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964 Series Revisions
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ice data indices, llc
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Last Release Date
Last Observation
First Release Date
First Observation
Title
Series ID
Frequency
Units
Seas Adj
BofA Merrill Lynch US Corporate 7-10 Year Effective Yield
Daily, Not Seasonally Adjusted, BAMLC4A0C710YEY
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
ICE BofA AA US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC0A2CAAEY
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
ICE BofA Single-A US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC0A3CAEY
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
BofA Merrill Lynch Euro High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLHE00EHYIEY
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1997-12-31 to 2017-10-20
ICE BofA High Yield Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEMHBHYCRPIOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1998-12-31 to 2017-10-20
Percent
2017-10-21 to 2020-01-01
1998-12-31 to 2019-12-31
Percent
2020-01-02 to 2020-05-03
1998-12-31 to 2020-05-01
Percent
2020-05-04 to 2024-01-03
1998-12-31 to 2024-01-03
Percent
2024-01-04 to 2024-03-27
1998-12-31 to 2024-03-27
ICE BofA AA US Corporate Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC0A2CAA
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
BofA Merrill Lynch US Corporate A Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC0A3CA
Units
Release Dates
Observation Period
Percent
2011-03-21 to 2017-10-20
1996-12-31 to 2017-10-20
BofA Merrill Lynch US Corporate Master Effective Yield
Daily, Not Seasonally Adjusted, BAMLC0A0CMEY
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
BofA Merrill Lynch US High Yield Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLHYH0A0HYM2TRIV
Units
Release Dates
Observation Period
Index
2014-04-17 to 2016-03-21
1986-08-31 to 2016-03-18
Index
2016-03-22 to 2017-10-20
1986-08-31 to 2017-10-20
BofA Merrill Lynch US High Yield B Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLH0A2HYB
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
ICE BofA Euro High Yield Index Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLHE00EHYITRIV
Units
Release Dates
Observation Period
Index
2017-10-21 to 2020-01-01
1997-12-31 to 2019-12-31
Index
2020-01-02 to 2020-05-03
1997-12-31 to 2020-05-01
Index
2020-05-04 to 2024-01-03
1997-12-31 to 2024-01-03
Index
2024-01-04 to 2024-03-27
1997-12-31 to 2024-03-27
ICE BofA 1-3 Year US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC1A0C13YEY
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 2024-03-27
1996-12-31 to 2024-03-27
ICE BofA High Yield Emerging Markets Corporate Plus Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLEMHBHYCRPIEY
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1998-12-31 to 2017-10-20
Percent
2017-10-21 to 2020-01-01
1998-12-31 to 2019-12-31
Percent
2020-01-02 to 2020-05-03
1998-12-31 to 2020-05-01
Percent
2020-05-04 to 2024-01-03
1998-12-31 to 2024-01-03
Percent
2024-01-04 to 2024-03-27
1998-12-31 to 2024-03-27
ICE BofA US Corporate Index Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLCC0A0CMTRIV
Units
Release Dates
Observation Period
Index
2011-05-03 to 2017-10-20
1972-12-31 to 2017-10-20
Index
2017-10-21 to 2020-01-01
1972-12-31 to 2019-12-31
Index
2020-01-02 to 2020-05-03
1972-12-31 to 2020-05-01
Index
2020-05-04 to 2024-01-03
1972-12-31 to 2024-01-03
ICE BofA 3-5 Year US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC2A0C35YEY
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 2024-03-27
1996-12-31 to 2024-03-27
ICE BofA 15+ Year US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC8A0C15PYEY
Units
Release Dates
Observation Period
Percent
2024-01-04 to 2024-03-27
1996-12-31 to 2024-03-27
ICE BofA US High Yield Index Semi-Annual Yield to Worst
Daily, Not Seasonally Adjusted, BAMLH0A0HYM2SYTW
Units
Release Dates
Observation Period
Percent
2024-01-04 to 2024-03-27
1996-12-31 to 2024-03-27
ICE BofA 5-7 Year US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC3A0C57YEY
Units
Release Dates
Observation Period
Percent
2017-10-21 to 2020-01-01
1996-12-31 to 2019-12-31
Percent
2024-01-04 to 2024-03-27
1996-12-31 to 2024-03-27
ICE BofA Emerging Markets Corporate Plus Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLEMCBPIEY
Units
Release Dates
Observation Period
Percent
2024-01-04 to 2024-03-27
1998-12-31 to 2024-03-27
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