Japan 5 Years CDS - Historical Data

CREDIT DEFAULT SWAP • HISTORICAL DATA
JAPAN 5 Years CDS
20.07
0.43 %
1 month
Last Update: 6 Oct 2024, 15:43 GMT+0

As of the latest update on 6 Oct 2024 15:43 GMT+0, the Japan 5 Years Credit Default Swap (CDS) value stands at 20.07 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 0.33%, 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 +4.44% during last week, +0.43% during last month, -26.62% during last year.

If data are not all visible, swipe table left
Period Change Min Range Max
1 Week +4.44 %
19.22
Sep 29, 2024
20.13
Oct 1, 2024
1 Month +0.43 %
18.92
Sep 19, 2024
20.13
Oct 1, 2024
6 Months +6.40 %
18.87
Apr 6, 2024
24.23
Aug 5, 2024
1 Year -26.62 %
18.09
Mar 6, 2024
31.99
Nov 14, 2023
Current CDS: 20.07
Last update 6 Oct 2024 15:43 GMT+0

Historical Data

Data Source: from 16 Apr 2017 to 6 Oct 2024
The Japan 5 Years Sovereign CDS reached a maximum value of 47.10 (24 March 2020) and a minimun yield of 14.50 (19 December 2020).

Historical Yearly Ranges

Data Source: from 16 Apr 2017 to 6 Oct 2024

Japan 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
Oct 6
20.07 -19.71 %
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: 20.07.
Last update: 6 Oct 2024 15:43 GMT+0

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