As of the latest update on 29 Sep 2020 22:00 GMT+0, the Singapore 5 Years Credit Default Swap (CDS) value stands at 25.56 basis points.
This metric is a crucial indicator used by investors to gauge the credit risk associated with Singapore sovereign debt.
This CDS value translates to an implied probability of default of 0.43%, 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 +40.13% during last week, +38.31% during last month, +18.39% during last year.
Current CDS value is close to 1 year maximum value
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | +40.13 % |
18.24
Sep 22, 2020
|
|
25.56
Sep 29, 2020
|
| 1 Month | +38.31 % |
15.36
Sep 14, 2020
|
|
25.56
Sep 29, 2020
|
| 6 Months | +3.78 % |
15.36
Sep 14, 2020
|
|
25.56
Sep 29, 2020
|
| 1 Year | +18.39 % |
15.36
Sep 14, 2020
|
|
26.49
Mar 20, 2020
|
|
Current CDS: 25.56 Last update 29 Sep 2020 22:00 GMT+0 |
Historical Data
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Historical Yearly Ranges
Singapore 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 |
|---|---|---|---|---|---|
|
2020
Sep 29
|
25.56 | +33.40% |
15.36
Sep 14 |
|
26.49
Mar 20 |
|
2019
Dec 31
|
19.16 | -17.59% |
17.65
Jul 26 |
|
25.63
Mar 27 |
|
2018
Dec 31
|
23.36 | +21.60% |
19.21
Jan 1 |
|
24.01
Jul 12 |
|
2017
Dec 29
|
19.21 | -67.42% |
19.21
Aug 14 |
|
58.97
Aug 11 |
|
2016
Dec 30
|
58.97 | 0.00% |
58.97
Jan 1 |
|
58.97
Dec 30 |
|
2015
Dec 31
|
58.97 | 0.00% |
58.97
Dec 15 |
|
58.97
Dec 31 |
|
Current CDS: 25.56. Last update: 29 Sep 2020 22:00 GMT+0 |
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