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MICROSOFT CORP — bond-implied CDS

Name: MICROSOFT CORP bond-implied CDS curve (Basisline)
Creator: Basisline

model-implied, not traded · recovery 40% · as of 2026-10-05 · published

47.4 bp

-14.5 bp 1d Δ 5Y

Par CDS curve (ISDA convention, bp)

tenor	spread
1Y	35.6
2Y	35.6
3Y	37.1
5Y	47.4
7Y	65.2
10Y	90.9

5Y spread — last 30 sessions

indexed to 100 at the 2026-09-30 methodology change — not comparable with the prior epoch · strip-era range 47.4–50.8 bp · latest 49.3 bp

5Y spread — trailing year

indexed to 100 at the 2026-09-30 methodology change — not comparable with the prior epoch · strip-era range 47.4–50.8 bp · latest 49.3 bp

History regime. legacy_flat discounting (flat SOFR at each date) through 2026-09-29; futures-strip curve from 2026-09-30 (3 of 253 days). These are different discount curves - do not compare levels across the break

Get this as JSON

curl -s https://basisline.xyz/v1/curves/msft/latest.json

Free JSON plane: /v1/index.json · latest.json · history · API reference

Cite this:
Basisline (2026). MICROSOFT CORP bond-implied CDS, 5Y = 47.4 bp as of 2026-10-05. https://basisline.xyz/spreads/msft.html

Method. Daily public bond prints are cleaned (de-duplicated, volume-floored, outlier-guarded), Z-spreads are solved against a SOFR discount curve, and a piecewise-flat hazard curve is bootstrapped on the 1–10Y CDS tenor grid; par spreads are priced under ISDA conventions with a 40% recovery assumption. These are model-implied spreads from bond markets, not traded CDS quotes. Full method: /methodology.html.

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