Credit Spreads, VIX & Financial Stress: Market Risk Data

The risk dashboard a macro desk watches, as clean rows. Corporate bond spreads for US, European and emerging market credit, volatility indexes for equities, oil and gold, Treasury curve spreads and inflation expectations, and the official financial conditions indexes. No API key, no login, no browser.

Credit spreads are the reason this exists: what lenders charge risky borrowers over government debt is the earliest widely published sign that risk appetite is turning, and it usually moves before equities do.

A level on its own tells you nothing

A high yield spread of 2.81 per cent is either the calmest credit market in a decade or the start of something, depending on where it sits in its own history. So every latest row is ranked against its own trailing window: percentile rank, z score, the high, the low and the median, plus the move over a week, a month, a quarter and a year.

That context is what separates this from a quote. In a live run today, broad US high yield sat at the 38th percentile of its own year while CCC and lower rated credit sat at the 99th — the risky end selling off while the index looked calm. One number without the other hides that.

Modes

• Latest - one row per series: newest value, the moves over 1 week, 1 month, 3 months and 1 year, and the full trailing context.
• History - one row per series per date over any window.
• Catalogue - every series covered, with its units and publication frequency.

What is covered

Category	Series
credit	US high yield, US investment grade, US BBB, US CCC and lower, euro high yield, emerging market corporate spreads, US high yield effective yield
volatility	S&P 500 (VIX), Nasdaq 100, crude oil, gold
rates	10y minus 2y, 10y minus 3m, 10 year, 2 year, 10 year real yield, 10 year breakeven inflation, 5 year forward inflation
conditions	Chicago Fed national and adjusted financial conditions, St Louis Fed financial stress index
dollar	broad trade weighted dollar, dollar against advanced economies

Every one was verified returning live data before shipping.

Example output

{
  "mode": "latest",
  "seriesId": "BAMLH0A3HYC",
  "name": "US CCC and lower rated bond spread",
  "category": "credit",
  "unit": "percentage points over government bonds (option adjusted spread)",
  "latestValue": 10.01,
  "latestDate": "2026-07-27",
  "publicationLagDays": 2,
  "changeFromPreviousBasisPoints": 4.0,
  "change1Month": 0.61,
  "change1Year": 1.67,
  "percentileRankInLookback": 99.1,
  "zScoreInLookback": 1.803,
  "lookbackLow": 7.83,
  "lookbackHigh": 10.2,
  "atLookbackHigh": false
}

Things worth knowing

• Units are not interchangeable. A spread is percentage points over government bonds, a volatility index is annualised per cent, a conditions index is standard deviations from its own average. Ranking or averaging across them is meaningless, so the unit rides on every row and a caveat field says so.
• Series publish on different calendars. The conditions indexes are weekly, everything else is daily, so the newest value is not the same age across rows. Each row carries publicationLagDays and an isStale flag, and the trailing comparisons resolve to the most recent observation at or before the target date rather than counting rows backwards, which would make a weekly series look a month staler than it is.
• A holiday inside a daily series returns an empty value, not a missing row. The 10 year Treasury yield on Independence Day comes back blank; read carelessly that becomes a yield of zero. Blank observations are dropped, never zeroed.
• Requesting several series in one call returns a ZIP archive rather than CSV, so each series is fetched separately.
• Series discovery needs an API key, which this actor does not use, so the catalogue is a fixed curated list rather than a search. Catalogue mode prints it.
• An unrecognised identifier answers 404 with an HTML page. Anything that is not the expected CSV header is never parsed as data, and if nothing you asked for resolves, the run returns an explanation and charges nothing.

Pricing

$0.004 per row. The first 2 rows of every run are free, and note rows (an unknown series, a category that does not exist, a series that returned nothing) are never charged.

The default latest snapshot of credit and volatility is 11 rows, or $0.044. Every series in the catalogue with full context is 23 rows, or $0.092. A quarter of daily history for one series is about 60 rows.

Related actors

• Government Bond Yields Worldwide - the risk free level these spreads sit on top of.
• US Treasury Yields & Interest Rates Scraper - one country in depth, including auctions and bills.
• SOFR & Money Market Rates: Benchmarks and Fed Operations - the overnight funding market.

How to run it via API

curl -X POST "https://api.apify.com/v2/acts/scrapemint~credit-spreads-market-stress/runs?token=YOUR_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{"mode":"latest","categories":["credit","volatility"],"lookbackDays":365}'

Data is published by the Federal Reserve Bank of St Louis (FRED). Spread indexes are ICE BofA index data as republished there.