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moody's

ICE BofA US High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLH0A0HYM2EY
   
Units Release Dates Observation Period
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 2024-10-10 1996-12-31 to 2024-10-10
 
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 2024-10-10 1996-12-31 to 2024-10-10
 
ICE BofA Euro High Yield Index Effective Yield
Daily, Not Seasonally Adjusted, BAMLHE00EHYIEY
   
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 2024-10-10 1997-12-31 to 2024-10-10
 
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 2024-10-10 1997-12-31 to 2024-10-10
 
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 2024-10-10 1996-12-31 to 2024-10-10
 
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 2024-10-10 1986-08-31 to 2024-10-10
 
ICE BofA US Corporate Index Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLCC0A0CMTRIV
   
Units Release Dates Observation Period
Index 2011-05-03 to 2017-10-20 1972-12-31 to 2017-10-20
Index 2017-10-21 to 2020-01-01 1972-12-31 to 2019-12-31
Index 2020-01-02 to 2020-05-03 1972-12-31 to 2020-05-01
Index 2020-05-04 to 2024-01-03 1972-12-31 to 2024-01-03
Index 2024-01-04 to 2024-10-10 1972-12-31 to 2024-10-10
 
ICE BofA Euro High Yield Index Total Return Index Value
Daily, Not Seasonally Adjusted, BAMLHE00EHYITRIV
   
Units Release Dates Observation Period
Index 2014-04-17 to 2017-10-20 1997-12-31 to 2017-10-20
Index 2017-10-21 to 2020-01-01 1997-12-31 to 2019-12-31
Index 2020-01-02 to 2020-05-03 1997-12-31 to 2020-05-01
Index 2020-05-04 to 2024-01-03 1997-12-31 to 2024-01-03
Index 2024-01-04 to 2024-10-10 1997-12-31 to 2024-10-10
 
ICE BofA US High Yield Index Semi-Annual Yield to Worst
Daily, Not Seasonally Adjusted, BAMLH0A0HYM2SYTW
   
Units Release Dates Observation Period
Percent 2014-04-17 to 2016-03-21 1996-12-31 to 2016-03-18
Percent 2016-03-22 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 2024-10-10 1996-12-31 to 2024-10-10
 
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 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
 

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