| Market/Rating | Current Spread | 1M Change | 3M Change | 1Y Change | Hist. Avg | Z-Score | Status | Data Source | As Of |
|---|---|---|---|---|---|---|---|---|---|
| Global Investment Grade (US Proxy) | 84bp | +2bp | +5bp | +0bp | 155bp | -1.4ฯ | Significantly Tight | FRED/BAMLC0A0CM + estimate | 2026-09-10 |
| Global High Yield (US Proxy) | 292bp | +0bp | -8bp | -17bp | 520bp | -1.1ฯ | Significantly Tight | FRED/BAMLH0A0HYM2 + estimate | 2026-09-10 |
| US Investment Grade | 80bp | +2bp | +5bp | +0bp | 145bp | -1.4ฯ | Significantly Tight | FRED/BAMLC0A0CM | 2026-09-10 |
| US High Yield | 270bp | +0bp | -8bp | -17bp | 485bp | -1.2ฯ | Significantly Tight | FRED/BAMLH0A0HYM2 | 2026-09-10 |
| Europe Investment Grade (est.) | 92bp | N/A | N/A | N/A | 165bp | -1.3ฯ | Significantly Tight | Estimated from US spreads | 2026-09-10 |
| Europe High Yield (est.) | 302bp | N/A | N/A | N/A | 540bp | -1.1ฯ | Significantly Tight | Estimated from US spreads | 2026-09-10 |
| A (IG Upper) | 68bp | +3bp | +5bp | +2bp | 85bp | -0.7ฯ | Tight | FRED/BAMLC0A3CA | 2026-09-10 |
| BBB (IG Lowest) | 98bp | +1bp | +4bp | -3bp | 185bp | -1.4ฯ | Significantly Tight | FRED/BAMLC0A4CBBB | 2026-09-10 |
| BB (High Yield) | 155bp | -4bp | -14bp | -27bp | 310bp | -1.6ฯ | Significantly Tight | FRED/BAMLH0A1HYBB | 2026-09-10 |
| B | 280bp | -8bp | -19bp | -21bp | 525bp | -1.4ฯ | Significantly Tight | FRED/BAMLH0A2HYB | 2026-09-10 |
| CCC & Below | 1070bp | +56bp | +114bp | +265bp | 1150bp | -0.2ฯ | Average | FRED/BAMLH0A3HYC | 2026-09-10 |