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Monitor · Credit

Credit-Stress Tracker

A Class A · sovereign free primary

Composite stress reading from free FRED series (HY/IG/CCC OAS, NFCI, STLFSI, 2s10s, VIX). Levels, trailing percentiles, and short-horizon changes — describe the market, never instruct.

Composite z-score

-0.40

Components used: 7/7

Component dates: 2026-08-07 → 2026-08-14

Embedded snapshot: 2026-08-15T04:09:13.265614+00:00

Spread & stress grid

SeriesLevelAs-of5y %ileZ5d Δ
High-Yield OAS2.712026-08-1310.8%-1.030.00
Investment-Grade OAS0.792026-08-1323.3%-0.810.01 ↑ widening
CCC & Lower OAS10.242026-08-1397.5%1.620.07 ↑ widening
Chicago Fed NFCI-0.552026-08-0737.6%-0.38-0.03 ↓ tightening
St. Louis Fed Financial Stress-0.772026-08-0712.1%-0.72-0.05 ↓ tightening
Yield Curve (10y-2y)0.512026-08-1469.2%0.570.05 ↑ widening
VIX (equity vol)14.632026-08-1316.9%-0.87-0.52 ↓ tightening

How to read credit spreads

Option-adjusted spreads (OAS) measure extra yield over Treasuries that compensates for credit risk. Higher OAS / higher financial-stress indices historically co-occur with tighter financial conditions. Percentiles place today in a 5-year history; z-scores standardize across series. This page is a pattern study of public data — not a recommendation to buy, sell, or hold any instrument.

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