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

2008 Global Financial Crisis

S&P −57%

Subprime mortgages detonated the banking system; after Lehman fell the credit machine seized. The S&P lost 57% — the worst crisis since the Depression.

For a credit desk. Credit stress without modern parallel: the TED spread hit 450bp, HY OAS blew past 2000bp, and the Fed took rates to zero. · 2007–2009

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S&P 500
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Baa–Treasury spread
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Unemployment
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Housing starts (YoY)
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Yield curve (10y–3m)
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10-year Treasury
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