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Units Release Dates Observation Period

Percent 2005-06-28 to 2014-04-01 1962-01-02 to 2014-03-31
Percent 2014-04-02 to 2019-06-30 1962-01-02 to 2019-06-27
Percent 2019-07-01 to 2024-04-17 1962-01-02 to 2024-04-16

Units Release Dates Observation Period

Percent 2014-04-02 to 2016-10-06 1986-01-02 to 2016-10-05
Percent 2016-10-07 to 2017-03-21 1986-01-02 to 2016-10-07
Percent 2017-03-22 to 2024-04-17 1986-01-02 to 2024-04-16

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 2024-04-16 1996-12-31 to 2024-04-16

Units Release Dates Observation Period

Dollars per Barrel 2011-04-06 to 2019-06-25 1986-01-02 to 2019-06-17
Dollars per Barrel 2019-06-26 to 2024-04-17 1986-01-02 to 2024-04-15

Units Release Dates Observation Period

Percent 2016-03-01 to 2019-07-01 2000-07-03 to 2019-06-28
Percent 2019-07-02 to 2024-04-17 2000-07-03 to 2024-04-16

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 2024-04-16 1996-12-31 to 2024-04-16

Units Release Dates Observation Period

Percent 2005-06-28 to 2014-04-01 1993-10-01 to 2014-03-31
Percent 2014-04-02 to 2024-04-17 1962-01-02 to 2024-04-16

Units Release Dates Observation Period

Percent 2005-06-28 to 2014-04-01 1977-02-15 to 2014-03-31
Percent 2014-04-02 to 2019-06-30 1977-02-15 to 2019-06-27
Percent 2019-07-01 to 2024-04-17 1977-02-15 to 2024-04-16

Units Release Dates Observation Period

Percent 2021-07-28 to 2024-04-17 2021-07-29 to 2024-04-18

Units Release Dates Observation Period

Percent 2021-02-24 to 2024-04-17 2018-05-02 to 2024-04-17

Units Release Dates Observation Period

Index Jan 2, 2006=100 2019-02-04 to 2019-06-23 2006-01-02 to 2019-06-14
Index Jan 2006=100 2019-06-24 to 2024-04-15 2006-01-02 to 2024-04-12

Units Release Dates Observation Period

Percent 2014-01-27 to 2016-10-06 1986-01-02 to 2016-10-05
Percent 2016-10-07 to 2017-03-21 1986-01-02 to 2016-10-06
Percent 2017-03-22 to 2019-06-20 1986-01-02 to 2019-06-19
Percent 2019-06-21 to 2024-04-17 1986-01-02 to 2024-04-16

Units Release Dates Observation Period

Index 2014-04-17 to 2024-04-16 1990-01-02 to 2024-04-16

Units Release Dates Observation Period

Percent 2005-06-28 to 2014-04-01 1955-08-04 to 2014-03-31
Percent 2014-04-02 to 2024-04-17 1955-08-04 to 2024-04-16

Units Release Dates Observation Period

Percent 2005-06-28 to 2014-04-01 1982-01-04 to 2014-03-31
Percent 2014-04-02 to 2019-06-30 1982-01-04 to 2019-06-27
Percent 2019-07-01 to 2024-04-17 1981-09-01 to 2024-04-16

Units Release Dates Observation Period

Percent 2014-01-27 to 2019-06-20 1962-01-02 to 2019-06-19
Percent 2019-06-21 to 2024-04-17 1962-01-02 to 2024-04-16

Units Release Dates Observation Period

U.S. Dollars to One Euro 2014-03-18 to 2024-04-15 1999-01-04 to 2024-04-12

Units Release Dates Observation Period

Dollars per Barrel 2011-04-06 to 2019-06-25 1987-05-20 to 2019-06-17
Dollars per Barrel 2019-06-26 to 2024-04-17 1987-05-20 to 2024-04-15

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 2024-04-16 1996-12-31 to 2024-04-16

Units Release Dates Observation Period

Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20

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Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis Daily, Not Seasonally Adjusted, DGS5
Units Release Dates Observation Period Percent 2005-06-28 to 2014-04-01 1962-01-02 to 2014-03-31 Percent 2014-04-02 to 2019-06-30 1962-01-02 to 2019-06-27 Percent 2019-07-01 to 2024-04-17 1962-01-02 to 2024-04-16

Moody's Seasoned Baa Corporate Bond Yield Daily, Not Seasonally Adjusted, DBAA
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-06 1986-01-02 to 2016-10-05 Percent 2016-10-07 to 2017-03-21 1986-01-02 to 2016-10-07 Percent 2017-03-22 to 2024-04-17 1986-01-02 to 2024-04-16

ICE BofA US Corporate Index Option-Adjusted Spread Daily, Not Seasonally Adjusted, BAMLC0A0CM
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 2024-04-16 1996-12-31 to 2024-04-16

Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma Daily, Not Seasonally Adjusted, DCOILWTICO
Units Release Dates Observation Period Dollars per Barrel 2011-04-06 to 2019-06-25 1986-01-02 to 2019-06-17 Dollars per Barrel 2019-06-26 to 2024-04-17 1986-01-02 to 2024-04-15

Effective Federal Funds Rate Daily, Not Seasonally Adjusted, EFFR
Units Release Dates Observation Period Percent 2016-03-01 to 2019-07-01 2000-07-03 to 2019-06-28 Percent 2019-07-02 to 2024-04-17 2000-07-03 to 2024-04-16

ICE BofA BBB US Corporate Index Effective Yield Daily, Not Seasonally Adjusted, BAMLC0A4CBBBEY
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 2024-04-16 1996-12-31 to 2024-04-16

Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis Daily, Not Seasonally Adjusted, DGS20
Units Release Dates Observation Period Percent 2005-06-28 to 2014-04-01 1993-10-01 to 2014-03-31 Percent 2014-04-02 to 2024-04-17 1962-01-02 to 2024-04-16

Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis Daily, Not Seasonally Adjusted, DGS30
Units Release Dates Observation Period Percent 2005-06-28 to 2014-04-01 1977-02-15 to 2014-03-31 Percent 2014-04-02 to 2019-06-30 1977-02-15 to 2019-06-27 Percent 2019-07-01 to 2024-04-17 1977-02-15 to 2024-04-16

Interest Rate on Reserve Balances Daily, Not Seasonally Adjusted, IORB
Units Release Dates Observation Period Percent 2021-07-28 to 2024-04-17 2021-07-29 to 2024-04-18

30-Day Average SOFR Daily, Not Seasonally Adjusted, SOFR30DAYAVG
Units Release Dates Observation Period Percent 2021-02-24 to 2024-04-17 2018-05-02 to 2024-04-17

Nominal Broad U.S. Dollar Index Daily, Not Seasonally Adjusted, DTWEXBGS
Units Release Dates Observation Period Index Jan 2, 2006=100 2019-02-04 to 2019-06-23 2006-01-02 to 2019-06-14 Index Jan 2006=100 2019-06-24 to 2024-04-15 2006-01-02 to 2024-04-12

Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity Daily, Not Seasonally Adjusted, BAA10Y
Units Release Dates Observation Period Percent 2014-01-27 to 2016-10-06 1986-01-02 to 2016-10-05 Percent 2016-10-07 to 2017-03-21 1986-01-02 to 2016-10-06 Percent 2017-03-22 to 2019-06-20 1986-01-02 to 2019-06-19 Percent 2019-06-21 to 2024-04-17 1986-01-02 to 2024-04-16

CBOE Volatility Index: VIX Daily, Not Seasonally Adjusted, VIXCLS
Units Release Dates Observation Period Index 2014-04-17 to 2024-04-16 1990-01-02 to 2024-04-16

Bank Prime Loan Rate Daily, Not Seasonally Adjusted, DPRIME
Units Release Dates Observation Period Percent 2005-06-28 to 2014-04-01 1955-08-04 to 2014-03-31 Percent 2014-04-02 to 2024-04-17 1955-08-04 to 2024-04-16

Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis Daily, Not Seasonally Adjusted, DGS3MO
Units Release Dates Observation Period Percent 2005-06-28 to 2014-04-01 1982-01-04 to 2014-03-31 Percent 2014-04-02 to 2019-06-30 1982-01-04 to 2019-06-27 Percent 2019-07-01 to 2024-04-17 1981-09-01 to 2024-04-16

10-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T10YFF
Units Release Dates Observation Period Percent 2014-01-27 to 2019-06-20 1962-01-02 to 2019-06-19 Percent 2019-06-21 to 2024-04-17 1962-01-02 to 2024-04-16

U.S. Dollars to Euro Spot Exchange Rate Daily, Not Seasonally Adjusted, DEXUSEU
Units Release Dates Observation Period U.S. Dollars to One Euro 2014-03-18 to 2024-04-15 1999-01-04 to 2024-04-12

Crude Oil Prices: Brent - Europe Daily, Not Seasonally Adjusted, DCOILBRENTEU
Units Release Dates Observation Period Dollars per Barrel 2011-04-06 to 2019-06-25 1987-05-20 to 2019-06-17 Dollars per Barrel 2019-06-26 to 2024-04-17 1987-05-20 to 2024-04-15

ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread Daily, Not Seasonally Adjusted, BAMLH0A3HYC
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 2024-04-16 1996-12-31 to 2024-04-16

BofA Merrill Lynch US High Yield CCC or Below Effective Yield Daily, Not Seasonally Adjusted, BAMLH0A3HYCEY
Units Release Dates Observation Period Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20