Current bond spreads. A negative spread indicates an inverted yield curve.

Current bond spreads An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization. Track eco… Feb 20, 2025 · Why Are Corporate Spreads So Tight? February 20, 2025 Source: Bloomberg On November 8, 2024, the Bloomberg U. This spread is crucial for evaluating credit markets, offering insights into default risks and macroeconomic conditions. Treasury Department. While investors have welcomed the return of yield to bond markets, the level of additional yield over Treasuries (“spread”) remains historically tight. US Credit Spread = Merrill Lynch High-Yield Bond Yield – US 10-Year Bond Yield (risk-free interest rate). Visually compare against similar indicators, plot min/max/average, compute correlations. What It Means for Markets. Sep 30, 2025 · Junk bond yields are currently 2. Common examples of yield spreads are g-spread, i-spread, zero-volatility spread and option-adjusted spread. Find information on government bonds yields, bond spreads, and interest rates. corporate credit spreads hit fresh multi-year lows in recent days in a sign of growing investor confidence, although some market participants worry corporate debt investors may be too World Bond Markets allows us to monitor and chart sovereign bond yields, spreads, and historical performance on one screen, so we can synthesize the sovereign debt information we need to make quick decisions. Bond spreads can also help you evaluate the overall health of the economy. Dec 31, 1996 · Category: Interest Rates > Corporate Bonds, 362 economic data series, FRED: Download, graph, and track economic data. This comparison often involves Treasury bonds (considered risk-free) and corporate bonds (which carry default risk). The bonds up for consideration would be used to fund projects such as school renovations, transportation improvements, the expansion of healthcare facilities, etc. S. high yield spreads and enhanced credit quality, featuring expert analysis from Neuberger Berman's fixed income leaders. By Karishma Vanjani Follow March 17, 2025, 10:52 am EDT 3 days ago · Graph and download economic data for ICE BofA Single-A US Corporate Index Option-Adjusted Spread (BAMLC0A3CA) from 1996-12-31 to 2025-11-17 about A Bond Rating, option-adjusted spread, corporate, and USA. from United States. Bond yield is the internal rate of return of the bond cash flows. Stay updated on yield comparisons and market trends with our comprehensive data and analysis. MBS and Treasury prices are updated manually with end of day prices. The Corporate Master OAS uses an index of bonds that are considered investment grade (those rated BBB or better). 2 days ago · This chart shows the spreads for corporate bonds, for both investment grade and high yield bonds. 80% higher than US Treasury bond yields, which is 1. As a result, long-term interest rates are typically higher than short-term rates. The spread is the difference in yield between the respective corporate bonds and Treasuries of similar maturity. Source: Bank of America Merrill Ly… Jul 19, 2024 · A bond yield spread represents the difference in yields between two different bonds, typically of varying credit qualities or maturities. Treasury bonds that investors demand for incurring the risk of high-yield, or "junk" bonds. Mar 14, 2024 · A high-yield bond spread, also known as a credit spread, represents the percentage difference in current yields between high-yield bonds and benchmark bond measures like investment-grade corporate bonds or Treasury bonds. 3 days ago · Graph and download economic data for Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (BAA10Y) from 1986-01-02 to 2025-11-17 about Baa, spread, 10-year, maturity, bonds, Treasury, yield, corporate, interest rate, interest, rate, and USA. The yield spread between them reflects market expectations for inflation, economic outlook, and the term premium (additional compensation for bearing interest rate risk). Mar 17, 2025 · Junk Bond ‘Spreads’ Rose to the Highest Level in 6 Months. An increase in the credit spread indicates heightened market concern regarding the credit risk associated with corporate bonds, prompting investors to demand higher interest rates to compensate for that risk. Nov 10, 2025 · An important way to analyze bond yields is spreads between different kinds of bonds. The ICE BofA High Yield Master II OAS uses an index of bonds that are below investment grade (those rated BB or below). 56%. Jul 9, 2025 · Tight credit spreads, solid demand, stable credit fundamentals, and tariff-related uncertainty drive a modest overweight to corporate bonds. Bond spreads are important because they reflect the risk and return characteristics of different bonds and can help investors make informed decisions about their portfolio allocation. 