Avexo Credit
UK Macro Pulse · Credit Conditions

Smaller debt.
Same yield.

UK public debt sits at 93.8% of GDP, well under the US's 122.6%. The gilt market still charges nearly the same rate to hold it. That gap has a name: 2022.

Avexo Credit Macro Layer · snapshot 2026‑09‑22 · sources: ONS, FRED, yfinance
10-yr gilt yield

4.99%
Within 3bp of what the US pays, on a debt pile a third smaller relative to GDP.

Public debt / GDP

93.8%
ONS monthly figure, not an IMF annual estimate. Below the US, below the average G7 reading.

Brent crude, 1yr

+48%
The same energy shock every geography in this pulse is pricing, North Sea output included.

FTSE 100, 1yr

+16.6%
Nothing in UK equities is pricing a gilt-market problem right now.

The mechanism

A smaller debt load, a bigger scar.

2022 mini-budget forced unfunded tax cuts → Pension funds' leveraged gilt hedges unwound → Bank of England had to buy gilts to stop the spiral → Gilt yields have carried a credibility premium since

Debt-to-GDP alone would put UK borrowing costs below the US, not level with them. It isn't. The gap between the two is the part debt-to-GDP can't explain: a market that watched a UK government lose control of the gilt market once and now prices that risk into every auction, regardless of how the underlying arithmetic actually reads.

Bottom line

The number worth watching isn't the debt stock, it's the gap between debt -to-GDP and the yield. The US carries more debt and pays about the same rate; the UK carries less and pays it anyway. That spread is the market's live read on fiscal credibility, and it doesn't close just because the numbers improve.

Debt-to-GDP is ONS series HF6X, monthly, not the annual IMF-vintage figure used elsewhere in this layer. Total official reserves from ONS AIPD. Gilt yield from FRED IRLTLT01GBM156N. Brent and FTSE 100 via yfinance.

By risk appetite

What this mechanism has favored historically.

Lower risk appetite

Hard assets, currency diversification

Physical gold. Assets priced away from sterling, which carries the same fiscal-credibility question the gilt market does.

Higher risk appetite

Earnings insulated from the gilt market

Dollar and euro earners on the FTSE, largely funded outside the domestic gilt curve. Domestic non-discretionary consumption, the segment least exposed to a rates-driven slowdown at home.

Categories, not recommendations. Fit depends on your own risk tolerance and exposure.

Read the full UK credit-conditions brief.

The pulse above updates from our live macro layer; the full brief covers the gilt-market watch list in detail.

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