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

Graph and download economic data for ICE BofA Single-A US Corporate Index Option-Adjusted Spread (BAMLC0A3CA) from 1996-12-31 to 2025-10-01 about A Bond Rating, 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.

Graph and download economic data for ICE BofA BB US High Yield Index Option-Adjusted Spread (BAMLH0A1HYBB) from 1996-12-31 to 2025-10-02 about BB, option-adjusted spread, yield, interest rate, interest, rate, and USA.

United States - ICE BofA Single-B US High Yield Index Option-Adjusted Spread was 2.98% in September of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA Single-B US High Yield Index Option-Adjusted Spread reached a record high of 20.84 in November of 2008 and a record low of 2.36 in June of 2007. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA Single-B US High Yield Index Option-Adjusted Spread - last updated from the United States Federal Reserve on September of 2025.

View market daily updates and historical trends for Euro High Yield Index Option-Adjusted Spread. Source: Bank of America Merrill Lynch. Track economic da…

Graph and download economic data for ICE BofA AA US Corporate Index Option-Adjusted Spread (BAMLC0A2CAA) from 1996-12-31 to 2025-10-02 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…

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

Graph and download economic data for ICE BofA 5-7 Year US Corporate Index Option-Adjusted Spread (BAMLC3A0C57Y) from 1996-12-31 to 2025-10-02 about 5 to 7 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…

United States - ICE BofA Single-A US Corporate Index Option-Adjusted Spread was 0.62% 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.

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.

Using micro-level data, we construct a credit spread index with considerable predictive power for future economic activity. We decompose the credit spread into a component that captures firm-specific information on expected defaults and a residual component—the excess bond premium. Shocks to the excess bond premium that are orthogonal to the current state of the economy lead to declines in economic activity and asset prices. An increase in the excess bond premium appears to reflect a reduction in the risk-bearing capacity of the financial sector, which induces a contraction in the supply of credit and a deterioration in macroeconomic conditions.

The Emerging Markets Bond Index (EMBI), commonly known as "riesgo país" in Spanish speaking countries, is a weighted financial benchmark that measures the interest rates paid each day by a selected portfolio of government bonds from emerging countries. It is measured in base points, which reflect the difference between the return rates paid by emerging countries' government bonds and those offered by U.S. Treasury bills. This difference is defined as "spread". Which Latin American country has the highest risk bonds? As of September 19, 2024, Venezuela was the Latin American country with the greatest financial risk and highest expected returns of government bonds, with an EMBI spread of around 254 percent. This means that the annual interest rates paid by Venezuela's sovereign debt titles were estimated to be exponentially higher than those offered by the U.S. Treasury. On the other hand, Brazil's EMBI reached 207 index points at the end of August 2023. In 2023, Venezuela also had the highest average EMBI in Latin America, exceeding 40,000 base points. The impact of COVID-19 on emerging market bonds The economic crisis spawned by the coronavirus pandemic heavily affected the financial market's estimated risks of emerging governmental bonds. For instance, as of June 30, 2020, Argentina's EMBI spread had increased more than four percentage points in comparison to January 30, 2020. All the Latin American economies measured saw a significant increase of the EMBI spread in the first half of the year.

Graph and download economic data for ICE BofA 3-5 Year US Corporate Index Option-Adjusted Spread (BAMLC2A0C35Y) from 1996-12-31 to 2025-09-26 about 3 to 5 years, option-adjusted spread, corporate, and USA.

United States - ICE BofA 1-3 Year US Corporate Index Option-Adjusted Spread was 0.48% 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.

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.

United States - ICE BofA BBB US Corporate Index Option-Adjusted Spread was 0.96% in October of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA BBB US Corporate Index Option-Adjusted Spread reached a record high of 8.04 in December of 2008 and a record low of 0.72 in August of 1997. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA BBB 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 Corporate AA Option-Adjusted Spread. from United States. Source: Bank of America Merrill Lynch. Tra…