25%. Bond Spread Calculator FinPricing provides probably the most comprehensive valuation models for financial products, including computation of: Bond Accrued Interest Calculator Bond Coupon Rate Calculator Bond Price Calculator Bond Yield Calculator Bond Duration Convexity Calculator Bond Spread Calculator Check FinPricing valuation models Credit risk arises because the bond’s value in one year 2 days ago · Graph and download economic data for ICE BofA Emerging Markets Corporate Plus Index Option-Adjusted Spread (BAMLEMCBPIOAS) from 1998-12-31 to 2025-11-18 about emerging markets, option-adjusted spread, corporate, indexes, and USA. Mar 12, 2025 · The spreads between the yields on corporate bonds and U. 1 Since then, the index average OAS has hovered around 80 bps. Get U. Jan 26, 2025 · Explore us treasury bonds chart, learn about bond data, and understand yield spreads in this comprehensive guide. President Donald Trump's Jun 19, 2025 · A yield spread is the net difference between two interest bearing instruments, expressed in terms of percent or basis points (bps). Compared to short-term bonds, long-term bonds carry higher risks due to their extended holding periods. Nov 19, 2024 · Investment-grade and high-yield spreads tightened to record levels over Treasurys Investment-grade and high-yield corporate bond spreads in the U. The inverted yield curve can be observed when the yield spread between long-term yield and short-term yield is less than zero, as shown in the left two graphs. Source: Department of the Treasury. This data Feb 8, 2025 · Consider the junk-bond spread, which is the additional yield above ultra-safe U. 3 days ago · Notes: Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U. A credit spread refers to the difference in yield between two bonds of similar maturity but different credit quality. Nov 12, 2025 · View market daily updates and historical trends for 10-2 Year Treasury Yield Spread. Municipal bond issuance in 2025 is on track to hit another record, eclipsing the same period in 2024, which was a record year. Aug 27, 2023 · Fixed-rate bond yield measures include current yield, yield to maturity, and yield to worst. Feb 26, 2025 · For investors, the narrowness of spreads means that they might be facing asymmetric returns with greater downside than upside potential. 50 economic data series with tags: Corporate, Spread. We would love to have kept data more timely, as it was previously, but restrictions from data providers make that impossible at Apr 28, 2019 · Yield spread is the difference between the yield to maturity on different debt instruments. Tra… Apr 12, 2025 · This past week showed signs of stabilization in bond spreads following last week's surge, with modest tightening across most categories. 25%, indicating that market sentiment is currently Optimistic. Nov 13, 2025 · View the spread between a computed option-adjusted index of all BBB-rated bonds and a spot Treasury curve. Nov 10, 2025 · This is lower than the long term average of 1. [1] The Bloomberg (BBG) U. Source: Bank of America Merrill Lynch. Track economi… Nov 7, 2025 · View market daily updates and historical trends for US High Yield Master II Option-Adjusted Spread. Jan 25, 2025 · The spread on corporate bonds is a crucial concept for investors to understand. Nov 26, 2024 · Credit spreads are critical to understanding market sentiment and predicting potential stock market downturns. It's the difference between the yield on a corporate bond and the yield on a similar government bond. In such a scenario short-term interest rates are higher than long-term rates, which is often considered to be a predictor of an economic recession. A wider high-yield bond spread compared to the historical average suggests higher credit and default risk for high-yield or junk bonds. 2 days ago · Credit spread refers to the difference in interest rates between corporate bonds and risk-free assets, such as government bonds. This data represents the Option-Adjusted Spread (OAS) of the ICE BofA Single-A US Corporate Index, a subset of the ICE BofA US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. By Karishma Vanjani Follow March 17, 2025, 10:52 am EDT May 21, 2025 · A credit spread reflects the difference in yield between a Treasury and corporate bond of the same maturity. Oct 13, 2025 · The municipals-over-bonds spread (MOB) is the yield difference between municipal and Treasury bonds of the same maturity, often used in tax strategies and affected by interest rates and tax-exempt Oct 11, 2024 · U. Treasuries hit their widest since September this week, pointing to mounting investor worries about recession and a global trade war. During the financial crisis in 2008-2009, the spread between Aaa and Baa bonds widened because of the unpredictability of bonds and increased default rates. The gray bars The increase in spreads hasn’t translated into losses for junk bonds yet —the SPDR Bloomberg High Yield Bond exchange-traded fund is up 1% so far this year. Four of the graphs are based on "The Bond Buyer 20-Bond GO Index". Treasury plus 2. Along with current yields and spreads, World Bond Markets displays current rates' statistical deviation from averages, so we can confidently assess yield/spread values and pinpoint Nov 22, 2024 · New issuance Agency CMBS is down year over year, curbed by high treasury rates Imbalance of supply and demand continues to drive spreads tighter Agency commercial mortgage-backed securities (CMBS) trading spreads are currently at multiyear tight levels; spreads have gapped tighter in November as the market has embraced a