As of the latest update on 23 Oct 2022 19:39 GMT+0, the New Zealand 5 Years Credit Default Swap (CDS) value stands at 21.40 basis points.
This metric is a crucial indicator used by investors to gauge the credit risk associated with New Zealand sovereign debt.
This CDS value translates to an implied probability of default of 0.36%, 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, +36.31% during last year.
If data are not all visible, swipe table left
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | 0.00 % |
21.40
Oct 16, 2022
|
No change |
21.40
Oct 23, 2022
|
| 1 Month | 0.00 % |
21.40
Sep 23, 2022
|
No change |
21.40
Oct 23, 2022
|
| 6 Months | +17.58 % |
18.20
Apr 23, 2022
|
|
26.00
Jul 7, 2022
|
| 1 Year | +36.31 % |
14.00
Dec 31, 2021
|
|
26.00
Jul 7, 2022
|
|
Current CDS: 21.40 Last update 23 Oct 2022 19:39 GMT+0 |
Historical Data
Data Source: from 16 Apr 2017 to 23 Oct 2022
The New Zealand 5 Years Sovereign CDS reached a maximum value of 55.60 (24 March 2020) and a minimun yield of 12.90 (25 January 2018).
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Historical Yearly Ranges
Data Source: from 16 Apr 2017 to 23 Oct 2022
New Zealand 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 |
|---|---|---|---|---|---|
|
2022
Oct 23
|
21.40 | +52.86% |
14.00
Jan 1 |
|
26.00
Jul 7 |
|
2021
Dec 31
|
14.00 | +0.72% |
13.90
Jan 1 |
|
16.70
Sep 24 |
|
2020
Dec 31
|
13.90 | -13.66% |
13.90
Dec 17 |
|
55.60
Mar 24 |
|
2019
Dec 31
|
16.10 | -36.36% |
15.00
Mar 19 |
|
28.40
Jan 4 |
|
2018
Dec 31
|
25.30 | +61.15% |
12.90
Jan 25 |
|
25.60
Dec 27 |
|
2017
Dec 31
|
15.70 | -36.18% |
15.10
Dec 29 |
|
25.50
Apr 19 |
|
Current CDS: 21.40. Last update: 23 Oct 2022 19:39 GMT+0 |
Back to New Zealand Government Bonds - Yields Curve
The first official book of
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