76 datasets found
  1. F

    ICE BofA US Corporate Index Option-Adjusted Spread

    • fred.stlouisfed.org
    json
    Updated Sep 19, 2025
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    (2025). ICE BofA US Corporate Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLC0A0CM
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Sep 19, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Area covered
    United States
    Description

    Graph and download economic data for ICE BofA US Corporate Index Option-Adjusted Spread (BAMLC0A0CM) from 1996-12-31 to 2025-09-18 about option-adjusted spread, corporate, and USA.

  2. y

    US High Yield BB Option-Adjusted Spread

    • ycharts.com
    html
    Updated Sep 19, 2025
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    Bank of America Merrill Lynch (2025). US High Yield BB Option-Adjusted Spread [Dataset]. https://ycharts.com/indicators/us_high_yield_bb_optionadjusted_spread
    Explore at:
    htmlAvailable download formats
    Dataset updated
    Sep 19, 2025
    Dataset provided by
    YCharts
    Authors
    Bank of America Merrill Lynch
    License

    https://www.ycharts.com/termshttps://www.ycharts.com/terms

    Time period covered
    Dec 31, 1996 - Sep 18, 2025
    Area covered
    United States
    Variables measured
    US High Yield BB Option-Adjusted Spread
    Description

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

  3. T

    United States - ICE BofA AA US Corporate Index Option-Adjusted Spread

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Feb 25, 2020
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    TRADING ECONOMICS (2020). United States - ICE BofA AA US Corporate Index Option-Adjusted Spread [Dataset]. https://tradingeconomics.com/united-states/bofa-merrill-lynch-us-corporate-aa-option-adjusted-spread-fed-data.html
    Explore at:
    xml, excel, json, csvAvailable download formats
    Dataset updated
    Feb 25, 2020
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    United States
    Description

    United States - ICE BofA AA US Corporate Index Option-Adjusted Spread was 0.44% 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 September of 2025.

  4. y

    US Corporate BBB Option-Adjusted Spread

    • ycharts.com
    html
    Updated Sep 5, 2025
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    Bank of America Merrill Lynch (2025). US Corporate BBB Option-Adjusted Spread [Dataset]. https://ycharts.com/indicators/us_corporate_bbb_optionadjusted_spread
    Explore at:
    htmlAvailable download formats
    Dataset updated
    Sep 5, 2025
    Dataset provided by
    YCharts
    Authors
    Bank of America Merrill Lynch
    Time period covered
    Dec 31, 1996 - Sep 4, 2025
    Area covered
    United States
    Variables measured
    US Corporate BBB Option-Adjusted Spread
    Description

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

  5. F

    ICE BofA BBB US Corporate Index Option-Adjusted Spread

    • fred.stlouisfed.org
    json
    Updated Sep 23, 2025
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    (2025). ICE BofA BBB US Corporate Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLC0A4CBBB
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Sep 23, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Area covered
    United States
    Description

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

  6. T

    United States - ICE BofA Single-A US Corporate Index Option-Adjusted Spread

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Feb 25, 2020
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    TRADING ECONOMICS (2020). United States - ICE BofA Single-A US Corporate Index Option-Adjusted Spread [Dataset]. https://tradingeconomics.com/united-states/bofa-merrill-lynch-us-corporate-a-option-adjusted-spread-fed-data.html
    Explore at:
    json, excel, csv, xmlAvailable download formats
    Dataset updated
    Feb 25, 2020
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    United States
    Description

    United States - ICE BofA Single-A US Corporate Index Option-Adjusted Spread was 0.62% in September 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 September of 2025.

  7. F

    ICE BofA Single-B US High Yield Index Option-Adjusted Spread

    • fred.stlouisfed.org
    json
    Updated Sep 23, 2025
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    (2025). ICE BofA Single-B US High Yield Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLH0A2HYB
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Sep 23, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Area covered
    United States
    Description

    Graph and download economic data for ICE BofA Single-B US High Yield Index Option-Adjusted Spread (BAMLH0A2HYB) from 1996-12-31 to 2025-09-22 about B Bond Rating, option-adjusted spread, yield, interest rate, interest, rate, and USA.