risk-on appetite for bonds. Unless credit spreads narrow further to levels never seen previously, it’s difficult to see how Nov 13, 2025 · Graph and download economic data for ICE BofA Single-B US High Yield Index Option-Adjusted Spread (BAMLH0A2HYB) from 1996-12-31 to 2025-11-13 about B Bond Rating, option-adjusted spread, yield, interest rate, interest, rate, and USA. Published: 2023-08-02 Notes: Jan 8, 2025 · Investment Grade (IG) corporate bond credit spreads remain at historically tight levels, ending 2024 in the first percentile of the 20-year range. Aug 2, 2023 · Home > Published Data Lists > CORP-CREDIT-SPREADS CORP-CREDIT-SPREADS Download Data Save as My Data List Published data lists are economic time series data sets that users of this site have chosen to make publicly available. May 8, 2024 · The difference between the yields of two different bonds, called a bond spread, can help you understand the potential risks and rewards for investing in a particular bond. 32% as of November 17, 2025. 3 days ago · Graph and download economic data for ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread (BAMLH0A3HYC) from 1996-12-31 to 2025-11-17 about CCC, option-adjusted spread, yield, interest rate, interest, rate, and USA. Nov 6, 2025 · View market daily updates and historical trends for US Corporate BBB Effective Yield. The yield-to-worst for the Index was 5. Corporate IG Bond Index (the Index) [2] option-adjusted spread (OAS) narrowed by 9 basis points (bps) during the quarter ended December 31 to reach 80bps. For instance, the yields on 10-year and Market Data Center on The Wall Street Journal. 2Yr/10Yr Spread (10Y2YS:Exchange) real-time stock quotes, news, price and financial information from CNBC. – highlighting the need for infrastructure investment. While often viewed as a measure of financial stress, I argue they are mostly explained by changes in expected mortgage duration arising from changes in the yield curve. G-spread and benchmark spread analyze bond performance. Nov 25, 2024 · Navigating this territory requires understanding both the mechanics of credit spreads and the subtle warnings they can signal for the broader market. Nov 5, 2025 · The ICE BofA Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. 3 days ago · (I:USHYBBOA) Chart data for US High Yield BB Option-Adjusted Spread from 1996 to 2025. Oct 30, 2025 · Learn how high-yield bond spreads impact investment decisions, assess risk, and reflect economic conditions compared to benchmarks like Treasury and corporate bonds. Apr 12, 2025 · This past week showed signs of stabilization in bond spreads following last week's surge, with modest tightening across most categories. FRED: Download, graph, and track economic data. Mar 19, 2024 · The high-yield bond spread calculates the percentage difference in current yields between various high-yield bonds and investment-grade corporate bonds, Treasury bonds, or other benchmark bond measures. A negative spread indicates an inverted yield curve. Oct 8, 2024 · US investment-grade corporate bond spreads have narrowed to the lowest level in more than three years, a clear sign of just how bullish credit investors are even as macro and geopolitical risks mount. Possible uses include teachers sharing data lists with students and researchers including links to data lists in bibliographies. It's a crucial economic indicator, and also refers to an options strategy. 5 per cent. When the last 3 days ago · U. Nov 7, 2025 · View market daily updates and historical trends for US High Yield CCC or Below Option-Adjusted Spread. . This subset includes all securities with a given investment grade Rates Over Time - Interest Rate Trends The following graphs set forth information relating to municipal bond yields (interest rates) trends. Nov 13, 2025 · The ICE BofA Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. 3 days ago · The ICE BofA Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. This data Key Takeaways A credit spread is the difference in yield between two bonds of similar maturity but different credit quality, such as a corporate bond and a Treasury bond. Apr 4, 2025 · U. Credit spreads typically widen during economic recessions as the perceived risk of corporate defaults increases, and Up-to-date Bonds and Rates data and news coverage from WSJ. Despite volatility in both interest rates and equities, corporate credit markets have remained Oct 7, 2024 · US investment-grade corporate bond spreads have narrowed to the lowest level in more than three years, a clear sign of just how bullish credit investors are even as macro and geopolitical risks mount. 