As of the latest update on 21 Dec 2024 22:45 GMT+0, the Canada 5 Years Credit Default Swap (CDS) value stands at 39.60 basis points.
This metric is a crucial indicator used by investors to gauge the credit risk associated with Canada sovereign debt.
This CDS value translates to an implied probability of default of 0.66%, 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
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
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 +0% during last week, +0% during last month, +0% during last year.
If data are not all visible, swipe table left
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | 0.00 % |
39.60
Dec 14, 2024
|
No change |
39.60
Dec 21, 2024
|
| 1 Month | 0.00 % |
39.60
Nov 21, 2024
|
No change |
39.60
Dec 21, 2024
|
| 6 Months | 0.00 % |
39.60
Jun 21, 2024
|
No change |
39.60
Dec 21, 2024
|
| 1 Year | 0.00 % |
39.60
Dec 21, 2023
|
No change |
39.60
Dec 21, 2024
|
|
Current CDS: 39.60 Last update 21 Dec 2024 22:45 GMT+0 |
Historical Data
Data Source: from 16 Apr 2017 to 21 Dec 2024
The Canada 5 Years Sovereign CDS reached a maximum value of 83.43 (23 October 2022) and a minimun yield of 25.00 (5 November 2021).
Loading data
Please wait
Readings that may interest you
Historical Yearly Ranges
Data Source: from 16 Apr 2017 to 21 Dec 2024
Canada 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
Dec 21
|
39.60 | 0.00% |
39.60
Jan 1 |
|
39.60
Dec 21 |
|
2023
Dec 31
|
39.60 | +0.92% |
38.72
May 20 |
|
42.09
May 19 |
|
2022
Dec 31
|
39.24 | +32.12% |
29.70
Jan 1 |
|
83.43
Oct 23 |
|
2021
Dec 31
|
29.80 | -18.58% |
25.00
Nov 5 |
|
38.50
Nov 4 |
|
2020
Dec 31
|
36.60 | +22.82% |
29.80
Jan 1 |
|
36.70
Dec 29 |
|
2019
Dec 31
|
29.70 | -12.13% |
27.30
Jul 25 |
|
34.60
Mar 15 |
|
2018
Dec 31
|
33.80 | +20.28% |
26.50
Jan 17 |
|
34.20
Dec 19 |
|
2017
Dec 31
|
28.10 | -8.17% |
27.20
Jun 6 |
|
32.40
May 3 |
|
Current CDS: 39.60. Last update: 21 Dec 2024 22:45 GMT+0 |
Back to Canada Government Bonds - Yields Curve
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing