Aviva Credit Default Swaps

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Aviva Credit Default Swaps closed up 97.75 as of December 19, 2024 from 94.5 from the previous day, 93 last week and 101 last month.

Aviva Credit Default Swaps Analytics & Data




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Aviva Credit Default Swaps Historical Data

Date Close
2024-12-19 97.75
2024-12-18 94.5
2024-12-17 94.5
2024-12-16 94
2024-12-13 94.5
2024-12-12 93
2024-12-11 93.5
2024-12-10 94
2024-12-09 93.75
2024-12-06 93.25
2024-12-05 94.75
2024-12-04 97.5
2024-12-03 99
2024-12-02 100.75
2024-11-29 100
2024-11-28 99.5
2024-11-27 100.5
2024-11-26 99.75
2024-11-25 98.25
2024-11-22 100.75
2024-11-21 101
2024-11-20 99
2024-11-19 96.75
2024-11-18 96.5
2024-11-15 97
2024-11-14 95
2024-11-13 95.5
2024-11-12 96
2024-11-11 94.75
2024-11-08 96.5
2024-11-07 97
2024-11-06 99.255
2024-11-05 103.5
2024-11-04 103.5
2024-11-01 101.755
2024-10-31 104.5
2024-10-30 101.25
2024-10-29 100.75
2024-10-28 100.75
2024-10-25 102
2024-10-24 103
2024-10-23 104
2024-10-22 104
2024-10-21 101.75
2024-10-18 100.5
2024-10-17 100.5
2024-10-16 102.5
2024-10-15 102.75
2024-10-14 103.25
2024-10-11 104.25
2024-10-10 105
2024-10-09 106
2024-10-08 106
2024-10-07 105.5
2024-10-04 106
2024-10-03 108
2024-10-02 110
2024-10-01 111.3
2024-09-30 110
2024-09-27 109.25

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Aviva Credit Default Swaps Statistics

Security Symbol Last Momentum Trend Oscillator 1D% 1W% 1M% 1Y%
Aviva Credit Default Swaps CDS.AVIVA 94 -0.01 0 -0.03 -0.21

Aviva Credit Default Swaps Quantitative Analysis, Charts & Factors

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Aviva Credit Default Swaps Historical Data

The MacroVar database offers free access to historical data for the Aviva 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 Aviva Credit Default Swaps data, supporting a wide range of research, financial analysis, and decision-making processes.

What is the Aviva Credit Default Swaps

Aviva Credit Default Swaps are financial instruments that allow investors to hedge against the risk of a default on a specific debt obligation. In essence, they are contracts where one party agrees to pay the other party a premium in exchange for protection against the default of a particular entity's debt. If the entity does not default, the party selling the credit default swap keeps the premium as profit. However, if the entity does default, the party selling the credit default swap must compensate the buyer for their losses. Aviva Credit Default Swaps can be a valuable tool for investors looking to mitigate their exposure to credit risk in their investment portfolios.

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