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ice data indices, llc

ICE BofA US High Yield Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLH0A0HYM2
   
Units Release Dates Observation Period
Percent 2014-04-17 to 2016-03-21 1996-12-31 to 2016-03-18
Percent 2016-03-22 to 2017-10-20 1996-12-31 to 2017-10-20
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA US High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLH0A0HYM2EY
   
Units Release Dates Observation Period
Percent 2014-04-17 to 2016-03-21 1996-12-31 to 2016-03-18
Percent 2016-03-22 to 2017-10-20 1996-12-31 to 2017-10-20
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA BBB US Corporate Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC0A4CBBB
   
Units Release Dates Observation Period
Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA US Corporate Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC0A0CM
   
Units Release Dates Observation Period
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA BBB US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC0A4CBBBEY
   
Units Release Dates Observation Period
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA CCC & Lower US High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLH0A3HYCEY
   
Units Release Dates Observation Period
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLH0A3HYC
   
Units Release Dates Observation Period
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA BB US High Yield Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLH0A1HYBB
   
Units Release Dates Observation Period
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA BB US High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLH0A1HYBBEY
   
Units Release Dates Observation Period
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA Euro High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLHE00EHYIEY
   
Units Release Dates Observation Period
Percent 2017-10-21 to 2020-01-01 1997-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1997-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1997-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-11-21 1997-12-31 to 2024-11-21
 
ICE BofA Single-B US High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLH0A2HYBEY
   
Units Release Dates Observation Period
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA Euro High Yield Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLHE00EHYIOAS
   
Units Release Dates Observation Period
Percent 2024-01-04 to 2024-11-21 1997-12-31 to 2024-11-21
 
ICE BofA AAA US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC0A1CAAAEY
   
Units Release Dates Observation Period
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC0A0CMEY
   
Units Release Dates Observation Period
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA Single-A US Corporate Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC0A3CA
   
Units Release Dates Observation Period
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA US High Yield Index Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLHYH0A0HYM2TRIV
   
Units Release Dates Observation Period
Index 2024-01-04 to 2024-11-21 1986-08-31 to 2024-11-21
 
ICE BofA Single-B US High Yield Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLH0A2HYB
   
Units Release Dates Observation Period
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 
ICE BofA AA US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC0A2CAAEY
   
Units Release Dates Observation Period
Percent 2024-01-04 to 2024-11-21 1996-12-31 to 2024-11-21
 

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