MARKET DATA Live

Credit Spreads

Option-adjusted credit spreads across the rating and region spectrum, plus the Gilchrist-Zakrajsek excess bond premium. ICE BofA index series via FRED covering investment grade, high yield, and emerging markets, alongside the GZ / EBP composite.

Sources
FRED (ICE BofA OAS)·GZ / EBP
Volume
55K+ rows, 1919 to now
Depth
18 OAS series plus GZ / EBP, history from 1919
Freshness
Daily
Backfill
95%

credit series loaded / expected

Inventory

Tables and row counts

TableRowsNotes
public.credit_spreads54,57718 series, OAS, history 1919 to 2026
public.credit_gz_ebp641GZ excess bond premium, from 1973

Exact counts are verified against the live cluster. Fields shown as pending will be filled by the producer on the next quiet-box refresh.

Sample

What a record looks like

18 distinct ICE BofA option-adjusted spread series with history from 1919 to 2026. The GZ / EBP table adds the Gilchrist-Zakrajsek excess bond premium and recession-probability composite from 1973.