{"payload":{"asof":"2026-08-30T03:45:08.860840+00:00","asof_close":"2026-08-28","default":60,"windows":{"30":{"labels":["UST 10Y","UST 5Y","S&P 500","Dollar","Gold","Crude Oil","HY Credit ETF","VIX"],"matrix":[[1.0,0.94,-0.29,0.17,-0.17,0.66,-0.64,-0.07],[0.94,1.0,-0.3,0.26,-0.22,0.62,-0.65,-0.11],[-0.29,-0.3,1.0,-0.19,0.28,-0.58,0.78,-0.67],[0.17,0.26,-0.19,1.0,-0.53,-0.03,-0.36,0.29],[-0.17,-0.22,0.28,-0.53,1.0,-0.06,0.3,-0.37],[0.66,0.62,-0.58,-0.03,-0.06,1.0,-0.73,0.29],[-0.64,-0.65,0.78,-0.36,0.3,-0.73,1.0,-0.52],[-0.07,-0.11,-0.67,0.29,-0.37,0.29,-0.52,1.0]]},"60":{"labels":["UST 10Y","UST 5Y","S&P 500","Dollar","Gold","Crude Oil","HY Credit ETF","VIX"],"matrix":[[1.0,0.94,-0.33,0.25,-0.09,0.51,-0.6,0.21],[0.94,1.0,-0.39,0.37,-0.17,0.49,-0.66,0.29],[-0.33,-0.39,1.0,-0.34,0.38,-0.36,0.82,-0.83],[0.25,0.37,-0.34,1.0,-0.52,-0.0,-0.42,0.41],[-0.09,-0.17,0.38,-0.52,1.0,-0.13,0.26,-0.42],[0.51,0.49,-0.36,-0.0,-0.13,1.0,-0.45,0.24],[-0.6,-0.66,0.82,-0.42,0.26,-0.45,1.0,-0.7],[0.21,0.29,-0.83,0.41,-0.42,0.24,-0.7,1.0]]},"90":{"labels":["UST 10Y","UST 5Y","S&P 500","Dollar","Gold","Crude Oil","HY Credit ETF","VIX"],"matrix":[[1.0,0.96,-0.45,0.38,-0.25,0.61,-0.72,0.26],[0.96,1.0,-0.49,0.48,-0.32,0.61,-0.76,0.32],[-0.45,-0.49,1.0,-0.4,0.44,-0.41,0.79,-0.77],[0.38,0.48,-0.4,1.0,-0.56,0.17,-0.54,0.41],[-0.25,-0.32,0.44,-0.56,1.0,-0.27,0.38,-0.43],[0.61,0.61,-0.41,0.17,-0.27,1.0,-0.55,0.27],[-0.72,-0.76,0.79,-0.54,0.38,-0.55,1.0,-0.61],[0.26,0.32,-0.77,0.41,-0.43,0.27,-0.61,1.0]]},"120":{"labels":["UST 10Y","UST 5Y","S&P 500","Dollar","Gold","Crude Oil","HY Credit ETF","VIX"],"matrix":[[1.0,0.95,-0.53,0.42,-0.3,0.55,-0.73,0.37],[0.95,1.0,-0.55,0.48,-0.38,0.56,-0.74,0.4],[-0.53,-0.55,1.0,-0.51,0.42,-0.48,0.81,-0.8],[0.42,0.48,-0.51,1.0,-0.35,0.37,-0.61,0.47],[-0.3,-0.38,0.42,-0.35,1.0,-0.29,0.31,-0.37],[0.55,0.56,-0.48,0.37,-0.29,1.0,-0.5,0.36],[-0.73,-0.74,0.81,-0.61,0.31,-0.5,1.0,-0.65],[0.37,0.4,-0.8,0.47,-0.37,0.36,-0.65,1.0]]}},"notable":[{"a":"S&P 500","b":"VIX","r":-0.83,"window":60},{"a":"S&P 500","b":"HY Credit ETF","r":0.82,"window":60},{"a":"HY Credit ETF","b":"VIX","r":-0.7,"window":60}],"proxy_note":"The HY Credit ETF row is the HYG share price, not a credit spread. Never quote it in basis points. Helious publishes real high yield and investment grade OAS on the rates board.","not_measured":[]},"n":8,"updated":"2026-08-30T03:45:08.860840+00:00","measured_through":"2026-08-28","note":"Current reading only - the free sample. The archive and live data come through the Helious API: https://helious.io/developers (REST, free key) or MCP at https://api.helious.io/mcp"}