RIMROCK MACRO
1,044 INDICATORS·15 CATEGORIES·PUBLIC DATA · FRED · U.S. TREASURY·UPDATED 2026-06-18
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2011 Euro Debt Crisis & US Downgrade

S&P −19%

Greece/Italy/Spain sovereign fears collided with the US debt-ceiling standoff; S&P stripped the US of its AAA on Aug 5, 2011 and equities fell ~19%.

For a credit desk. Flight to quality: Treasuries rallied even as the US was downgraded, while peripheral-Europe CDS and HY spreads gapped wider. · 2011

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10-year Treasury
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VIX (equity vol)
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Baa–Treasury spread
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Nasdaq Composite (YoY)
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Yield curve (10y–3m)
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