  8. y

    US High Yield Master II Option-Adjusted Spread

    • ycharts.com
    html
    Updated Sep 10, 2025
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    Bank of America Merrill Lynch (2025). US High Yield Master II Option-Adjusted Spread [Dataset]. https://ycharts.com/indicators/us_high_yield_master_ii_optionadjusted_spread
    Explore at:
    htmlAvailable download formats
    Dataset updated
    Sep 10, 2025
    Dataset provided by
    YCharts
    Authors
    Bank of America Merrill Lynch
    License

    https://www.ycharts.com/termshttps://www.ycharts.com/terms

    Time period covered
    Dec 31, 1996 - Sep 9, 2025
    Area covered
    United States
    Variables measured
    US High Yield Master II Option-Adjusted Spread
    Description

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

  9. y

    US High Yield CCC or Below Option-Adjusted Spread

    • ycharts.com
    html
    Updated Sep 10, 2025
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    Bank of America Merrill Lynch (2025). US High Yield CCC or Below Option-Adjusted Spread [Dataset]. https://ycharts.com/indicators/us_high_yield_ccc_or_below_optionadjusted_spread
    Explore at:
    htmlAvailable download formats
    Dataset updated
    Sep 10, 2025
    Dataset provided by
    YCharts
    Authors
    Bank of America Merrill Lynch
    License

    https://www.ycharts.com/termshttps://www.ycharts.com/terms

    Time period covered
    Dec 31, 1996 - Sep 9, 2025
    Area covered
    United States
    Variables measured
    US High Yield CCC or Below Option-Adjusted Spread
    Description

    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…

  10. T

    United States - ICE BofA Single-B US High Yield Index Option-Adjusted Spread...

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Feb 25, 2020
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    TRADING ECONOMICS (2020). United States - ICE BofA Single-B US High Yield Index Option-Adjusted Spread [Dataset]. https://tradingeconomics.com/united-states/bofa-merrill-lynch-us-high-yield-b-option-adjusted-spread-fed-data.html
    Explore at:
    json, csv, excel, xmlAvailable download formats
    Dataset updated
    Feb 25, 2020
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    United States
    Description

    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.

  11. F

    ICE BofA AA US Corporate Index Option-Adjusted Spread

    • fred.stlouisfed.org
    json
    Updated Sep 22, 2025
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    (2025). ICE BofA AA US Corporate Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLC0A2CAA
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Sep 22, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Description

    Graph and download economic data for ICE BofA AA US Corporate Index Option-Adjusted Spread (BAMLC0A2CAA) from 1996-12-31 to 2025-09-19 about AA, option-adjusted spread, corporate, and USA.

  12. y

    US Corporate AA Option-Adjusted Spread

    • ycharts.com
    html
    Updated Sep 12, 2025
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    Bank of America Merrill Lynch (2025). US Corporate AA Option-Adjusted Spread [Dataset]. https://ycharts.com/indicators/us_corporate_aa_optionadjusted_spread
    Explore at:
    htmlAvailable download formats
    Dataset updated
    Sep 12, 2025
    Dataset provided by
    YCharts
    Authors
    Bank of America Merrill Lynch
    License

    https://www.ycharts.com/termshttps://www.ycharts.com/terms

    Time period covered
    Dec 31, 1996 - Sep 11, 2025
    Area covered
    United States
    Variables measured
    US Corporate AA Option-Adjusted Spread
    Description

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

  13. T

    United States - ICE BofA US High Yield Index Option-Adjusted Spread

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Mar 12, 2018
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    TRADING ECONOMICS (2018). United States - ICE BofA US High Yield Index Option-Adjusted Spread [Dataset]. https://tradingeconomics.com/united-states/bofa-merrill-lynch-us-high-yield-option-adjusted-spread-fed-data.html
    Explore at:
    xml, json, csv, excelAvailable download formats
    Dataset updated
    Mar 12, 2018
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    United States
    Description

    United States - ICE BofA US High Yield Index Option-Adjusted Spread was 2.71% in September of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA US High Yield Index Option-Adjusted Spread reached a record high of 21.82 in December of 2008 and a record low of 2.41 in June of 2007. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA US High Yield Index Option-Adjusted Spread - last updated from the United States Federal Reserve on September of 2025.

  14. T

    United States - ICE BofA CCC & Lower US High Yield Index Option-Adjusted...

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Feb 25, 2020
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    TRADING ECONOMICS (2020). United States - ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread [Dataset]. https://tradingeconomics.com/united-states/bofa-merrill-lynch-us-high-yield-ccc-or-below-option-adjusted-spread-fed-data.html
    Explore at:
    excel, json, xml, csvAvailable download formats
    Dataset updated
    Feb 25, 2020
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    United States
    Description

    United States - ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread was 7.95% in September of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread reached a record high of 44.29 in December of 2008 and a record low of 4.14 in June of 2007. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread - last updated from the United States Federal Reserve on September of 2025.

  15. T

    United States - ICE BofA 1-3 Year US Corporate Index Option-Adjusted Spread

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Nov 6, 2017
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    TRADING ECONOMICS (2017). United States - ICE BofA 1-3 Year US Corporate Index Option-Adjusted Spread [Dataset]. https://tradingeconomics.com/united-states/bofa-merrill-lynch-us-corporate-1-3-year-option-adjusted-spread-fed-data.html
    Explore at:
    csv, json, xml, excelAvailable download formats
    Dataset updated
    Nov 6, 2017
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    United States
    Description

    United States - ICE BofA 1-3 Year US Corporate Index Option-Adjusted Spread was 0.48% in September 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 September of 2025.

