Risk-ON Risk-Off Index (KCRORO): Spreads

KCROROSratesFree tier

Series IDKCROROS
UnitsPercentage Points
FrequencyDaily
Categoryrates
Latest observation2026-10-22
HistoryPoint-in-time: every value as first published plus each revision, so backtests see only what was known on the day

Latest reading

The latest Risk-ON Risk-Off Index (KCRORO): Spreads observation, for 2026-10-22, is 0.0023 Percentage Points, up from -0.3905 for 2026-10-21. It has not been revised since it was first published. 100.0% of observations in this history were revised after first release.

Latest observation2026-10-22
Latest value0.0023 Percentage Points
Previous-0.3905 (2026-10-21)
Change0.3928 (+100.6%)
First published value0.0023
Last release2026-10-23
Vintages stored94
Observations6,087
Largest revision (5 years)2025-04-03: 7.4962 → 5.2919

Get it in Python

import finzdata as yf
df = yf.Client().macro("KCROROS")
df.tail()

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