1,044 INDICATORS·15 CATEGORIES·PUBLIC DATA · FRED · U.S. TREASURY·UPDATED 2026-06-18

← Macro Models

Credit-Spread Regime (HY OAS)

Baked-in macro model · inputs: BAMLH0A0HYM2

CALM

What this measures. Credit spread (OAS).

⬇ Data (CSV for Excel)▣ Make slide

HY OAS <400bps calm/risk-on, 400-800 caution, >800 stress.

As of 2026-06-10 | BAMLH0A0HYM2 = 2.80

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