Graph and download economic data for ICE BofA US Corporate Index Option-Adjusted Spread (BAMLC0A0CM) from 1996-12-31 to 2025-12-01 about option-adjusted spread, corporate, and USA.

View the spread between a computed option-adjusted index of all BBB-rated bonds and a spot Treasury curve.

United States FRB Recession Risk: Corporate Bond Credit Spread data was reported at 1.268 Basis Point in Apr 2025. This records an increase from the previous number of 1.114 Basis Point for Mar 2025. United States FRB Recession Risk: Corporate Bond Credit Spread data is updated monthly, averaging 1.572 Basis Point from Jan 1973 (Median) to Apr 2025, with 628 observations. The data reached an all-time high of 7.924 Basis Point in Nov 2008 and a record low of 0.563 Basis Point in Oct 1978. United States FRB Recession Risk: Corporate Bond Credit Spread data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.S090: FRB Recession Risk.

View market daily updates and historical trends for US Corporate AA Option-Adjusted Spread. from United States. Source: Bank of America Merrill Lynch. Tra…

Indonesia Credit Spread Matrix: PHEI: BBB SPREAD: Tenor: 3 Year data was reported at 404.790 Basis Point in 02 Dec 2025. This records a decrease from the previous number of 404.800 Basis Point for 01 Dec 2025. Indonesia Credit Spread Matrix: PHEI: BBB SPREAD: Tenor: 3 Year data is updated daily, averaging 436.760 Basis Point from Jan 2022 (Median) to 02 Dec 2025, with 935 observations. The data reached an all-time high of 618.610 Basis Point in 03 Jan 2022 and a record low of 391.360 Basis Point in 28 Aug 2025. Indonesia Credit Spread Matrix: PHEI: BBB SPREAD: Tenor: 3 Year data remains active status in CEIC and is reported by PT Penilai Harga Efek Indonesia.MD: PT Penilai Harga Efek Indonesia: Corporate Bond Spread.

United States - ICE BofA AA US Corporate Index Option-Adjusted Spread was 0.49% in November of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA AA US Corporate Index Option-Adjusted Spread reached a record high of 5.15 in November of 2008 and a record low of 0.36 in October of 1997. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA AA US Corporate Index Option-Adjusted Spread - last updated from the United States Federal Reserve on November of 2025.

Graph and download economic data for ICE BofA 7-10 Year US Corporate Index Option-Adjusted Spread (BAMLC4A0C710Y) from 1996-12-31 to 2025-12-01 about 7 to 10 years, option-adjusted spread, corporate, and USA.

View market daily updates and historical trends for US Corporate BBB Option-Adjusted Spread. from United States. Source: Bank of America Merrill Lynch. Tr…

Australia Corporate Bonds: BBB-rated: 5 Years: Spread to AGS data was reported at 130.730 Basis Point in Apr 2018. This records an increase from the previous number of 122.210 Basis Point for Mar 2018. Australia Corporate Bonds: BBB-rated: 5 Years: Spread to AGS data is updated monthly, averaging 221.005 Basis Point from Jan 2005 (Median) to Apr 2018, with 160 observations. The data reached an all-time high of 941.010 Basis Point in Nov 2008 and a record low of 90.310 Basis Point in Mar 2006. Australia Corporate Bonds: BBB-rated: 5 Years: Spread to AGS data remains active status in CEIC and is reported by Reserve Bank of Australia. The data is categorized under Global Database’s Australia – Table AU.M008: Corporate Bond Yield and Spread.

Credit Spread Matrix: PHEI: AAA SPREAD: Tenor: 4 Year data was reported at 54.960 Basis Point in 01 Dec 2025. This stayed constant from the previous number of 54.960 Basis Point for 28 Nov 2025. Credit Spread Matrix: PHEI: AAA SPREAD: Tenor: 4 Year data is updated daily, averaging 65.980 Basis Point from Jan 2022 (Median) to 01 Dec 2025, with 934 observations. The data reached an all-time high of 100.840 Basis Point in 04 Mar 2022 and a record low of 13.000 Basis Point in 02 Jun 2022. Credit Spread Matrix: PHEI: AAA SPREAD: Tenor: 4 Year data remains active status in CEIC and is reported by PT Penilai Harga Efek Indonesia.MD: PT Penilai Harga Efek Indonesia: Corporate Bond Spread.

