CDS Value
15.7
23 Oct 2021
13:45 GMT+0
CDS Duration
5 Years
New Zealand

The New Zealand 5 Years CDS value is 15.7 (last update: 23 Oct 2021 13:45 GMT+0).

This value reveals a 0.26% implied probability of default, on a 40% recovery rate supposed.

CDS value changed -0.63% during last week, -5.42% during last month, +0% during last year.

Change & Range

If data are not all visible, swipe table left
Period Change Min Range Max
1 Week -0.63%
15.7
20 Oct 21
15.8
19 Oct 21
1 Month -5.42%
15.7
20 Oct 21
16.7
24 Sep 21
6 Months -4.85%
15.4
15 Sep 21
16.7
24 Sep 21
1 Year 0.00%
13.9
17 Dec 20
16.7
24 Sep 21

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

Historical 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: 23 Oct 2021 13:45 GMT+0.

Current CDS Value is 15.7.

If data are not all visible, swipe table left
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 -13.7%
13.9
17 Dec 20
55.6
24 Mar 20
2021 +13.0%
13.9
1 Jan 21
16.7
24 Sep 21

Back to Sovereign CDS

Back to New Zealand Government Bonds - Yields Curve

Share this page

Related Topics