Credit & Financial Stressdaily
AAA Credit Spread
AAA-rated corporate bond OAS, flight-to-quality indicator.
The AAA Credit Spread is currently 35 bps, last updated .
35 bps
1W -5.41%1M +6.06%3M +2.94%
Updated 3h agoStatistical forecast 2026
Model-based central estimate, 68% and 95% confidence bands for AAA Credit Spread, blended across current macro regimes.
Start here
Financial conditions indexes are the Fed's dashboard. The Chicago Fed's NFCI blends over 100 inputs spanning equity volatility, credit spreads, funding stress, and leverage. Real yields across the TIPS curve reveal the true cost of capital after inflation, while liquidity measures (reverse repo, TGA, reserves) show whether the system is flush or stressed. Together they form the transmission belt from policy rate to real economy.
Updated 3h ago
Recent Data
Download CSV| Date | Value | Change |
|---|---|---|
| May 14, 2026 | 35 bps | +0.00% |
| May 13, 2026 | 35 bps | -2.78% |
| May 12, 2026 | 36 bps | -2.70% |
| May 11, 2026 | 37 bps | -2.63% |
| May 8, 2026 | 38 bps | +0.00% |
| May 7, 2026 | 38 bps | +2.70% |
| May 6, 2026 | 37 bps | +2.78% |
| May 5, 2026 | 36 bps | -2.70% |
| May 4, 2026 | 37 bps | +0.00% |
| May 1, 2026 | 37 bps | +0.00% |
| Apr 30, 2026 | 37 bps | +2.78% |
| Apr 29, 2026 | 36 bps | -2.70% |
| Apr 28, 2026 | 37 bps | +2.78% |
| Apr 27, 2026 | 36 bps | +0.00% |
| Apr 24, 2026 | 36 bps | +2.86% |
| Apr 23, 2026 | 35 bps | +6.06% |
| Apr 22, 2026 | 33 bps | -2.94% |
| Apr 21, 2026 | 34 bps | +0.00% |
| Apr 20, 2026 | 34 bps | +3.03% |
| Apr 17, 2026 | 33 bps | +0.00% |
| Apr 16, 2026 | 33 bps | +0.00% |
| Apr 15, 2026 | 33 bps | +0.00% |
| Apr 14, 2026 | 33 bps | -2.94% |
| Apr 13, 2026 | 34 bps | — |
Related in Credit & Financial Stress
HY Credit Spread (OAS)
ICE BofA High Yield Option-Adjusted Spread, the market's price of default risk.
IG Credit Spread (OAS)
ICE BofA Investment Grade OAS, credit stress in high-quality corporate bonds.
HY Effective Yield
HY corporate bond effective yield, total return required by junk bond investors.
IG Effective Yield
IG corporate bond effective yield, cost of investment-grade corporate borrowing.
Explore Further
Forecast 2026
AAA Credit Spread Outlook
Scenario-weighted forecast using regime implied approach.
Comparison
BBB vs AAA Credit Spread
BBB OAS was approximately 100 basis points in April 2026; AAA OAS was approximately 40 basis points. The BBB-AAA spread ...
Category
All Financial Conditions Data
NFCI, ANFCI, financial stress indexes, credit spreads, liquidity plumbing, and real yields across the TIPS curve. The co...
Frequently Asked Questions
▶What is AAA Credit Spread?
AAA-rated corporate bond OAS, flight-to-quality indicator.
▶How does AAA Credit Spread relate to credit & financial stress?
AAA Credit Spread is part of the Credit & Financial Stress category. Financial conditions indexes are the Fed's dashboard. The Chicago Fed's NFCI blends over 100 inputs spanning equity volatility, credit spreads, funding stress, and leverage. Real yields across the TIPS curve reveal the true cost of capital after inflation, while liquidity measures (reverse repo, TGA, reserves) show whether the system is flush or stressed. Together they form the transmission belt from policy rate to real economy.
▶How often is AAA Credit Spread updated?
AAA Credit Spread is updated once per day after market close. Each metric page on Convex shows the exact time of the last data update and provides historical data going back up to five years.
▶Where does Convex source AAA Credit Spread data?
Convex sources AAA Credit Spread data from the Federal Reserve Economic Data (FRED) API, maintained by the Federal Reserve Bank of St. Louis. Data is fetched automatically and displayed alongside interactive charts, AI analysis, and historical context.
▶What can I do on the AAA Credit Spread chart page?
The AAA Credit Spread page includes an interactive chart with selectable time ranges (1 month to 5 years), percentage changes over multiple timeframes, a table of recent readings, AI-generated analysis, and links to related metrics and comparisons.
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Data sourced from FRED, CoinGecko, CBOE, CFTC, and EIA. Updated daily. This page is for informational purposes only and does not constitute financial advice.