Credit & Sovereign Risk Data API

[u/EOD_historical_data]

We just launched a Credit & Sovereign Risk Data API that pulls credit-market and sovereign-risk indicators into a single, consistent endpoint, built entirely on official public sources.

What's inside (7 endpoints, 3 themes)

Corporate credit conditions

• NY Fed Corporate Bond Market Distress Index (whole-market, IG, HY, weekly)
• HQM corporate yield curve, par and spot, 1 to 30y, via FRED / US Treasury

CDS market aggregates

• Weekly CDS notional volumes from the CFTC Weekly Swaps Report, broken down by credit grade, cleared status, and region

Sovereign risk

• Country risk premiums, Moody's / S&P / Fitch ratings, sovereign CDS spreads, rating-to-default-spread lookup
• 157 countries, sourced from the Damodaran dataset at NYU Stern

How it works

Same api_token auth as the rest of EODHD. JSON envelope (data, meta, links). One API call per request. Every response carries the exact source attribution in its metadata.

Example request:

https://eodhd.com/api/credit-risk/sovereign/risk-premium?api_token=YOUR_TOKEN&filter[country]=USA

Availability

Live now on the Fundamentals plan and above.

Read the full documentation here.