33 percent on December 31 Mar 6, 2025 · The average high-yield bond spread rose to more than 4 per cent, taking the overall yield to roughly 9. fell to all-time lows last week in a development that could be viewed as an early sign of a bubble, S&P Global Ratings said Monday. Units: Percent Frequency: Daily, Close Release: ICE BofA Indices Source: Ice Data Indices, LLC Release: Interest Rate Spreads, 36 economic data series, FRED: Download, graph, and track economic data. Sep 24, 2025 · A smaller current bond spread than a historical average can indicate higher than average investor confidence in that security. Get updated data for Bloomberg Barclays Indices Nov 11, 2025 · View market daily updates and historical trends for US Corporate AA Option-Adjusted Spread. fell to all-time lows last week in a Mortgage spreads — the 30-year mortgage fixed rate minus the 10-year Treasury rate — have a history of increasing sharply in times of economic stress. These charts display the spreads between long-term and short-term US Government Bond Yields. The latest international government benchmark and treasury bond rates, yield curves, spreads, interbank and official interest rates. Bond 1 day ago · An inverted yield curve occurs when yields on short-term bonds rise above the yields on longer-term bonds of the same credit quality, which has proven to be a relatively reliable indicator of an economic recession. Get updated data about global government bonds. In our latest bond white paper, we discuss why spread levels matter. Due to the higher credit risk associated with these bonds, their yield spread tends to be greater than that of investment-grade Explore the latest government bond spreads from around the world. 3 days ago · Graph and download economic data for ICE BofA Single-A US Corporate Index Option-Adjusted Spread (BAMLC0A3CA) from 1996-12-31 to 2025-11-17 about A Bond Rating, option-adjusted spread, corporate, and USA. It represents the extra compensation investors demand for taking on credit risk (the risk of default). 0 standard deviations below the historical average spread of 5. 3 days ago · The US Corporate AAA Option-Adjusted Spread represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate AAA Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. Hypothetically, if spreads were to remain unchanged, the return to investors in high yield bonds would be equivalent to the return of a U. Source: Bank of America Merrill… Apr 7, 2025 · Economic slowdown risks could drive the added yield premium of corporate bonds over Treasuries to levels last seen during the Covid-19 pandemic, according to strategists. Investment-grade and high-yield corporate bond spreads in the U. Compare performance, returns, and yields for sovereign and corporate bonds around the world. Treasuries hit their widest since September this week, pointing to mounting investor worries about recession and a global Jun 20, 2025 · The high yield bond spread, also known as the credit spread, represents the difference in yield between high-yield (junk) bonds and risk-free or investment-grade benchmarks like U. This spread is an important indicator for investors, providing insights into the risks and returns of different bonds. This data 6 days ago · This data represents the Option-Adjusted Spread (OAS) of the ICE BofA AA US Corporate Index, a subset of the ICE BofA US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. It is the rate of return that a bondholder earns if he holds the bond till maturity and receive all the cash flows at the promised Mar 12, 2025 · (Reuters) - The spreads between the yields on corporate bonds and U. Corporate bonds are often measured against relatively risk-free Treasury bonds. Treasuries. Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Apr 3, 2025 · Bond spreads are the difference in yield between two bonds of different credit quality, maturity, or issuer. High Yield Bond Spread: 3. This spread reflects the market's expectations of future corporate default risk. High-yield bonds are issued by companies with lower credit ratings (below BBB). Here's the breakdown, now with percent changes in spreads: The charts tell the story. Nov 7, 2025 · The ICE BofA Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. Apr 10, 2025 · Explore compelling insights on U. The bond spread between two different bonds can change over time for a number of reasons. Corporate Bond Index’s average option-adjusted spread (OAS) to Treasuries hit a 20-year low of 74 basis points (bps). Economic stress leads to a downward-sloping yield curve, which increases Nov 13, 2025 · The ICE BofA Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. These high single-digit yields alone would have given holders healthy returns. high-yield corporate bond spreads surged to 401 basis points as of late Thursday, their highest since November 2023, as global markets swooned over fears that U. Sep 6, 2019 · Compare, calculate, and interpret yield spread measures, including G-spread, Z-spread, and I-spread, to analyze bond market performance effectively. Release: Corporate Bond Yield Curve, 204 economic data series, FRED: Download, graph, and track economic data. Feb 19, 2025 · We can therefore adjust current corporate bond spreads by calculating metrics like spread-to-leverage and spread-to-coverage instead and comparing those measures across time. Get updated data for Bloomberg Barclays Indices 3 days ago · Graph and download economic data for Moody's Seasoned Aaa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (AAA10Y) from 1983-01-03 to 2025-11-17 about AAA, spread, 10-year, maturity, bonds, Treasury, yield, corporate, interest rate, interest, rate, and USA. gvxxsqa slhfps idsu mkbuckp hogw trkblyc tempwg mqo lokx mgpsh pwtswz awic pnbzrk wluqsgas thme