CDS Value
20
11 Aug 2020
21:45 GMT+0
CDS Duration
5 Years
New Zealand

The New Zealand 5 Years CDS value is 20 (last update: 11 Aug 2020 21:45 GMT+0).

This value reveals a 0.33% implied probability of default, on a 40% recovery rate supposed.

CDS value changed -2.91% during last week, -9.5% during last month, -13.79% during last year.

Current CDS value is close to 1 year minimum value

Change & Range
Swipe left to see all data
Period Change Min Range Max
1 Week -2.91%
20.0
8 Aug 20
20.6
4 Aug 20
1 Month -9.50%
20.0
8 Aug 20
22.1
15 Jul 20
6 Months +15.61%
17.0
13 Feb 20
55.6
24 Mar 20
1 Year -13.79%
15.9
28 Dec 19
55.6
24 Mar 20

The New Zealand 5 Years Sovereign CDS reached a maximum value of 55.6 (24 March 2020) and a minimun yield of 12.9 (25 January 2018)*.

* Data have been retrieved since 16 April 2017

Historic Yearly Ranges

New Zealand 5 Years CDS: historic value range for every year.

A green candlestick means that value variation is negative in the year.

A red candlestick means that value variation is positive in the year.

Historic serie starts from 16 April 2017. Last update: 11 Aug 2020 21:45 GMT+0.

Current CDS Value is 20.0.

Swipe left to see all data
Year Change Min CDS Range Max
2017 -36.2%
15.1
29 Dec 17
25.5
19 Apr 17
2018 +61.2%
12.9
25 Jan 18
25.6
27 Dec 18
2019 -36.4%
15.0
19 Mar 19
28.4
4 Jan 19
2020 +24.2%
16.0
4 Jan 20
55.6
24 Mar 20

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