Dashboards Rates and credit
Credit spreads
High yield and investment grade spreads over Treasuries.
How to read it
Each line is the extra yield companies pay over Treasuries of the same maturity: high yield (below investment grade) and investment grade. Spreads widen when investors fear defaults and tighten when they are confident, so a sudden widening in high yield is an early sign of stress.
Five more spreads can be switched on: BBB and BB, CCC and lower, euro high yield and emerging-market corporates. Change shows how far each has moved since the range's start or a date you pick, in basis points.
Source
ICE BofA US High Yield and US Corporate option-adjusted spreads (BAMLH0A0HYM2, BAMLC0A0CM), daily, served by FRED. FRED carries ICE data with a short delay. ICE BofA BBB (BAMLC0A4CBBB), BB (BAMLH0A1HYBB), CCC and lower (BAMLH0A3HYC), euro high yield (BAMLHE00EHYIOAS) and emerging markets corporate (BAMLEMCBPIOAS) spreads, served by FRED.
For information only. Not investment advice.