XLIT Credit Default Swaps

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XLIT Credit Default Swaps closed down 23.5 as of July 25, 2024 from 23.5 from the previous day, 23.5 last week and 24.5 last month.

XLIT Credit Default Swaps Analytics & Data




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XLIT Credit Default Swaps Historical Data

DateClose
2024-07-25 23.5
2024-07-24 23.5
2024-07-23 23.5
2024-07-22 23.5
2024-07-19 23.5
2024-07-18 23.5
2024-07-17 23.5
2024-07-16 23.25
2024-07-15 23.25
2024-07-12 23.25
2024-07-11 23.5
2024-07-10 23.25
2024-07-09 22.5
2024-07-08 22.5
2024-07-05 22.5
2024-07-04 22.5
2024-07-03 22.5
2024-07-02 23.5
2024-07-01 23.5
2024-06-28 23.5
2024-06-27 24.5
2024-06-26 23.5
2024-06-25 23.5
2024-06-24 23.5
2024-06-21 22
2024-06-20 23.5
2024-06-19 22
2024-06-18 23.5
2024-06-17 24.5
2024-06-14 23.5
2024-06-13 23.5
2024-06-12 23.5
2024-06-11 24.5
2024-06-10 23.5
2024-06-07 23.5
2024-06-06 23.5
2024-06-05 23.5
2024-06-04 24.5
2024-06-03 23.5
2024-05-31 23.5
2024-05-30 23.5
2024-05-29 24.5
2024-05-28 23.5
2024-05-24 23.5
2024-05-23 23.5
2024-05-22 23.5
2024-05-21 23.5
2024-05-20 23.5
2024-05-17 22
2024-05-16 23.5
2024-05-15 23.5
2024-05-14 23.5
2024-05-13 23.5
2024-05-10 23.5
2024-05-09 23.5
2024-05-08 23.5
2024-05-07 23.5
2024-05-03 23.5
2024-05-02 23.5
2024-05-01 23.5

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XLIT Credit Default Swaps Statistics

SecuritySymbolLastMomentumTrendOscillator1D%1W%1M%1Y%
XLIT Credit Default SwapsCDS.XLIT22.50-4.26-8.16-8.16

XLIT Credit Default Swaps Factors

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XLIT Credit Default Swaps Historical Data

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

What is the XLIT Credit Default Swaps

XLIT Credit Default Swaps are financial instruments that allow investors to hedge against the risk of default on a particular credit instrument, such as a bond or loan. Essentially, investors purchase a credit default swap as a form of insurance against the possibility that the issuer of the credit instrument will not be able to make payments as scheduled. In exchange for a premium payment, the seller of the credit default swap agrees to compensate the buyer in the event of a default. This can help investors manage their risk exposure and protect their investments in the event of a credit event.