As of the latest update on 21 Nov 2024 10:45 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.
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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
Nov 14, 2024
|
No change |
39.60
Nov 21, 2024
|
| 1 Month | 0.00 % |
39.60
Oct 21, 2024
|
No change |
39.60
Nov 21, 2024
|
| 6 Months | 0.00 % |
39.60
May 21, 2024
|
No change |
39.60
Nov 21, 2024
|
| 1 Year | 0.00 % |
39.60
Nov 21, 2023
|
No change |
39.60
Nov 21, 2024
|
|
Current CDS: 39.60 Last update 21 Nov 2024 10:45 GMT+0 |
Historical Data
Data Source: from 16 Apr 2017 to 21 Nov 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).
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Historical Yearly Ranges
Data Source: from 16 Apr 2017 to 21 Nov 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
Nov 21
|
39.60 | 0.00% |
39.60
Jan 1 |
|
39.60
Nov 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 Nov 2024 10:45 GMT+0 |
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