๐Ÿฆ Fixed Income Credit Monitor

Credit Spreads by Rating Category & Market
Data as of: 2026-06-02
Proxy Estimate
FRED API Series: BAMLC0A0CM (IG), BAMLH0A0HYM2 (HY) | Historical: 20-year averages

๐ŸŒ Credit Spreads by Market

IG vs HY Credit Spreads (Current vs Historical)
Source: Federal Reserve Economic Data (FRED)
Spread Z-Scores by Market
Source: FRED data vs 20-year historical averages

๐Ÿ“Š Credit Spreads by Rating Category

Current Spread by Rating Category
Source: ICE BofA US High Yield Index by Rating
Rating Z-Scores vs History
Source: FRED data vs 20-year historical averages

๐Ÿ“‹ Credit Spread Summary

Market/Rating Current Spread 1M Change 3M Change 1Y Change Hist. Avg Z-Score Status Data Source As Of
Global Investment Grade (US Proxy) 124bp N/A N/A N/A 155bp -0.6ฯƒ Tight Proxy (ETF-based estimate) + estimate 2026-06-02
Global High Yield (US Proxy) 519bp N/A N/A N/A 520bp -0.0ฯƒ Average Proxy (ETF-based estimate) + estimate 2026-06-02
US Investment Grade 118bp N/A N/A N/A 145bp -0.6ฯƒ Tight Proxy (ETF-based estimate) 2026-06-02
US High Yield 481bp N/A N/A N/A 485bp -0.0ฯƒ Average Proxy (ETF-based estimate) 2026-06-02
Europe Investment Grade (est.) 135bp N/A N/A N/A 165bp -0.5ฯƒ Tight Estimated from US spreads 2026-06-02
Europe High Yield (est.) 538bp N/A N/A N/A 540bp -0.0ฯƒ Average Estimated from US spreads 2026-06-02

Data sources: Federal Reserve Economic Data (FRED) - ICE BofA Indices

Spreads are option-adjusted spreads (OAS) over Treasuries | Historical: 20-year averages (2005-2025)

Last updated: 2026-06-02 03:35 UTC