New Zealand 5 Years CDS - Historical Data

CREDIT DEFAULT SWAP • HISTORICAL DATA
NEW ZEALAND 5 Years CDS
21.40
0.00 %
1 month
Last Update: 23 Oct 2022, 19:39 GMT+0

As of the latest update on 23 Oct 2022 19:39 GMT+0, the New Zealand 5 Years Credit Default Swap (CDS) value stands at 21.40 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 0.36%, 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, +36.31% during last year.

If data are not all visible, swipe table left
Period Change Min Range Max
1 Week 0.00 %
21.40
Oct 16, 2022
No change
21.40
Oct 23, 2022
1 Month 0.00 %
21.40
Sep 23, 2022
No change
21.40
Oct 23, 2022
6 Months +17.58 %
18.20
Apr 23, 2022
26.00
Jul 7, 2022
1 Year +36.31 %
14.00
Dec 31, 2021
26.00
Jul 7, 2022
Current CDS: 21.40
Last update 23 Oct 2022 19:39 GMT+0

Historical Data

Data Source: from 16 Apr 2017 to 23 Oct 2022
The New Zealand 5 Years Sovereign CDS reached a maximum value of 55.60 (24 March 2020) and a minimun yield of 12.90 (25 January 2018).

Historical Yearly Ranges

Data Source: from 16 Apr 2017 to 23 Oct 2022

New Zealand 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
2022
Oct 23
21.40 +52.86 %
14.00
Jan 1, 2022
26.00
Jul 7, 2022
2021
Dec 31
14.00 +0.72 %
13.90
Jan 1, 2021
16.70
Sep 24, 2021
2020
Dec 31
13.90 -13.66 %
13.90
Dec 17, 2020
55.60
Mar 24, 2020
2019
Dec 31
16.10 -36.36 %
15.00
Mar 19, 2019
28.40
Jan 4, 2019
2018
Dec 31
25.30 +61.15 %
12.90
Jan 25, 2018
25.60
Dec 27, 2018
2017
Dec 31
15.70 -36.18 %
15.10
Dec 29, 2017
25.50
Apr 19, 2017
Current CDS: 21.40.
Last update: 23 Oct 2022 19:39 GMT+0

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