As of the latest update on 21 Oct 2024 19:43 GMT+0, the Japan 5 Years Credit Default Swap (CDS) value stands at 19.24 basis points.
This metric is a crucial indicator used by investors to gauge the credit risk associated with Japan sovereign debt.
This CDS value translates to an implied probability of default of 0.32%, 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 -1.33% during last week, -2.83% during last month, -33.65% during last year.
Current CDS value is close to 1 year minimum value
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | -1.33 % |
19.24
Oct 18, 2024
|
|
19.50
Oct 15, 2024
|
| 1 Month | -2.83 % |
19.22
Sep 25, 2024
|
|
20.13
Oct 1, 2024
|
| 6 Months | +1.99 % |
18.92
Sep 19, 2024
|
|
24.23
Aug 5, 2024
|
| 1 Year | -33.65 % |
18.09
Mar 6, 2024
|
|
31.99
Nov 14, 2023
|
|
Current CDS: 19.24 Last update 21 Oct 2024 19:43 GMT+0 |
Historical Data
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Historical Yearly Ranges
Japan 5 Years CDS: historic value range for every year.
A red candlestick means that value variation is positive in the year.
| Year | CDS | Change | Min | Range | Max |
|---|---|---|---|---|---|
|
2024
Oct 21
|
19.24 | -23.04 % |
18.09
Mar 6, 2024 |
|
25.00
Jan 8, 2024 |
|
2023
Dec 17
|
25.50 | +48.92 % |
15.99
Jun 29, 2023 |
|
31.99
Nov 14, 2023 |
|
2022
Dec 30
|
17.12 | -0.45 % |
16.90
Apr 22, 2022 |
|
33.10
Jul 8, 2022 |
|
2021
Dec 31
|
17.20 | +13.16 % |
14.90
Jan 23, 2021 |
|
19.30
Oct 13, 2021 |
|
2020
Dec 31
|
15.10 | -25.25 % |
14.50
Dec 19, 2020 |
|
47.10
Mar 24, 2020 |
|
2019
Dec 31
|
20.30 | -18.47 % |
19.90
Dec 21, 2019 |
|
24.90
Jan 7, 2019 |
|
2018
Dec 31
|
25.00 | -7.75 % |
16.70
Feb 8, 2018 |
|
27.30
Jan 2, 2018 |
|
2017
Dec 31
|
27.10 | +5.04 % |
25.50
May 12, 2017 |
|
40.10
Sep 27, 2017 |
|
Current CDS: 19.24. Last update: 21 Oct 2024 19:43 GMT+0 |
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