U.S. Corporate Bond Spread - Historical chart and current data through 2025.

1-3 Year US Corporate Bond Spread - Historical chart and current data through 2025.

United States - ICE BofA Single-A US Corporate Index Option-Adjusted Spread was 0.67% in November of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA Single-A US Corporate Index Option-Adjusted Spread reached a record high of 6.49 in December of 2008 and a record low of 0.48 in October of 1997. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA Single-A US Corporate Index Option-Adjusted Spread - last updated from the United States Federal Reserve on December of 2025.

Australia Corporate Bonds: BBB-rated: 10 Years: Yield data was reported at 4.510 % in Apr 2018. This records an increase from the previous number of 4.390 % for Mar 2018. Australia Corporate Bonds: BBB-rated: 10 Years: Yield data is updated monthly, averaging 6.810 % from Jan 2005 (Median) to Apr 2018, with 149 observations. The data reached an all-time high of 13.410 % in Dec 2008 and a record low of 4.090 % in Nov 2017. Australia Corporate Bonds: BBB-rated: 10 Years: Yield data remains active status in CEIC and is reported by Reserve Bank of Australia. The data is categorized under Global Database’s Australia – Table AU.M008: Corporate Bond Yield and Spread.

Graph and download economic data for ICE BofA AA US Corporate Index Option-Adjusted Spread (BAMLC0A2CAA) from 1996-12-31 to 2025-11-27 about AA, option-adjusted spread, corporate, and USA.

View market daily updates and historical trends for US High Yield B Option-Adjusted Spread. from United States. Source: Bank of America Merrill Lynch. Tra…

Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 5 Year data was reported at 248.450 Basis Point in 03 Dec 2025. This records a decrease from the previous number of 248.500 Basis Point for 02 Dec 2025. Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 5 Year data is updated daily, averaging 289.380 Basis Point from Jan 2022 (Median) to 03 Dec 2025, with 936 observations. The data reached an all-time high of 416.050 Basis Point in 07 Jan 2022 and a record low of 209.930 Basis Point in 18 Aug 2022. Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 5 Year data remains active status in CEIC and is reported by PT Penilai Harga Efek Indonesia.MD: PT Penilai Harga Efek Indonesia: Corporate Bond Spread.

Content

Yield and total return indices for many categories of corporate bonds, mostly US and EM. Different indices have different durations of availability, ranging from 1975 onwards for US Gen Y to 1998 onwards for EMEA Gen TR.

For the naming convention: Location US=United States, EM=Emerging Markets, EMEA= Europe, Middle East & Africa Type/Grade Gen=General (All grades), Good= High Grade, High= High Yield, AAA=AAA-rated, AA=AA-rated and so on ... Index type Y=Yield, TR=Total Return

Sources

Data collected using Quandl API reference from Merrill Lynch into Python, before writing to csv using Pandas. For the combined mastersheet, I used pd.merge so the indices were inner joined on the date column starting with the longest range (US Gen TR) so the final range for the combined spreadsheet is shorter than the individual ranges.

Inspiration

How do the movement of yieldss and total return indices correlate to each other? Will post my notebook showing the correlation matrix of the bond yields and bond total returns soon!

Graph and download economic data for Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (BAA10Y) from 1986-01-02 to 2025-12-01 about Baa, spread, 10-year, maturity, bonds, Treasury, yield, corporate, interest rate, interest, rate, and USA.

This paper investigates the determinants of credit spread changes in euro-denominated bonds. We adopt a factor model framework, inspired by the credit risk structural approach, as credit spread changes can be easily viewed as an excess return on corporate bonds over Treasury bonds. We try to assess the relative importance of market and idiosyncratic factors as an explanation of movements in credit spreads. We adopt a heterogeneous panel with a multifactor error model and propose a two-step estimation procedure, which yields consistent estimates of unobserved factors. The analysis is carried out with a panel of monthly redemption yields on a set of corporate bonds for a time span of 3?years. Our results suggest that the euro corporate market is driven by observable and unobservable factors. The unobservable factors are identified through a consistent estimation of individual and common observable effects. The empirical results suggest that an unobserved common factor has a significant role in explaining the systematic changes in credit spreads. However, in contrast to evidence regarding US credit spread changes, it cannot be identified as a market factor.