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baml
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Title
Series ID
Frequency
Units
Seas Adj
ICE BofA Euro High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLHE00EHYIEY
Units
Release Dates
Observation Period
Percent
2020-05-04 to 2024-01-03
1997-12-31 to 2024-01-03
Percent
2024-01-04 to 2024-12-05
1997-12-31 to 2024-12-05
ICE BofA Single-B US High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLH0A2HYBEY
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 2024-12-05
1996-12-31 to 2024-12-05
ICE BofA AAA US Corporate Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLC0A1CAAAEY
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 2024-12-05
1996-12-31 to 2024-12-05
ICE BofA Euro High Yield Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLHE00EHYIOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1997-12-31 to 2017-10-20
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 2024-12-05
1997-12-31 to 2024-12-05
ICE BofA US Corporate Index 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
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 2024-12-05
1996-12-31 to 2024-12-05
ICE BofA Single-A US Corporate Index 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
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 2024-12-05
1996-12-31 to 2024-12-05
ICE BofA Single-B US High Yield Index 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
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 2024-12-05
1996-12-31 to 2024-12-05
ICE BofA US High Yield Index 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
Index
2017-10-21 to 2020-01-01
1986-08-31 to 2019-12-31
Index
2020-01-02 to 2020-05-03
1986-08-31 to 2020-05-01
Index
2020-05-04 to 2024-01-03
1986-08-31 to 2024-01-03
Index
2024-01-04 to 2024-12-05
1986-08-31 to 2024-12-05
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
Percent
2024-01-04 to 2024-12-05
1996-12-31 to 2024-12-05
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
Percent
2024-01-04 to 2024-12-05
1996-12-31 to 2024-12-05
ICE BofAML US Corporate AA 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
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