BBB corporate spread

OK · 1.16% · Credit · weight 1 · BAMLC0A4CBBB

Investment-grade credit premium; broadening of credit stress.

The BBB option-adjusted spread is the investment-grade counterpart: the cheapest borrowing tier above junk. Broadening of the BBB premium confirms that stress is escaping the speculative tier into mainstream corporate credit — a corroborating signal, not a leading one on its own.

Rule

{"type":"any_of","branches":[{"type":"levels","levels":[{"state":"warning","op":">","threshold":2.5}],"exit_below":2.2},{"type":"change_over_period","periods":63,"op":">","warn":0.5}]}

Source series on FRED →

Glossary: Credit spreads →

All signals · ← back