Egypt 5 Years CDS - Historical Data

CREDIT DEFAULT SWAP • HISTORICAL DATA
EGYPT 5 Years CDS
623.83
8.75 %
1 month
Last Update: 20 Jun 2024, 7:43 GMT+0

As of the latest update on 20 Jun 2024 7:43 GMT+0, the Egypt 5 Years Credit Default Swap (CDS) value stands at 623.83 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 10.40%, 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 +8.98% during last week, +8.75% during last month, -60.05% 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 +8.98 %
572.43
Jun 13, 2024
634.82
Jun 17, 2024
1 Month +8.75 %
572.43
Jun 13, 2024
634.82
Jun 17, 2024
6 Months -46.35 %
522.08
Mar 9, 2024
1340.10
Jan 18, 2024
1 Year -60.05 %
522.08
Mar 9, 2024
1920.33
Oct 24, 2023
Current CDS: 623.83
Last update 20 Jun 2024 7:43 GMT+0

Historical Data

Data Source: from 15 Dec 2015 to 20 Jun 2024
The Egypt 5 Years Sovereign CDS reached a maximum value of 1998.65 (14 May 2023) and a minimun yield of 248.47 (21 January 2020).

Historical Yearly Ranges

Data Source: from 15 Dec 2015 to 20 Jun 2024

Egypt 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 20
623.83 -52.51 %
522.08
Mar 9, 2024
1340.10
Jan 18, 2024
2023
Dec 31
1142.10 +110.45 %
542.70
Jan 4, 2023
1998.65
May 14, 2023
2022
Dec 30
542.70 -59.26 %
542.70
Nov 8, 2022
1331.97
Oct 23, 2022
2021
not available
2020
Sep 29
439.25 +59.73 %
248.47
Jan 21, 2020
650.00
Mar 25, 2020
2019
Dec 31
275.00 -28.84 %
265.63
Sep 17, 2019
412.87
Jan 14, 2019
2018
Dec 31
386.43 +24.07 %
252.98
Feb 27, 2018
390.29
Jun 19, 2018
2017
Dec 29
311.46 -29.71 %
311.46
Dec 29, 2017
445.03
Jan 31, 2017
2016
Dec 30
440.87 -1.36 %
438.70
Apr 20, 2016
514.53
Feb 29, 2016
2015
Dec 31
446.94 -0.68 %
446.90
Dec 22, 2015
463.00
Dec 17, 2015
Current CDS: 623.83.
Last update: 20 Jun 2024 7:43 GMT+0

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