China Credit Default Swaps


China Credit Default Swaps closed up 63.75 as of November 22, 2024 from 63.13 from the previous day, 63.5 last week and 63 last month.

China Credit Default Swaps Analytics & Data




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China Credit Default Swaps Historical Data

Date Close
2024-11-22 63.75
2024-11-21 63.125
2024-11-20 63.5
2024-11-19 64.25
2024-11-18 64
2024-11-15 63.5
2024-11-14 62.75
2024-11-13 63.375
2024-11-12 62.25
2024-11-11 62.25
2024-11-08 62.125
2024-11-07 62.25
2024-11-06 64.75
2024-11-05 66.5
2024-11-04 65.75
2024-11-01 65.5
2024-10-31 64
2024-10-30 63.25
2024-10-29 63
2024-10-28 63.25
2024-10-25 63
2024-10-24 64
2024-10-23 65.5
2024-10-22 64.5
2024-10-21 63
2024-10-18 63.125
2024-10-17 63
2024-10-16 64
2024-10-15 62.5
2024-10-14 62.5
2024-10-11 62.5
2024-10-10 62.5
2024-10-09 62.75
2024-10-08 62.75
2024-10-07 61.5
2024-10-04 62
2024-10-03 62
2024-10-02 61
2024-10-01 60.5
2024-09-30 59.5
2024-09-27 58.875
2024-09-26 59.25
2024-09-25 60.375
2024-09-24 61
2024-09-23 62
2024-09-20 61
2024-09-19 56.75
2024-09-18 58.25
2024-09-17 58.125
2024-09-16 58.5
2024-09-13 59.25
2024-09-12 60.5
2024-09-11 63
2024-09-10 60.75
2024-09-09 61
2024-09-06 60.25
2024-09-05 59.5
2024-09-04 59.25
2024-09-03 59.25
2024-09-02 58

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China Credit Default Swaps Statistics

Security Symbol Last Momentum Trend Oscillator 1D% 1W% 1M% 1Y%
China Credit Default Swaps CDS.China 63.375 0.02 -0.02 -0.01 -0.02

China Credit Default Swaps Quantitative Analysis, Charts & Factors

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China Credit Default Swaps Historical Data

The MacroVar database offers free access to historical data for the China Credit Default Swaps, dating back to 1950. This extensive dataset is readily available through MacroVar versatile platforms, including a user-friendly web interface, a robust Python API, and convenient Excel integration. By leveraging these tools, users can efficiently retrieve and analyze decades of China Credit Default Swaps data, supporting a wide range of research, financial analysis, and decision-making processes.

What is the China Credit Default Swaps

China Credit Default Swaps (CDS) are financial instruments that allow investors to hedge against the risk of default on Chinese debt. Essentially, a CDS is a type of insurance contract that pays out in the event of a credit event, such as a default or bankruptcy. By purchasing a CDS on Chinese debt, investors can protect themselves from potential losses if the issuer of the debt is unable to meet its financial obligations. CDS can also be used as a speculative tool, allowing investors to bet on the creditworthiness of Chinese companies or the overall Chinese economy. However, CDS can be complex instruments and carry their own risks, so investors should carefully consider their investment goals and risk tolerance before trading in these derivatives.

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