CDS Value
14.6
24 Nov 2020
14:45 GMT+0
CDS Duration
5 Years
New Zealand

The New Zealand 5 Years CDS value is 14.6 (last update: 24 Nov 2020 14:45 GMT+0).

This value reveals a 0.24% implied probability of default, on a 40% recovery rate supposed.

CDS value changed +0% during last week, -7.01% during last month, -21.08% 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 0.00%
14.5
18 Nov 20
14.6
24 Nov 20
1 Month -7.01%
14.5
12 Nov 20
15.7
3 Nov 20
6 Months -49.83%
14.5
12 Nov 20
29.1
27 May 20
1 Year -21.08%
14.5
12 Nov 20
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: 24 Nov 2020 14:45 GMT+0.

Current CDS Value is 14.6.

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 -9.3%
14.5
12 Nov 20
55.6
24 Mar 20

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