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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 2025-04-03 1998-12-31 to 2025-04-03

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 2025-04-04 1997-01-02 to 2025-04-03

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 2025-04-01 Jul 1954 to Mar 2025

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 2025-04-03 2003-12-31 to 2025-04-03

Units Release Dates Observation Period

Percent 2014-05-16 to 2019-06-20 Jan 1997 to May 2019
Percent 2019-06-21 to 2025-04-01 Jan 1997 to Mar 2025

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 2025-04-03 1998-12-31 to 2025-04-03

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 2025-04-03 1998-12-31 to 2025-04-03

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 2025-04-03 1996-12-31 to 2025-04-03

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 2025-04-03 1996-12-31 to 2025-04-03

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 2025-04-04 1982-01-04 to 2025-04-03

Units Release Dates Observation Period

Percent 2014-05-16 to 2019-06-20 Jan 1982 to May 2019
Percent 2019-06-21 to 2025-04-01 Jan 1982 to Mar 2025

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 2025-04-03 1996-12-31 to 2025-04-03

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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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 2025-04-03 1998-12-31 to 2025-04-03

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 2025-04-04 1997-01-02 to 2025-04-03

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 2025-04-01 Jul 1954 to Mar 2025

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 2025-04-03 2003-12-31 to 2025-04-03

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 2025-04-01 Jan 1997 to Mar 2025

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 2025-04-03 1998-12-31 to 2025-04-03

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 2025-04-03 1998-12-31 to 2025-04-03

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 2025-04-03 1996-12-31 to 2025-04-03

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 2025-04-03 1996-12-31 to 2025-04-03

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 2025-04-04 1982-01-04 to 2025-04-03

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 2025-04-01 Jan 1982 to Mar 2025

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 2025-04-03 1996-12-31 to 2025-04-03

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