  16. U

    United Kingdom BOE Forecast: Credit Spreads

    • ceicdata.com
    Updated Aug 18, 2018
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    CEICdata.com (2018). United Kingdom BOE Forecast: Credit Spreads [Dataset]. https://www.ceicdata.com/en/united-kingdom/credit-spreads-forecast-bank-of-england
    Explore at:
    Dataset updated
    Aug 18, 2018
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Dec 1, 2014 - Dec 1, 2021
    Area covered
    United Kingdom
    Description

    BOE Forecast: Credit Spreads data was reported at 1.500 % in 2021. This stayed constant from the previous number of 1.500 % for 2020. BOE Forecast: Credit Spreads data is updated yearly, averaging 1.625 % from Dec 2014 (Median) to 2021, with 8 observations. The data reached an all-time high of 2.250 % in 2016 and a record low of 1.500 % in 2021. BOE Forecast: Credit Spreads data remains active status in CEIC and is reported by Bank of England. The data is categorized under Global Database’s United Kingdom – Table UK.Z015: Credit Spreads: Forecast: Bank of England.

  17. o

    Replication data for: Credit Spreads and Business Cycle Fluctuations

    • openicpsr.org
    Updated Oct 11, 2019
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    Simon Gilchrist; Egon Zakrajšek (2019). Replication data for: Credit Spreads and Business Cycle Fluctuations [Dataset]. http://doi.org/10.3886/E112536V1
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    Dataset updated
    Oct 11, 2019
    Dataset provided by
    American Economic Association
    Authors
    Simon Gilchrist; Egon Zakrajšek
    Description

    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.

  18. I

    Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 3 Year

    • ceicdata.com
    Updated Mar 27, 2025
    + more versions
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    CEICdata.com (2025). Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 3 Year [Dataset]. https://www.ceicdata.com/en/indonesia/pt-penilai-harga-efek-indonesia-corporate-bond-spread/credit-spread-matrix-phei-a-spread-tenor-3-year
    Explore at:
    Dataset updated
    Mar 27, 2025
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Mar 12, 2025 - Mar 27, 2025
    Area covered
    Indonesia
    Description

    Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 3 Year data was reported at 237.240 Basis Point in 16 May 2025. This records a decrease from the previous number of 239.890 Basis Point for 15 May 2025. Indonesia Credit Spread Matrix: PHEI: A SPREAD: Tenor: 3 Year data is updated daily, averaging 247.495 Basis Point from Jan 2022 (Median) to 16 May 2025, with 800 observations. The data reached an all-time high of 411.480 Basis Point in 04 Jan 2022 and a record low of 193.940 Basis Point in 12 Aug 2022. Indonesia Credit Spread Matrix: PHEI: A 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.

  19. F

    ICE BofA Euro High Yield Index Option-Adjusted Spread

    • fred.stlouisfed.org
    json
    Updated Sep 23, 2025
    + more versions
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    (2025). ICE BofA Euro High Yield Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLHE00EHYIOAS
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Sep 23, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Description

    Graph and download economic data for ICE BofA Euro High Yield Index Option-Adjusted Spread (BAMLHE00EHYIOAS) from 1997-12-31 to 2025-09-22 about option-adjusted spread, Euro Area, Europe, yield, interest rate, interest, rate, and indexes.

  20. y

    Euro High Yield Index Option-Adjusted Spread

    • ycharts.com
    html
    Updated Sep 10, 2025
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    Bank of America Merrill Lynch (2025). Euro High Yield Index Option-Adjusted Spread [Dataset]. https://ycharts.com/indicators/euro_high_yield_index_optionadjusted_spread
    Explore at:
    htmlAvailable download formats
    Dataset updated
    Sep 10, 2025
    Dataset provided by
    YCharts
    Authors
    Bank of America Merrill Lynch
    License

    https://www.ycharts.com/termshttps://www.ycharts.com/terms

    Time period covered
    Dec 31, 1997 - Sep 9, 2025
    Variables measured
    Euro High Yield Index Option-Adjusted Spread
    Description

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

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(2025). ICE BofA US Corporate Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLC0A0CM

ICE BofA US Corporate Index Option-Adjusted Spread

BAMLC0A0CM

Explore at:
17 scholarly articles cite this dataset (View in Google Scholar)
jsonAvailable download formats
Dataset updated
Sep 19, 2025
License

https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

Area covered
United States
Description

Graph and download economic data for ICE BofA US Corporate Index Option-Adjusted Spread (BAMLC0A0CM) from 1996-12-31 to 2025-09-18 about option-adjusted spread, corporate, and USA.

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