AXA Credit Default Swaps

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AXA Credit Default Swaps closed down 76.88 as of February 4, 2025 from 77.38 from the previous day, 76.75 last week and 80.75 last month.

AXA Credit Default Swaps Analytics & Data




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AXA Credit Default Swaps Historical Data

Date Close
2025-02-04 76.875
2025-02-03 77.375
2025-01-31 76
2025-01-30 76.75
2025-01-29 77.25
2025-01-28 76.75
2025-01-27 78.5
2025-01-24 77.5
2025-01-23 77.5
2025-01-22 77.75
2025-01-21 78.5
2025-01-20 78.625
2025-01-17 77.75
2025-01-16 79.25
2025-01-15 79.75
2025-01-14 85.25
2025-01-13 86.75
2025-01-10 85
2025-01-09 84.5
2025-01-08 83.25
2025-01-07 80.75
2025-01-06 80.5
2025-01-03 83
2025-01-02 82.5
2024-12-31 84
2024-12-30 83.5
2024-12-27 82.5
2024-12-24 83
2024-12-23 83
2024-12-20 86
2024-12-19 83.75
2024-12-18 79.5
2024-12-17 80.75
2024-12-16 79
2024-12-13 79
2024-12-12 79
2024-12-11 79
2024-12-10 79.5
2024-12-09 79.5
2024-12-06 79.5
2024-12-05 82.5
2024-12-04 87.25
2024-12-03 89.5
2024-12-02 91.75
2024-11-29 89.5
2024-11-28 89.75
2024-11-27 92.25
2024-11-26 89.5
2024-11-25 88.25
2024-11-22 88
2024-11-21 85.25
2024-11-20 81.5
2024-11-19 80
2024-11-18 79.5
2024-11-15 80.5
2024-11-14 78.25
2024-11-13 78.75
2024-11-12 79.5
2024-11-11 78.25
2024-11-08 79.25

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AXA Credit Default Swaps Statistics

Security Symbol Last Momentum Trend Oscillator 1D% 1W% 1M% 1Y%
AXA Credit Default Swaps CDS.AXA 77.375 0.02 -0.01 -0.04 -0.05

AXA Credit Default Swaps Quantitative Analysis, Charts & Factors

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AXA Credit Default Swaps Historical Data

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

What is the AXA Credit Default Swaps

AXA credit default swaps are financial instruments that allow investors to protect themselves against the risk of a default on debt issued by AXA, a multinational insurance company. In a credit default swap, the buyer of the swap pays a premium to the seller in exchange for protection in the event that AXA fails to make payments on its debt obligations. If a default occurs, the seller of the swap is obligated to compensate the buyer for the loss. This type of derivative can be used as a form of insurance against credit risk and can provide investors with a way to hedge their exposure to potential losses.

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