Sovereign 10Y spreads vs the Bund and vs US Treasuries
Market-implied credit context: each covered country's 10-year government bond yield and its spread, in basis points, over the German Bund and over the US 10-year Treasury. A KRESMION CALCULATION from published yields, NOT a credit rating. Monthly: both legs are the same calendar month.
Without country: the newest month per country, widest spread vs the Bund first; each row names the source, series and month of BOTH legs. With country (ISO-2, e.g. IT): that country's monthly history, oldest first, with its newest row and rank vs the Bund under meta.
Sources: ECB statistics (IRS) for the EU27 and the Bund leg; OECD Main Economic Indicators via FRED for AU, CA, CH, CL, GB, IL, JP, KR, MX, NO, NZ, ZA; Federal Reserve H.15 DGS10 via FRED for the US leg. The ECB yields are available free of charge at data.ecb.europa.eu. Reproduce meta.attribution when you quote a figure.
Request
- Base URL: https://kresmion.com/v1
- URL: https://kresmion.com/v1/macro/sovereign-spreads
- Auth: HTTP bearer
Query parameters
ISO-2 country code (e.g. IT, FR, GB, JP). Omit for every covered country.
History length in months, country only (default 25).
Headers
Response
Successful Response
Changes
No recorded changes to this operation across all 1 revision of this API.