As of the latest update on 23 Oct 2022 19:39 GMT+0, the Hong Kong 5 Years Credit Default Swap (CDS) value stands at 36.20 basis points.
This metric is a crucial indicator used by investors to gauge the credit risk associated with Hong Kong sovereign debt.
This CDS value translates to an implied probability of default of 0.60%, 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, +13.84% during last year.
Current CDS value is close to 1 year maximum value
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | 0.00 % |
36.20
Oct 16, 2022
|
No change |
36.20
Oct 23, 2022
|
| 1 Month | 0.00 % |
36.20
Sep 23, 2022
|
No change |
36.20
Oct 23, 2022
|
| 6 Months | +7.74 % |
26.00
Jul 7, 2022
|
|
36.20
Oct 23, 2022
|
| 1 Year | +13.84 % |
26.00
Jan 15, 2022
|
|
36.50
Mar 21, 2022
|
|
Current CDS: 36.20 Last update 23 Oct 2022 19:39 GMT+0 |
Historical Data
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Historical Yearly Ranges
Hong Kong 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 |
|---|---|---|---|---|---|
|
2022
Oct 23
|
36.20 | +35.07% |
26.00
Jan 15 |
|
36.50
Mar 21 |
|
2021
Dec 31
|
27.00 | -36.17% |
27.00
Dec 31 |
|
42.30
Jan 8 |
|
2020
Dec 31
|
42.30 | +8.46% |
34.70
Feb 27 |
|
45.80
Aug 4 |
|
2019
Dec 31
|
39.00 | +4.84% |
30.10
Aug 21 |
|
39.00
Dec 31 |
|
2018
Dec 31
|
37.30 | +8.12% |
23.60
Jan 19 |
|
37.40
Dec 27 |
|
2017
Dec 31
|
34.50 | -12.66% |
29.80
Sep 19 |
|
40.50
Jun 2 |
|
Current CDS: 36.20. Last update: 23 Oct 2022 19:39 GMT+0 |
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