IG Credit Spreads

Positive
CURRENT VALUE
78 bps
Source: ICE BofA via Federal Reserve (FRED)
Data through: Sep 17, 2026 · updated Sep 19 · Updates: Daily (business days)
The three bars show the last 3 weeks for this indicator, oldest left to newest right. Bar height reflects each reading relative to the other two — the tallest is the highest of the three, the shortest the lowest.
Historical context: Currently in the 12th percentile — near historically low/favorable levels.
What this means right now: IG spreads are in a healthy normal range — no credit stress in the investment-grade market.
IG Credit Spreads · Daily · 2023–2026
Grey areas = NBER recessions · Scroll to read · zoom and pan in Expand
Monthly values

IG Credit Spreads — the last 12 months

Every month's reading, with the band the heatmap gives it. The chart above shows the same series in full.

MonthValueBand
Sep 202678 bpsHealthy reading
Aug 202680 bpsHealthy reading
Jul 202679 bpsHealthy reading
Jun 202676 bpsHealthy reading
May 202674 bpsVery strong reading
Apr 202681 bpsHealthy reading

Month-end readings of the same series the chart shows, from ig_spreads. Values are the current record, not point-in-time: a month that has since been revised shows its revised value.

What is the IG Spreads?

Investment grade (IG) credit spreads measure the yield premium on corporate bonds rated BBB- or above over equivalent US Treasury bonds. IG spreads are narrower than high yield spreads but move in the same direction during stress. Widening IG spreads signal that even high-quality companies face rising borrowing costs — a more severe stress signal than HY alone.

How We Color-Code the IG Spreads

Our heatmap colors each indicator based on historically significant thresholds:

Below 75 bps
Very tight — markets pricing investment-grade debt as nearly risk-free.
75-100 bps
Normal range for investment grade spreads in a healthy economy.
100-130 bps
Slightly elevated — early signs of credit caution.
130-180 bps
Elevated stress spreading to investment-grade market.
Above 180 bps
Severe IG stress — levels seen only during major crises.

Historical Extremes — What Happened Next?

When this indicator reaches extreme levels, history shows consistent patterns:

Mar 2009GFC Peak
~620 bps
Unprecedented stress in even investment-grade market.
Mar 2020COVID Spike
~373 bps
Sharp spike before Fed intervened with IG bond purchases.
2021Post-COVID Low
~80 bps
Near historic tights during stimulus era.

Investor Checklist — Current Reading

Based on the current IG Spreads reading of 78 bps (Positive):

Normal IG environment — investment-grade bonds offering fair risk/reward
No credit market warning signs

Frequently Asked Questions

What is the difference between HY and IG spreads?
High yield spreads apply to bonds rated BB+ or below (junk bonds), while investment grade spreads apply to bonds rated BBB- or above. IG spreads are typically much narrower (50-150 bps vs 300-600 bps for HY in normal times) because IG companies have lower default risk.
Why do IG spreads matter for the stock market?
When even investment-grade spreads widen significantly, it signals that credit stress has spread beyond risky borrowers to affect high-quality companies too. This is a more severe warning signal than HY widening alone and has historically preceded significant equity market declines.
What caused the 2020 IG spread spike?
In March 2020, pandemic uncertainty caused even investment-grade spreads to spike to ~373 bps. The Federal Reserve responded by announcing it would purchase investment-grade corporate bonds directly for the first time ever, which rapidly brought spreads back to normal.
How do IG spreads relate to HY spreads?
IG and HY spreads generally move together — both widen in risk-off environments and tighten in risk-on environments. When HY spreads widen much faster than IG spreads, it signals stress is concentrated in lower-quality borrowers. When both widen sharply, systemic stress is more likely.
What is a normal IG spread?
Historically, investment-grade spreads in a healthy economy typically range from 75 to 130 basis points. Spreads below 75 bps signal very tight conditions (sometimes preceding complacency), while spreads above 180 bps indicate significant market stress.