Canada 5 Years CDS - Historical Data

CREDIT DEFAULT SWAP • HISTORICAL DATA
CANADA 5 Years CDS
39.60
0.00 %
1 month
Last Update: 18 Jun 2024, 9:45 GMT+0

As of the latest update on 18 Jun 2024 9:45 GMT+0, the Canada 5 Years Credit Default Swap (CDS) value stands at 39.60 basis points.

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

This CDS value translates to an implied probability of default of 0.66%, 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% during last week, +0% during last month, +0.41% during last year.

Current CDS value is close to 1 year maximum value

If data are not all visible, swipe table left
Period Change Min Range Max
1 Week 0.00 %
39.60
Jun 11, 2024
No change
39.60
Jun 18, 2024
1 Month 0.00 %
39.60
May 18, 2024
No change
39.60
Jun 18, 2024
6 Months 0.00 %
39.60
Dec 18, 2023
No change
39.60
Jun 18, 2024
1 Year +0.41 %
38.97
Nov 6, 2023
39.64
Nov 18, 2023
Current CDS: 39.60
Last update 18 Jun 2024 9:45 GMT+0

Historical Data

Data Source: from 16 Apr 2017 to 18 Jun 2024
The Canada 5 Years Sovereign CDS reached a maximum value of 83.43 (23 October 2022) and a minimun yield of 25.00 (5 November 2021).

Historical Yearly Ranges

Data Source: from 16 Apr 2017 to 18 Jun 2024

Canada 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
Jun 18
39.60 0.00 %
39.60
Jan 1, 2024
39.60
Jun 18, 2024
2023
Dec 31
39.60 +0.92 %
38.72
May 20, 2023
42.09
May 19, 2023
2022
Dec 31
39.24 +32.12 %
29.70
Jan 1, 2022
83.43
Oct 23, 2022
2021
Dec 31
29.80 -18.58 %
25.00
Nov 5, 2021
38.50
Nov 4, 2021
2020
Dec 31
36.60 +22.82 %
29.80
Jan 1, 2020
36.70
Dec 29, 2020
2019
Dec 31
29.70 -12.13 %
27.30
Jul 25, 2019
34.60
Mar 15, 2019
2018
Dec 31
33.80 +20.28 %
26.50
Jan 17, 2018
34.20
Dec 19, 2018
2017
Dec 31
28.10 -8.17 %
27.20
Jun 6, 2017
32.40
May 3, 2017
Current CDS: 39.60.
Last update: 18 Jun 2024 9:45 GMT+0

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