Graph and download economic data for ICE BofA US Corporate Index Option-Adjusted Spread (BAMLC0A0CM) from 1996-12-31 to 2025-10-23 about option-adjusted spread, corporate, and USA.

United States - ICE BofA AA US Corporate Index Option-Adjusted Spread was 0.42% in September 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 October of 2025.

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

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

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 BBB Option-Adjusted Spread. from United States. Source: Bank of America Merrill Lynch. Tr…

United States - ICE BofA Single-A US Corporate Index Option-Adjusted Spread was 0.66% in October 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 October of 2025.

Indonesia Credit Spread Matrix: PHEI: BBB SPREAD: Tenor: 3 Year data was reported at 427.400 Basis Point in 16 May 2025. This records a decrease from the previous number of 429.310 Basis Point for 15 May 2025. Indonesia Credit Spread Matrix: PHEI: BBB SPREAD: Tenor: 3 Year data is updated daily, averaging 452.940 Basis Point from Jan 2022 (Median) to 16 May 2025, with 800 observations. The data reached an all-time high of 618.610 Basis Point in 03 Jan 2022 and a record low of 392.610 Basis Point in 26 Feb 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. The data is categorized under Indonesia Premium Database’s Interest and Foreign Exchange Rates – Table ID.MD003: PT Penilai Harga Efek Indonesia: Corporate Bond Spread.

Graph and download economic data for ICE BofA 7-10 Year US Corporate Index Option-Adjusted Spread (BAMLC4A0C710Y) from 1996-12-31 to 2025-10-23 about 7 to 10 years, option-adjusted spread, corporate, and USA.

Credit Spread Matrix: PHEI: AAA SPREAD: Tenor: 4 Year data was reported at 24.940 Basis Point in 16 May 2025. This records a decrease from the previous number of 26.540 Basis Point for 15 May 2025. Credit Spread Matrix: PHEI: AAA SPREAD: Tenor: 4 Year data is updated daily, averaging 59.855 Basis Point from Jan 2022 (Median) to 16 May 2025, with 800 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. The data is categorized under Indonesia Premium Database’s Interest and Foreign Exchange Rates – Table ID.MD003: PT Penilai Harga Efek Indonesia: Corporate Bond Spread.

United States - ICE BofA 1-3 Year US Corporate Index Option-Adjusted Spread was 0.51% in October of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA 1-3 Year US Corporate Index Option-Adjusted Spread reached a record high of 8.14 in December of 2008 and a record low of 0.36 in September of 2021. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA 1-3 Year US Corporate Index Option-Adjusted Spread - last updated from the United States Federal Reserve on October of 2025.

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…

United States - ICE BofA AAA US Corporate Index Option-Adjusted Spread was 0.33% in October of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA AAA US Corporate Index Option-Adjusted Spread reached a record high of 6.07 in March of 2009 and a record low of 0.19 in July of 1997. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA AAA US Corporate Index Option-Adjusted Spread - last updated from the United States Federal Reserve on October of 2025.

We present a novel empirical benchmark for analyzing credit risk using "pseudo firms" that purchase traded assets financed with equity and zero-coupon bonds. By no-arbitrage, pseudo bonds are equivalent to Treasuries minus put options on pseudo firm assets. Empirically, like corporate spreads, pseudo bond spreads are large, countercyclical, and predict lower economic growth. Using this framework, we find that bond market illiquidity, investors' overestimation of default risks, and corporate frictions do not seem to explain excessive observed credit spreads but, instead, a risk premium for tail and idiosyncratic asset risks is the primary determinant of corporate spreads.

Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 5 Year data was reported at 260.380 Basis Point in 16 May 2025. This records a decrease from the previous number of 262.640 Basis Point for 15 May 2025. Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 5 Year data is updated daily, averaging 285.810 Basis Point from Jan 2022 (Median) to 16 May 2025, with 800 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. The data is categorized under Indonesia Premium Database’s Interest and Foreign Exchange Rates – Table ID.MD003: PT Penilai Harga Efek Indonesia: Corporate Bond Spread.

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.

This folder contains replication codes and data for “Inflexibility and Corporate Credit Spreads” by Zhe An, Abe de Jong, Ying Xia, and Zhaofeng Xu.

The excess bond premium (EBP) is a measure of investor sentiment or risk appetite in the corporate bond market. A credit spread index can be decomposed into two components: a component that captures the systematic movements in default risk of individual firms and a residual component: the excess bond premium that represents variation in the average price of bearing exposure to US corporate credit risk, above and beyond the compensation for expected defaults. The EBP component of corporate bond credit spreads that is not directly attributable to expected default risk provides an effective measure of investor sentiment or risk appetite in the corporate bond market.

Graph and download economic data for ICE BofA 3-5 Year US Corporate Index Option-Adjusted Spread (BAMLC2A0C35Y) from 1996-12-31 to 2025-10-23 about 3 to 5 years, option-adjusted spread, corporate, and USA.

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