As of the latest update on 21 Nov 2024 8:43 GMT+0, the Japan 5 Years Credit Default Swap (CDS) value stands at 20.53 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 0.34%, 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.
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CDS Variation
CDS value changed +1.27% during last week, +6.69% during last month, -21.12% during last year.
If data are not all visible, swipe table left
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | +1.27 % |
20.27
Nov 14, 2024
|
|
20.53
Nov 21, 2024
|
| 1 Month | +6.69 % |
19.23
Oct 22, 2024
|
|
20.74
Nov 6, 2024
|
| 6 Months | +8.82 % |
18.92
Sep 19, 2024
|
|
24.23
Aug 5, 2024
|
| 1 Year | -21.12 % |
18.09
Mar 6, 2024
|
|
27.48
Nov 29, 2023
|
|
Current CDS: 20.53 Last update 21 Nov 2024 8:43 GMT+0 |
Historical Data
Data Source: from 16 Apr 2017 to 21 Nov 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).
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Historical Yearly Ranges
Data Source: from 16 Apr 2017 to 21 Nov 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.
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
Nov 21
|
20.53 | -17.89% |
18.09
Mar 6 |
|
25.00
Jan 8 |
|
2023
Dec 17
|
25.50 | +48.92% |
15.99
Jun 29 |
|
31.99
Nov 14 |
|
2022
Dec 30
|
17.12 | -0.45% |
16.90
Apr 22 |
|
33.10
Jul 8 |
|
2021
Dec 31
|
17.20 | +13.16% |
14.90
Jan 23 |
|
19.30
Oct 13 |
|
2020
Dec 31
|
15.10 | -25.25% |
14.50
Dec 19 |
|
47.10
Mar 24 |
|
2019
Dec 31
|
20.30 | -18.47% |
19.90
Dec 21 |
|
24.90
Jan 7 |
|
2018
Dec 31
|
25.00 | -7.75% |
16.70
Feb 8 |
|
27.30
Jan 2 |
|
2017
Dec 31
|
27.10 | +5.04% |
25.50
May 12 |
|
40.10
Sep 27 |
|
Current CDS: 20.53. Last update: 21 Nov 2024 8:43 GMT+0 |
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