JP Morgan (JPM) Credit Default Swaps

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JP Morgan (JPM) Credit Default Swaps closed up 43 as of January 13, 2025 from 42.5 from the previous day, 42 last week and 41 last month.

JP Morgan (JPM) Credit Default Swaps Analytics & Data




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JP Morgan (JPM) Credit Default Swaps Historical Data

Date Close
2025-01-13 43
2025-01-10 42.5
2025-01-09 41.5
2025-01-08 42.5
2025-01-07 41.75
2025-01-06 42
2025-01-03 42.5
2025-01-02 42.5
2024-12-31 42.5
2024-12-30 43.5
2024-12-27 42.5
2024-12-24 43
2024-12-23 43
2024-12-20 42.5
2024-12-19 43.5
2024-12-18 41
2024-12-17 41
2024-12-16 40.5
2024-12-13 41
2024-12-12 41
2024-12-11 41
2024-12-10 41
2024-12-09 41
2024-12-06 41
2024-12-05 41
2024-12-04 41.5
2024-12-03 41.5
2024-12-02 41.5
2024-11-29 41.5
2024-11-28 41.5
2024-11-27 41
2024-11-26 41.25
2024-11-25 41.25
2024-11-22 41.5
2024-11-21 41.5
2024-11-20 41.75
2024-11-19 41.75
2024-11-18 41
2024-11-15 41
2024-11-14 39.5
2024-11-13 39.5
2024-11-12 39.75
2024-11-11 40
2024-11-08 40
2024-11-07 40.25
2024-11-06 41
2024-11-05 44.75
2024-11-04 45
2024-11-01 45
2024-10-31 45
2024-10-30 44.5
2024-10-29 44.25
2024-10-28 43
2024-10-25 43.75
2024-10-24 44.5
2024-10-23 43.75
2024-10-22 43.5
2024-10-21 42.5
2024-10-18 42
2024-10-17 42

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JP Morgan (JPM) Credit Default Swaps Statistics

Security Symbol Last Momentum Trend Oscillator 1D% 1W% 1M% 1Y%
JP Morgan (JPM) Credit Default Swaps CDS.JPM 43 0.01 0.02 0.05 -0.08

JP Morgan (JPM) Credit Default Swaps Quantitative Analysis, Charts & Factors

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JP Morgan (JPM) Credit Default Swaps Historical Data

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

What is the JP Morgan (JPM) Credit Default Swaps

JP Morgan (JPM) Credit Default Swaps are financial instruments that allow investors to protect themselves against the risk of default on debt securities issued by JP Morgan. In simple terms, a credit default swap is a type of insurance contract that pays out in the event that the borrower (in this case, JP Morgan) defaults on their debt obligations. By purchasing credit default swaps, investors can effectively hedge their exposure to JP Morgan's credit risk, providing a level of protection in case the bank experiences financial distress. These instruments are commonly used by institutional investors and financial institutions to manage risk in their investment portfolios.

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