CDS Value
17.7
25 Jan 2020
6:45 GMT+0
CDS Duration
5 Years
New Zealand

The New Zealand 5 Years CDS value is 17.7 (last update: 25 Jan 2020 6:45 GMT+0).

This value reveals a 0.30% implied probability of default, on a 40% recovery rate supposed.

CDS value changed +0% during last week, +8.59% during last month, -19.55% during last year.

Change & Range
Swipe left to see all data
Period Change Min Range Max
1 Week 0.00%
17.7
18 Jan 20
No change
17.7
25 Jan 20
1 Month +8.59%
15.9
28 Dec 19
18.0
9 Jan 20
6 Months -14.49%
15.9
28 Dec 19
24.0
7 Aug 19
1 Year -19.55%
15.0
19 Mar 19
24.0
7 Aug 19

The New Zealand 5 Years Sovereign CDS reached a maximum value of 28.4 (4 January 2019) 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: 25 Jan 2020 6:45 GMT+0.

Current CDS Value is 17.7.

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 +9.9%
16.0
4 Jan 20
18.0
9 Jan 20

Back to Sovereign CDS

Back to New Zealand Government Bonds - Yields Curve

Share this page

Related Topics