Japan 5 Years CDS - Historical Data

CREDIT DEFAULT SWAP • HISTORICAL DATA
JAPAN 5 Years CDS
20.22
6.98 %
1 month
Last Update: 22 Jul 2024, 19:43 GMT+0

As of the latest update on 22 Jul 2024 19:43 GMT+0, the Japan 5 Years Credit Default Swap (CDS) value stands at 20.22 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 0.34%, 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.

Table of contents
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Choose Bond ETFs to control risk
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD

CDS Variation

CDS value changed -2.34% during last week, -6.98% during last month, +25.61% during last year.

If data are not all visible, swipe table left
Period Change Min Range Max
1 Week -2.34 %
20.22
Jul 19, 2024
20.72
Jul 16, 2024
1 Month -6.98 %
20.22
Jul 19, 2024
21.74
Jun 23, 2024
6 Months -5.90 %
18.09
Mar 6, 2024
22.23
Jun 17, 2024
1 Year +25.61 %
16.10
Jul 22, 2023
31.99
Nov 14, 2023
Current CDS: 20.22
Last update 22 Jul 2024 19:43 GMT+0

Historical Data

Data Source: from 16 Apr 2017 to 22 Jul 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 22 Jul 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
Jul 22
20.22 -19.12 %
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: 20.22.
Last update: 22 Jul 2024 19:43 GMT+0

Back to Sovereign CDS

Back to Japan Government Bonds - Yields Curve

The first official book of
Build wealth
with Lazy Portfolios and Passive Investing