As of the latest update on 21 Dec 2024 12:43 GMT+0, the Egypt 5 Years Credit Default Swap (CDS) value stands at 566.95 basis points.
This metric is a crucial indicator used by investors to gauge the credit risk associated with Egypt sovereign debt.
This CDS value translates to an implied probability of default of 9.45%, 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 +5.81% during last week, -4.61% during last month, -50.94% during last year.
Current CDS value is close to 1 year minimum value
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | +5.81 % |
535.80
Dec 14, 2024
|
|
566.95
Dec 21, 2024
|
| 1 Month | -4.61 % |
514.55
Dec 7, 2024
|
|
594.66
Nov 22, 2024
|
| 6 Months | -10.34 % |
514.55
Dec 7, 2024
|
|
756.76
Aug 5, 2024
|
| 1 Year | -50.94 % |
514.55
Dec 7, 2024
|
|
1340.10
Jan 18, 2024
|
|
Current CDS: 566.95 Last update 21 Dec 2024 12:43 GMT+0 |
Historical Data
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Historical Yearly Ranges
Egypt 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 21
|
566.95 | -56.84% |
514.55
Dec 7 |
|
1340.10
Jan 18 |
|
2023
Dec 31
|
1142.10 | +110.45% |
542.70
Jan 4 |
|
1998.65
May 14 |
|
2022
Dec 30
|
542.70 | -59.26% |
542.70
Nov 8 |
|
1331.97
Oct 23 |
|
2021
|
not available | ||||
|
2020
Sep 29
|
439.25 | +59.73% |
248.47
Jan 21 |
|
650.00
Mar 25 |
|
2019
Dec 31
|
275.00 | -28.84% |
265.63
Sep 17 |
|
412.87
Jan 14 |
|
2018
Dec 31
|
386.43 | +24.07% |
252.98
Feb 27 |
|
390.29
Jun 19 |
|
2017
Dec 29
|
311.46 | -29.71% |
311.46
Dec 29 |
|
445.03
Jan 31 |
|
2016
Dec 30
|
440.87 | -1.36% |
438.70
Apr 20 |
|
514.53
Feb 29 |
|
2015
Dec 31
|
446.94 | -0.68% |
446.90
Dec 22 |
|
463.00
Dec 17 |
|
Current CDS: 566.95. Last update: 21 Dec 2024 12:43 GMT+0 |
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