FRED BAMLC0A4CBBB — Daily CSV Download (Investment Grade BBB Spread)

The ICE BofA BBB corporate bond spread measures the option-adjusted spread of investment-grade BBB-rated bonds over Treasuries — the boundary between investment-grade and high-yield credit. BBB is the most closely watched credit tier because downgrades to BB (“fallen angels”) trigger forced selling by investment-grade mandates. FRED series BAMLC0A4CBBB.

Dataset: US Investment Grade Credit Spread — BBB (1996–2026) · Updated —



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Source: FRED series BAMLC0A4CBBB · Federal Reserve Bank of St. Louis


Macro Takeaway

This indicator is a key component of the macro-financial monitoring framework. Its current level relative to its historical distribution — captured in the percentile and z-score above — provides immediate context for whether conditions are historically normal, stretched, or compressed.

Cross-referencing with the 10-year Treasury yield and the yield curve spread helps situate this indicator within the broader macro regime.


Dataset Overview

IndicatorUS Investment Grade Credit Spread — BBB (1996–2026)
GeographyUnited States
FrequencyDaily (business days)
Period1996–2026
Variablesdate, ig_bbb_spread
FormatCSV, Excel (XLSX)
SourcesFederal Reserve Bank of St. Louis — FRED
Last updated

Dataset Variables

The CSV and Excel files contain the following columns.

ColumnTypeDescription
dateDate (YYYY-MM-DD)Observation date
ig_bbb_spreadFloatig_bbb_spread value

Column names match the CSV headers exactly.


Download the Complete Dataset

The full dataset is available in CSV and Excel formats.


FRED Direct CSV Access

The underlying data is available from FRED under series code BAMLC0A4CBBB:

https://fred.stlouisfed.org/graph/fredgraph.csv?id=BAMLC0A4CBBB

Direct CSV Access — Eco3min Structured Dataset

https://eco3min.fr/dataset/us-ig-spread.csv

This URL returns the complete dataset in CSV format. It can be used directly in pandas, R, curl, or any data tool.


Using the Dataset in Python

import pandas as pd

url = "https://eco3min.fr/dataset/us-ig-spread.csv"
df = pd.read_csv(url, parse_dates=["date"])

print(df.head())
print(df["ig_spread_bbb"].describe())

Using the Dataset in R

library(readr)

url <- "https://eco3min.fr/dataset/us-ig-spread.csv"
df <- read_csv(url)

head(df)
summary(df$ig_spread_bbb)

Both examples load the dataset directly from the URL — no download or API key required.


Methodology

The primary data source is the Federal Reserve’s FRED database, series BAMLC0A4CBBB. The data is published by the relevant US government agency and made available through FRED with consistent formatting and metadata.

This dataset is updated weekly (Saturday 08:00 UTC) via automated pull from the FRED API.


Historical Regimes

Historical regime analysis for this dataset will be added in a future update. The key stats block above provides immediate context for the current reading relative to the full historical distribution.


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Macroeconomic Dataset Hub

This dataset is part of the Eco3min macro-financial data repository.

Explore the Eco3min Dataset Hub


Sources

  • Federal Reserve Bank of St. Louis — FRED database

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