Credit & Financial Stressdaily
AAA Credit Spread
AAA-rated corporate bond OAS, flight-to-quality indicator.
34 bps
1W -2.86%1M -15.00%3M -15.00%
Updated 3m agoCredit markets are often the first to signal trouble. Widening high-yield spreads and rising financial stress indexes have historically led equity drawdowns by weeks or months. Tracking these gauges helps identify when risk appetite is contracting and defensive positioning is warranted.
Updated just now
Recent Data
| Date | Value | Change |
|---|---|---|
| Apr 13, 2026 | 34 bps | -2.86% |
| Apr 10, 2026 | 35 bps | +0.00% |
| Apr 9, 2026 | 35 bps | +0.00% |
| Apr 8, 2026 | 35 bps | -5.41% |
| Apr 7, 2026 | 37 bps | +5.71% |
| Apr 6, 2026 | 35 bps | -5.41% |
| Apr 3, 2026 | 37 bps | +0.00% |
| Apr 2, 2026 | 37 bps | -2.63% |
| Apr 1, 2026 | 38 bps | -5.00% |
| Mar 31, 2026 | 40 bps | — |
Related in Credit & Financial Stress
HY Credit Spread (OAS)
ICE BofA High Yield Option-Adjusted Spread, the market's price of default risk.
IG Credit Spread (OAS)
ICE BofA Investment Grade OAS, credit stress in high-quality corporate bonds.
HY Effective Yield
HY corporate bond effective yield, total return required by junk bond investors.
IG Effective Yield
IG corporate bond effective yield, cost of investment-grade corporate borrowing.
Explore Further
Forecast 2026
AAA Credit Spread Outlook
Scenario-weighted forecast using regime implied approach.
Comparison
BBB vs AAA Credit Spread
BBB-rated bonds are the lowest tier of investment grade; AAA is the highest. When BBB spreads widen relative to AAA, the...
Comparison
IG Corporate Spread vs AAA Corporate Spread
The spread between IG and AAA captures the credit-quality premium within investment grade. When IG spreads widen faster ...
Category
All Credit & Financial Stress Data
Credit spreads, financial stress indexes, and default risk indicators. Monitor high-yield spreads, the TED spread, and s...
Frequently Asked Questions
▶What is AAA Credit Spread?
AAA-rated corporate bond OAS, flight-to-quality indicator.
▶How does AAA Credit Spread relate to credit & financial stress?
AAA Credit Spread is part of the Credit & Financial Stress category. Credit markets are often the first to signal trouble. Widening high-yield spreads and rising financial stress indexes have historically led equity drawdowns by weeks or months. Tracking these gauges helps identify when risk appetite is contracting and defensive positioning is warranted.
▶How often is AAA Credit Spread updated?
AAA Credit Spread is updated once per day after market close. Each metric page on Convex shows the exact time of the last data update and provides historical data going back up to five years.
▶Where does Convex source AAA Credit Spread data?
Convex sources AAA Credit Spread data from the Federal Reserve Economic Data (FRED) API, maintained by the Federal Reserve Bank of St. Louis. Data is fetched automatically and displayed alongside interactive charts, AI analysis, and historical context.
▶What can I do on the AAA Credit Spread chart page?
The AAA Credit Spread page includes an interactive chart with selectable time ranges (1 month to 5 years), percentage changes over multiple timeframes, a table of recent readings, AI-generated analysis, and links to related metrics and comparisons.
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Data sourced from FRED, CoinGecko, CBOE, CFTC, and EIA. Updated daily. This page is for informational purposes only and does not constitute financial advice.