Graph and download economic data for Treasury Yield: 36 Month CD <100M (TY36MCD) from Apr 2021 to Oct 2025 about 3-year, CD, Treasury, yield, interest rate, interest, rate, and USA.

Graph and download economic data for Treasury Yield: 12 Month CD <100M (TY12MCD) from Apr 2021 to Oct 2025 about CD, 1-year, Treasury, yield, interest rate, interest, rate, and USA.

Graph and download economic data for Treasury Yield: 60 Month CD <100M (TY60MCD) from Apr 2021 to Nov 2025 about CD, Treasury, yield, 5-year, interest rate, interest, rate, and USA.

View monthly updates and historical trends for US 5-Year CD Treasury Yield. from United States. Source: Federal Deposit Insurance Corporation. Track econo…

Graph and download economic data for Treasury Yield: 3 Month CD <100M (TY3MCD) from Apr 2021 to Nov 2025 about CD, 3-month, Treasury, yield, interest rate, interest, rate, and USA.

View monthly updates and historical trends for US 1-Month CD Treasury Yield. from United States. Source: Federal Deposit Insurance Corporation. Track econ…

12-Month CD Treasury Yield - Historical chart and current data through 2025.

Graph and download economic data for Treasury Yield: 1 Month CD <100M (TY1MCD) from Apr 2021 to Oct 2025 about CD, 1-month, Treasury, yield, interest rate, interest, rate, and USA.

Graph and download economic data for Treasury Yield: 24 Month CD <100M (TY24MCD) from Apr 2021 to Nov 2025 about CD, 2-year, Treasury, yield, interest rate, interest, rate, and USA.

The yield on France 10Y Bond Yield rose to 3.49% on December 1, 2025, marking a 0.07 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.04 points and is 0.57 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. France 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on December of 2025.

Graph and download economic data for Treasury Yield: 6 Month CD <100M (TY6MCD) from Apr 2021 to Nov 2025 about CD, 6-month, Treasury, yield, interest rate, interest, rate, and USA.

Credit Default Swap Index Market Outlook

According to our latest research, the global Credit Default Swap Index market size reached USD 3.2 billion in 2024, driven by increasing demand for sophisticated risk management tools among institutional investors. The market is experiencing a robust growth trajectory, with a CAGR of 8.1% projected during the forecast period. By 2033, the Credit Default Swap Index market is anticipated to achieve a value of approximately USD 6.2 billion. This growth is primarily fueled by the rising need for credit risk mitigation, a surge in trading volumes, and the expansion of electronic trading platforms, which have collectively enhanced market accessibility and liquidity.

One of the primary growth factors for the Credit Default Swap Index market is the increasing complexity of global credit markets. As financial instruments and corporate debt structures become more intricate, institutional investors and financial intermediaries are turning to Credit Default Swap Indices as essential tools for managing portfolio risk and extracting credit exposure efficiently. These indices allow participants to hedge against systemic credit events, thereby providing a cost-effective and scalable solution for risk transfer. The growing awareness of credit risk, especially in volatile economic environments, is compelling market participants to integrate CDS indices into their risk management frameworks, further stimulating market growth.

Technological advancements and regulatory reforms have also played a pivotal role in shaping the Credit Default Swap Index market. The transition from over-the-counter (OTC) bilateral trading to centralized clearing and electronic platforms has significantly improved transparency, reduced counterparty risk, and enhanced operational efficiency. Regulatory mandates, such as those introduced under the Dodd-Frank Act in the United States and EMIR in Europe, have encouraged greater adoption of CDS indices by increasing trust and standardization in the marketplace. Additionally, the proliferation of advanced analytics and algorithmic trading tools has enabled more sophisticated strategies, attracting a broader array of market participants and further deepening liquidity.

Another significant driver is the diversification of end-users and applications. While banks and hedge funds have traditionally dominated the Credit Default Swap Index market, there is a notable uptick in participation from asset management firms, insurance companies, and even corporate treasuries. These entities are leveraging CDS indices not only for hedging and speculation but also for arbitrage and capital optimization strategies. The evolving landscape of credit exposures, coupled with the need for efficient capital allocation under stricter regulatory capital requirements, is prompting a wider adoption of these indices across various financial sectors.

From a regional perspective, North America and Europe are the leading hubs for Credit Default Swap Index activity, accounting for the majority of global trading volumes and innovation in product structuring. However, Asia Pacific is emerging as a high-growth region, driven by financial market liberalization, increased corporate bond issuance, and growing sophistication among institutional investors. Meanwhile, regions such as Latin America and the Middle East & Africa are gradually gaining traction, supported by regulatory reforms and the entry of global financial institutions into local markets. This regional diversification is expected to contribute substantially to the market’s expansion over the next decade.

Product Type Analysis

The Credit Default Swap Index market is segmented by product type into Single-Name CDS Index and Multi-Name CDS Index. The Single-Name CDS Index segment primarily caters to investors seeking exposure to the credit risk of individual corporate or sovereign entities. This segment is characterized by its use in highly targeted hedging strategies, allowing market participants to isolate and manage specific credit events. Single-name indices are particularly valuable for managing idiosyncratic risk, and their popularity has grown as investors look for precision in credit risk management amid rising corporate defaults and credit downgrades. The breadth of available single-name indices has expanded in recent years, encompassing a diverse range of issuers across sectors and geographi

ABSTRACT This paper investigates the drivers of long term real interest rates in Brazil. It is shown that long term yield on inflation linked bonds are driven by yields on 10 year interest rates of United States (US) government bonds and 10 year risk premium, as measured by the Credit Default Swap (CDS). Long term interest rates in Brazil were on a downward trend, following US real rates and stable risk premium, until the taper tantrum in the first half of 2013. From then onwards, real interest rates rose due to the increase in US real rates in anticipation of the beginning of monetary policy normalization and, more recently, due to a sharp increase in Brazilian risk premium. Policy interest rates do not significantly affect long term real interest rates.

The yield on Israel 10Y Bond Yield rose to 3.96% on December 2, 2025, marking a 0.02 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.05 points, though it remains 0.61 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Israel 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on December of 2025.

Graph and download economic data for Treasury Yield: Rate Cap Adjusted: 48 Month CD <100M (TYRCA48MCD) from Feb 2023 to Oct 2025 about 4-years, CD, adjusted, Treasury, yield, interest rate, interest, rate, and USA.

View monthly updates and historical trends for US Liabilities to Latin America: Negotiable CDs. from United States. Source: Department of the Treasury. Tr…

View monthly updates and historical trends for US Liabilities to Guatemala: Negotiable CDs. from United States. Source: Department of the Treasury. Track …

Graph and download economic data for Treasury Yield: Rate Cap Adjusted: 12 Month CD <100M (TYRCA12MCD) from Apr 2021 to Nov 2025 about CD, 1-year, adjusted, Treasury, yield, interest rate, interest, rate, and USA.

View monthly updates and historical trends for US Liabilities to Switzerland: Negotiable CDs. from United States. Source: Department of the Treasury. Trac…

View monthly updates and historical trends for US 3-Month CD Treasury Yield. from United States. Source: Federal Deposit Insurance Corporation. Track econ…