Markets are calm — volatility and credit stress are low.
Volatility · VIX
VIX: 17.84 — The VIX is at 17.8 — markets are calm. That’s the 52nd percentile of all its readings since 1990.
How we score this: ok below 20.00 · watch 20.00 to 30.00 · elevated 30.00 to 40.00 · alert 40.00 and up full method
VIX: up 5 readings in a row.
High-Yield Credit Spread
HY spread: 2.70% — The high-yield spread is 2.70% — tight, signaling calm credit conditions. That’s the 10th percentile of all its readings since 2023.
How we score this: ok below 4.00% · watch 4.00% to 6.00% · elevated 6.00% to 8.00% · alert 8.00% and up full method
Investment-Grade Credit Spread
IG spread: 0.80% — The investment-grade spread is 0.80% — tight, signaling calm credit conditions. That’s the 23rd percentile of all its readings since 2023.
How we score this: ok below 1.50% · watch 1.50% to 2.50% · elevated 2.50% to 3.50% · alert 3.50% and up full method
Financial Conditions · NFCI
NFCI: -0.56 — The NFCI is -0.56 — financial conditions are looser than average. That’s the 29th percentile of all its readings since 1971.
How we score this: ok below 0.00 · watch 0.00 to 0.50 · elevated 0.50 to 1.00 · alert 1.00 and up full method
NFCI: down 12 readings in a row.