As of the latest update on 22 Dec 2024 2:45 GMT+0, the Australia 5 Years Credit Default Swap (CDS) value stands at 10.21 basis points.
This metric is a crucial indicator used by investors to gauge the credit risk associated with Australia sovereign debt.
This CDS value translates to an implied probability of default of 0.17%, 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 +0.79% during last week, -16.24% during last month, -42.05% during last year.
Current CDS value is close to 1 year minimum value
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | +0.79 % |
10.08
Dec 18, 2024
|
|
10.21
Dec 22, 2024
|
| 1 Month | -16.24 % |
10.07
Dec 6, 2024
|
|
12.22
Nov 26, 2024
|
| 6 Months | -21.76 % |
10.07
Dec 6, 2024
|
|
13.94
Sep 25, 2024
|
| 1 Year | -42.05 % |
10.07
Dec 6, 2024
|
|
17.69
Dec 28, 2023
|
|
Current CDS: 10.21 Last update 22 Dec 2024 2:45 GMT+0 |
Historical Data
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Historical Yearly Ranges
Australia 5 Years CDS: historic value range for every year.
A red candlestick means that value variation is positive in the year.
| Year | CDS | Change | Min | Range | Max |
|---|---|---|---|---|---|
|
2024
Dec 22
|
10.21 | -34.89% |
10.07
Dec 6 |
|
16.45
Apr 15 |
|
2023
Dec 31
|
15.68 | -55.48% |
15.68
Dec 31 |
|
35.33
Jan 4 |
|
2022
Dec 31
|
35.22 | +144.92% |
14.23
Jan 19 |
|
35.91
Nov 3 |
|
2021
Dec 31
|
14.40 | -0.76% |
14.34
Nov 30 |
|
16.86
Mar 23 |
|
2020
Dec 31
|
14.51 | -18.12% |
12.17
Sep 3 |
|
51.39
Mar 23 |
|
2019
Dec 31
|
17.70 | -28.48% |
16.18
Mar 12 |
|
27.84
Jan 3 |
|
2018
Dec 31
|
24.72 | +37.79% |
16.80
May 31 |
|
24.72
Dec 31 |
|
Current CDS: 10.21. Last update: 22 Dec 2024 2:45 GMT+0 |
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