Credit & Financial Stress
Credit spreads, financial stress indexes, and default risk indicators. Monitor high-yield spreads, the TED spread, and systemic risk gauges in real time.
Credit markets are often the first to signal trouble. Widening high-yield spreads and rising financial stress indexes have historically led equity drawdowns by weeks or months. Tracking these gauges helps identify when risk appetite is contracting and defensive positioning is warranted.
Data as of · 24 metrics with live data
HY Credit Spread (OAS)
dailyICE BofA High Yield Option-Adjusted Spread, the market's price of default risk.
IG Credit Spread (OAS)
dailyICE BofA Investment Grade OAS, credit stress in high-quality corporate bonds.
HY Effective Yield
dailyHY corporate bond effective yield, total return required by junk bond investors.
IG Effective Yield
dailyIG corporate bond effective yield, cost of investment-grade corporate borrowing.
BBB Credit Spread
dailyBBB-rated corporate bond OAS, the lowest rung of investment grade.
AAA Credit Spread
dailyAAA-rated corporate bond OAS, flight-to-quality indicator.
Aaa-10Y Treasury Spread
dailyMoody's Aaa corporate minus 10Y Treasury, credit risk premium for top-rated corporates.
Baa-10Y Treasury Spread
dailyMoody's Baa minus 10Y Treasury, a wider measure of corporate credit risk.
Financial Conditions (NFCI)
weeklyChicago Fed National Financial Conditions Index, positive = tighter than average.
Adjusted NFCI
weeklyNFCI adjusted for prevailing economic conditions, isolates financial stress from the cycle.
Financial Stress Index (StL)
weeklySt. Louis Fed Financial Stress Index, below zero = below-average stress.
SLOOS: C&I Loan Tightening
quarterlySenior Loan Officer Survey, net % of banks tightening standards on C&I loans.
SLOOS: Credit Card Tightening
quarterlyNet % of banks tightening credit card lending standards.
Credit Card Delinquency Rate
quarterlyDelinquency rate on credit card loans, consumer stress indicator.
Moody's Aaa Corporate Yield
dailyMoody's seasoned Aaa corporate bond yield, the deepest historical US investment-grade series.
Moody's Baa Corporate Yield
dailyMoody's seasoned Baa corporate bond yield, the classic lowest-rung investment-grade benchmark.
AA Corporate OAS
dailyICE BofA AA-rated corporate option-adjusted spread, the tightest rung of true investment-grade credit.
A Corporate OAS
dailyICE BofA single-A corporate OAS, the core of the investment-grade index by market weight.
7-10Y Corporate OAS
dailyICE BofA 7 to 10 year corporate OAS, tenor-matched duration component of the IG complex.
BB HY OAS
dailyICE BofA BB-rated high-yield OAS, the highest-quality junk bond tier.
Single-B HY OAS
dailyICE BofA single-B high-yield OAS, the mid-tier junk bond cohort.
CCC & Lower HY OAS
dailyICE BofA CCC & lower HY OAS, the distressed end of credit that spikes hardest in crises.
High Yield Credit (HYG)
dailyiShares iBoxx High Yield Corporate Bond ETF.
IG Credit (LQD)
dailyiShares iBoxx Investment Grade Corporate Bond ETF.
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Data sourced from FRED, CoinGecko, CBOE, CFTC, and EIA. Updated at varying frequencies. This page is for informational purposes only and does not constitute financial advice.