RIMROCK MACRO
1,044 INDICATORS·15 CATEGORIES·PUBLIC DATA · FRED · U.S. TREASURY·UPDATED 2026-06-18
← Historical Crashes

1987 Black Monday

S&P −34%

The single worst day in market history — the S&P fell 20% on Oct 19, 1987 as portfolio-insurance selling cascaded. No recession followed.

For a credit desk. A liquidity shock, not a credit event: spreads barely moved, the Fed flooded liquidity, and markets recovered within two years. · 1987

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S&P 500
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10-year Treasury
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30-year Treasury
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Baa–Treasury spread
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Fed funds rate
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