5-year U.S. credit default swap spread jumps 14 basis points to 82 bps

The move, cited from ICE Data Services, signals markets are assigning higher sovereign risk to U.S. government debt long treated as the global risk-free benchmark.

Summary

The 5-year U.S. credit default swap spread rose by as much as 14 basis points to 82 basis points a year, based on ICE Data Services figures. The jump indicates traders are demanding more protection against potential U.S. sovereign credit stress, pushing more perceived risk into debt markets anchored by Treasuries, which are often treated as the world's risk-free rate.

Terms & Concepts
  • credit default swap spread: Cost of insuring against default
  • basis points: One-hundredths of a percentage point
  • sovereign risk: Chance a national government cannot pay