RBS Credit Default Swaps

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RBS Credit Default Swaps closed up 54 as of July 25, 2024 from 53.5 from the previous day, 52.75 last week and 60.25 last month.

RBS Credit Default Swaps Analytics & Data




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RBS Credit Default Swaps Historical Data

DateClose
2024-07-25 54
2024-07-24 53.5
2024-07-23 52.25
2024-07-22 52.5
2024-07-19 54
2024-07-18 52.75
2024-07-17 52.75
2024-07-16 51.75
2024-07-15 51.25
2024-07-12 51.5
2024-07-11 52
2024-07-10 53.25
2024-07-09 53
2024-07-08 53.5
2024-07-05 54.75
2024-07-04 55.75
2024-07-03 56.75
2024-07-02 57.75
2024-07-01 57.5
2024-06-28 60
2024-06-27 60.25
2024-06-26 60
2024-06-25 58.5
2024-06-24 57.75
2024-06-21 61
2024-06-20 60
2024-06-19 60
2024-06-18 58.75
2024-06-17 59.5
2024-06-14 59.25
2024-06-13 55.75
2024-06-12 54.25
2024-06-11 55.75
2024-06-10 54
2024-06-07 53
2024-06-06 53.5
2024-06-05 53.5
2024-06-04 53.75
2024-06-03 53.75
2024-05-31 53.75
2024-05-30 54
2024-05-29 53.25
2024-05-28 53.75
2024-05-24 53.75
2024-05-23 53.75
2024-05-22 53.75
2024-05-21 53.75
2024-05-20 54
2024-05-17 54
2024-05-16 54
2024-05-15 54.25
2024-05-14 54.5
2024-05-13 54.5
2024-05-10 54.5
2024-05-09 55
2024-05-08 55
2024-05-07 54.5
2024-05-03 56.5
2024-05-02 57
2024-05-01 58

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RBS Credit Default Swaps Statistics

SecuritySymbolLastMomentumTrendOscillator1D%1W%1M%1Y%
RBS Credit Default SwapsCDS.RBS53-0.94-8.22-4.93-43.92

RBS Credit Default Swaps Factors

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RBS Credit Default Swaps Historical Data

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

What is the RBS Credit Default Swaps

RBS Credit Default Swaps are financial instruments that allow investors to protect themselves against the risk of default on debt securities issued by the Royal Bank of Scotland (RBS). These swaps work by transferring the risk of default from the holder of the debt securities to a third party, typically a financial institution or insurance company. In exchange for a fee, the third party agrees to compensate the investor in the event of a default by RBS. This provides investors with a level of security and peace of mind, as they can hedge against the potential loss of their investment in RBS debt securities.