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Last Release Date
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First Observation
Title
Series ID
Frequency
Units
Seas Adj
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
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 2024-11-21
1998-12-31 to 2024-11-21
3-Month Commercial Paper Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, CPFF
Units
Release Dates
Observation Period
Percent
2014-01-27 to 2019-06-20
1997-01-02 to 2019-06-19
Percent
2019-06-21 to 2024-11-22
1997-01-02 to 2024-11-21
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, AAAFFM
Units
Release Dates
Observation Period
Percent
2014-05-16 to 2016-10-06
Jul 1954 to Sep 2016
Percent
2016-10-07 to 2017-03-21
Jul 1954 to Sep 2016
Percent
2017-03-22 to 2019-06-20
Jul 1954 to May 2019
Percent
2019-06-21 to 2024-11-01
Jul 1954 to Oct 2024
ICE BofA High Yield US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEMHYHYLCRPIUSOAS
Units
Release Dates
Observation Period
Percent
2014-04-17 to 2017-10-20
2003-12-31 to 2017-10-20
Percent
2017-10-21 to 2020-01-01
2003-12-31 to 2019-12-31
Percent
2020-01-02 to 2020-05-03
2003-12-31 to 2020-05-01
Percent
2020-05-04 to 2024-01-03
2003-12-31 to 2024-01-03
Percent
2024-01-04 to 2024-11-21
2003-12-31 to 2024-11-21
3-Month Commercial Paper Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, CPFFM
Units
Release Dates
Observation Period
Percent
2014-05-16 to 2019-06-20
Jan 1997 to May 2019
Percent
2019-06-21 to 2024-11-01
Jan 1997 to Oct 2024
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
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 2024-11-21
1998-12-31 to 2024-11-21
ICE BofA Latin America Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEMRLCRPILAOAS
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 2024-11-21
1998-12-31 to 2024-11-21
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
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 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
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
3-Month Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T3MFF
Units
Release Dates
Observation Period
Percent
2014-01-27 to 2019-06-20
1982-01-04 to 2019-06-19
Percent
2019-06-21 to 2024-11-22
1982-01-04 to 2024-11-21
3-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T3MFFM
Units
Release Dates
Observation Period
Percent
2014-05-16 to 2019-06-20
Jan 1982 to May 2019
Percent
2019-06-21 to 2024-11-01
Jan 1982 to Oct 2024
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
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 AAA-A Emerging Markets Corporate Plus Index Option-Adjusted Spread
Daily, Not Seasonally Adjusted, BAMLEM1BRRAAA2ACRPIOAS
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
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