Monitor US Corporate Credit Spreads dynamics

Explore the performance of US corporate credit spreasds for US sectors and industries. Monitor each sector's corporate credit spreads by different metrics including daily returns, Momentum, Trend etc. Click on a specific sector to explore MacroVar research for the specific sector. Sign Up free to access MacroVar analytics for a specific industry and the global financial markets and economies. Learn more about MacroVar research methodology and sector analysis.

IndustryPrice24h%MomentumTrendExhaustionLast 20 Days
US  Insurance Subordinated Credit Spreads160,440.00306100-100
US  Banks Subordinated Credit Spreads160,52-0.003850-100
US  Insurance Senior Credit Spreads116,39-0.0057250-75
US  Financials Credit Spreads119,12-0.007170-100
US  Industrials Credit Spreads102,45-0.0083250-50
US  Non-Financials BBB Credit Spreads136,79-0.0084850-75
US  Consumer Services Credit Spreads122,78-0.0094450-25
US  Basic Materials Credit Spreads136,13-0.0095350-75
US  Consumer Goods Credit Spreads109,08-0.0097150-50
US  Banks Senior Credit Spreads108,80-0.01001-50-100
US  Technology Credit Spreads92,79-0.0100350-50
US  Health Care Credit Spreads96,81-0.0101250-50
US  Telecommunications Credit Spreads118,53-0.0102750-75
US  Utilities Credit Spreads126,06-0.0104450-75
US  Oil & Gas Credit Spreads121,89-0.011760-100
US  Non-Financials AA Credit Spreads66,02-0.0118250-25
US  Non-Financials A Credit Spreads89,91-0.0125250-25
US  Non-Financials AAA Credit Spreads48,09-0.024150-50

Credit Spreads Sector Analysis

MacroVar analyzes each sector's stock performance in conjuction with the bond market. Bonds analysis is used to monitor the market sentiment for a sector's credit risk. During periods of increasing sector risk, a sector's credit spreads rise before any moves in the stock market. Hence, MacroVar analyzes both markets to identify arbitrage opportunities. Iboxx fixed income indices are used to monitor sector credit spreads. MacroVar analyzes each sector's credit spreads by estimating three major quantitative indicators: 1. Momentum, 2. Trend and 3. Trend exhaustion. MacroVar also monitors the credit default swaps market. MacroVar analyzes each stock sector's performance by estimating three major quantitative indicators: 1. Momentum, 2. Trend and 3. Trend Exhaustion.

Corporate credit spreads are a vital indicator of economic health, providing insights into the risk perceptions and financial stability of various sectors and subsectors in the United States. This analysis delves into the dynamics of corporate credit spreads, examining key sectors and their subsectors to gain a comprehensive understanding of the current economic landscape.

Understanding Corporate Credit Spreads

Corporate credit spreads represent the additional yield investors demand to hold corporate bonds over risk-free government securities of the same maturity. A higher spread indicates greater perceived risk and, consequently, potentially lower creditworthiness. Here, we explore how credit spreads vary across different sectors, reflecting the strengths and weaknesses of each.