As of the latest update on 21 Dec 2024 10:45 GMT+0, the South Africa 5 Years Credit Default Swap (CDS) value stands at 188.12 basis points.
This metric is a crucial indicator used by investors to gauge the credit risk associated with South Africa sovereign debt.
This CDS value translates to an implied probability of default of 3.14%, 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 +6.84% during last week, +2.62% during last month, -11.07% during last year.
If data are not all visible, swipe table left
| Period | Change | Min | Range | Max |
|---|---|---|---|---|
| 1 Week | +6.84 % |
176.07
Dec 14, 2024
|
|
188.12
Dec 21, 2024
|
| 1 Month | +2.62 % |
174.11
Dec 10, 2024
|
|
188.12
Dec 21, 2024
|
| 6 Months | -10.30 % |
174.11
Dec 10, 2024
|
|
219.79
Aug 7, 2024
|
| 1 Year | -11.07 % |
167.10
May 16, 2024
|
|
288.64
Jun 1, 2024
|
|
Current CDS: 188.12 Last update 21 Dec 2024 10:45 GMT+0 |
Historical Data
Data Source: from 10 Oct 2008 to 21 Dec 2024
The South Africa 5 Years Sovereign CDS reached a maximum value of 700.90 (24 October 2008) and a minimun yield of 106.00 (5 November 2010).
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Historical Yearly Ranges
Data Source: from 10 Oct 2008 to 21 Dec 2024
South Africa 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
Dec 21
|
188.12 | -7.68% |
167.10
May 16 |
|
288.64
Jun 1 |
|
2023
Dec 31
|
201.80 | -19.40% |
201.80
Dec 31 |
|
319.38
May 19 |
|
2022
Dec 30
|
250.51 | +25.47% |
192.80
Mar 17 |
|
376.57
Jul 14 |
|
2021
Dec 31
|
199.57 | -1.30% |
176.71
Jun 25 |
|
244.93
Nov 26 |
|
2020
Dec 31
|
202.20 | +24.70% |
157.78
Jan 8 |
|
492.47
Apr 3 |
|
2019
Dec 31
|
162.16 | -26.63% |
156.49
Jul 24 |
|
225.75
Jan 3 |
|
2018
Dec 31
|
221.05 | +40.08% |
137.35
Mar 9 |
|
254.28
Sep 5 |
|
2017
Dec 29
|
157.79 | -26.01% |
157.79
Dec 29 |
|
220.71
Apr 10 |
|
2016
Dec 30
|
213.21 | -35.64% |
212.10
Dec 14 |
|
388.89
Jan 20 |
|
2015
Dec 31
|
331.30 | +80.01% |
184.05
Jan 1 |
|
351.03
Dec 11 |
|
2014
Dec 31
|
184.05 | -9.45% |
152.07
Sep 4 |
|
238.58
Dec 16 |
|
2013
Dec 31
|
202.53 | +44.96% |
133.51
Jan 3 |
|
262.13
Jun 24 |
|
2012
Dec 31
|
143.83 | -27.41% |
123.13
Aug 6 |
|
216.95
Jan 5 |
|
2011
Dec 30
|
199.04 | +57.97% |
114.32
Apr 6 |
|
233.12
Nov 25 |
|
2010
Dec 31
|
126.00 | -10.16% |
106.00
Nov 5 |
|
200.50
May 21 |
|
2009
Dec 30
|
143.75 | -62.47% |
113.88
Oct 14 |
|
520.00
Mar 9 |
|
2008
Dec 30
|
383.00 | -15.90% |
250.45
Oct 14 |
|
700.90
Oct 24 |
|
Current CDS: 188.12. Last update: 21 Dec 2024 10:45 GMT+0 |
Back to South Africa Government Bonds - Yields Curve
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