South Africa 5 Years CDS - Historical Data

CREDIT DEFAULT SWAP • HISTORICAL DATA
SOUTH AFRICA 5 Years CDS
216.19
0.42 %
1 month
Last Update: 17 Jun 2024, 21:45 GMT+0

As of the latest update on 17 Jun 2024 21:45 GMT+0, the South Africa 5 Years Credit Default Swap (CDS) value stands at 216.19 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 3.60%, 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 -8.81% during last week, -0.42% during last month, -16.82% during last year.

If data are not all visible, swipe table left
Period Change Min Range Max
1 Week -8.81 %
216.19
Jun 15, 2024
283.92
Jun 14, 2024
1 Month -0.42 %
214.45
May 19, 2024
288.64
Jun 1, 2024
6 Months +4.57 %
167.10
May 16, 2024
288.64
Jun 1, 2024
1 Year -16.82 %
167.10
May 16, 2024
293.57
Oct 4, 2023
Current CDS: 216.19
Last update 17 Jun 2024 21:45 GMT+0

Historical Data

Data Source: from 10 Oct 2008 to 17 Jun 2024
The South Africa 5 Years Sovereign CDS reached a maximum value of 700.90 (24 October 2008) and a minimun yield of 106.00 (5 November 2010).

Historical Yearly Ranges

Data Source: from 10 Oct 2008 to 17 Jun 2024

South Africa 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 17
216.19 +6.10 %
167.10
May 16, 2024
288.64
Jun 1, 2024
2023
Dec 31
201.80 -19.40 %
201.80
Dec 31, 2023
319.38
May 19, 2023
2022
Dec 30
250.51 +25.47 %
192.80
Mar 17, 2022
376.57
Jul 14, 2022
2021
Dec 31
199.57 -1.30 %
176.71
Jun 25, 2021
244.93
Nov 26, 2021
2020
Dec 31
202.20 +24.70 %
157.78
Jan 8, 2020
492.47
Apr 3, 2020
2019
Dec 31
162.16 -26.63 %
156.49
Jul 24, 2019
225.75
Jan 3, 2019
2018
Dec 31
221.05 +40.08 %
137.35
Mar 9, 2018
254.28
Sep 5, 2018
2017
Dec 29
157.79 -26.01 %
157.79
Dec 29, 2017
220.71
Apr 10, 2017
2016
Dec 30
213.21 -35.64 %
212.10
Dec 14, 2016
388.89
Jan 20, 2016
2015
Dec 31
331.30 +80.01 %
184.05
Jan 1, 2015
351.03
Dec 11, 2015
2014
Dec 31
184.05 -9.45 %
152.07
Sep 4, 2014
238.58
Dec 16, 2014
2013
Dec 31
202.53 +44.96 %
133.51
Jan 3, 2013
262.13
Jun 24, 2013
2012
Dec 31
143.83 -27.41 %
123.13
Aug 6, 2012
216.95
Jan 5, 2012
2011
Dec 30
199.04 +57.97 %
114.32
Apr 6, 2011
233.12
Nov 25, 2011
2010
Dec 31
126.00 -10.16 %
106.00
Nov 5, 2010
200.50
May 21, 2010
2009
Dec 30
143.75 -62.47 %
113.88
Oct 14, 2009
520.00
Mar 9, 2009
2008
Dec 30
383.00 -15.90 %
250.45
Oct 14, 2008
700.90
Oct 24, 2008
Current CDS: 216.19.
Last update: 17 Jun 2024 21:45 GMT+0

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