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Last Release Date
Last Observation
First Release Date
First Observation
Title
Series ID
Frequency
Units
Seas Adj
ICE BofA 7-10 Year US Corporate Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC4A0C710Y
Units
Release Dates
Observation Period
Percent
2020-05-04 to 2022-06-30
1996-12-31 to 2022-06-30
ICE BofA Euro Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEMEBCRPIEOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1998-12-31 to 2017-10-20
Percent
2020-05-04 to 2022-06-30
1998-12-31 to 2022-06-30
ICE BofA Single-B US High Yield Index Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLHYH0A2BTRIV
Units
Release Dates
Observation Period
Index
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
Index
2020-05-04 to 2022-06-30
1996-12-31 to 2022-06-30
ICE BofA BB US High Yield Index Semi-Annual Yield to Worst
Daily, Not Seasonally Adjusted, BAMLH0A1HYBBSYTW
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1996-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1996-12-31 to 2022-06-30
ICE BofA Single-B US High Yield Index Semi-Annual Yield to Worst
Daily, Not Seasonally Adjusted, BAMLH0A2HYBSYTW
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1996-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1996-12-31 to 2022-06-30
ICE BofA BBB US Corporate Index Semi-Annual Yield to Worst
Daily, Not Seasonally Adjusted, BAMLC0A4CBBBSYTW
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1996-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1996-12-31 to 2022-06-30
ICE BofA BB Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEM3BRRBBCRPIOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1998-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1998-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1998-12-31 to 2022-06-30
ICE BofA US Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEMUBCRPIUSOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1998-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1998-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1998-12-31 to 2022-06-30
ICE BofA Public Sector Issuers US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEMPUPUBSLCRPIUSOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
2003-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
2003-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
2003-12-31 to 2022-06-30
ICE BofA Latin America Emerging Markets Corporate Plus Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLEMRLCRPILAEY
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1998-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1998-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1998-12-31 to 2022-06-30
ICE BofA Euro High Yield Index Semi-Annual Yield to Worst
Daily, Not Seasonally Adjusted, BAMLHE00EHYISYTW
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1997-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1997-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1997-12-31 to 2022-06-30
ICE BofA BBB Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEM2BRRBBBCRPIOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1998-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1998-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1998-12-31 to 2022-06-30
ICE BofA 5-7 Year US Corporate Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC3A0C57Y
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1996-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1996-12-31 to 2022-06-30
ICE BofA 15+ Year US Corporate Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC8A0C15PY
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1996-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1996-12-31 to 2022-06-30
ICE BofA 10-15 Year US Corporate Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLC7A0C1015Y
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1996-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1996-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1996-12-31 to 2022-06-30
ICE BofA 3-5 Year US Corporate Index Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLCC2A035YTRIV
Units
Release Dates
Observation Period
Index
2011-05-03 to 2017-10-20
1975-12-31 to 2017-10-20
Index
2020-01-02 to 2020-05-03
1975-12-31 to 2020-05-01
Index
2020-05-04 to 2022-06-30
1975-12-31 to 2022-06-30
ICE BofA High Grade Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEMIBHGCRPIOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
1998-12-31 to 2017-10-20
Percent
2020-01-02 to 2020-05-03
1998-12-31 to 2020-05-01
Percent
2020-05-04 to 2022-06-30
1998-12-31 to 2022-06-30
ICE BofA US Emerging Markets Liquid Corporate Plus Index Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLEMCLLCRPIUSTRIV
Units
Release Dates
Observation Period
Index
2014-04-17 to 2017-10-20
2003-12-31 to 2017-10-20
Index
2020-01-02 to 2020-05-03
2003-12-31 to 2020-05-01
ICE BofA EMEA Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEMRECRPIEMEAOAS
Units
Release Dates
Observation Period
Percent
2020-01-02 to 2020-05-03
1998-12-31 to 2020-05-01
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