Australia 5 Years CDS - Historical Data

CREDIT DEFAULT SWAP • HISTORICAL DATA
AUSTRALIA - 5 Years CDS
12.14
 0.25% 1 month

As of the latest update on 6 Nov 2024 14:45 GMT+0, the Australia 5 Years Credit Default Swap (CDS) value stands at 12.14 basis points.

This metric is a crucial indicator used by investors to gauge the credit risk associated with Australia sovereign debt.

This CDS value translates to an implied probability of default of 0.20%, based on a presumed recovery rate of 40%. The recovery rate represents the percentage of the bond's face value that investors expect to recover in the event of a default.

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CDS Variation

CDS value changed +0.25% during last week, +0.25% during last month, -49.88% during last year.

Current CDS value is close to 1 year minimum value

If data are not all visible, swipe table left
Period Change Min Range Max
1 Week +0.25 %
12.10
Nov 4, 2024
12.28
Nov 5, 2024
1 Month +0.25 %
12.09
Oct 8, 2024
12.51
Oct 11, 2024
6 Months -11.39 %
12.08
Oct 1, 2024
16.26
Jun 3, 2024
1 Year -49.88 %
12.08
Oct 1, 2024
24.28
Nov 8, 2023
Current CDS: 12.14
Last update 6 Nov 2024 14:45 GMT+0

Historical Data

Data Source: from 14 May 2018 to 6 Nov 2024
The Australia 5 Years Sovereign CDS reached a maximum value of 51.39 (23 March 2020) and a minimun yield of 12.08 (1 October 2024).

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Historical Yearly Ranges

Data Source: from 14 May 2018 to 6 Nov 2024

Australia 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.
If data are not all visible, swipe table left
Year CDS Change Min Range Max
2024
Nov 6
12.14 -22.58%
12.08
Oct 1
16.45
Apr 15
2023
Dec 31
15.68 -55.48%
15.68
Dec 31
35.33
Jan 4
2022
Dec 31
35.22 +144.92%
14.23
Jan 19
35.91
Nov 3
2021
Dec 31
14.40 -0.76%
14.34
Nov 30
16.86
Mar 23
2020
Dec 31
14.51 -18.12%
12.17
Sep 3
51.39
Mar 23
2019
Dec 31
17.70 -28.48%
16.18
Mar 12
27.84
Jan 3
2018
Dec 31
24.72 +37.79%
16.80
May 31
24.72
Dec 31
Current CDS: 12.14.
Last update: 6 Nov 2024 14:45 GMT+0

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