 (4.7) |
500 bp | 21,000 (0.5) | 116,000 (1.9) | 344,000 (4.4) | 734,000 (7.5) |