NOTES
| Title | Release Dates | |
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| BofA Merrill Lynch US Corporate AA Semi-Annual Yield to Worst | 2014-04-17 | 2017-10-20 |
| ICE BofAML US Corporate AA Semi-Annual Yield to Worst | 2017-10-21 | 2020-01-01 |
| ICE BofA AA US Corporate Index Semi-Annual Yield to Worst | 2020-01-02 | 2023-12-07 |
| Source | ||
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| BofA Merrill Lynch | 2014-04-17 | 2017-10-20 |
| ICE Benchmark Administration Limited (IBA) | 2017-10-21 | 2020-01-01 |
| Ice Data Indices, LLC | 2020-01-02 | 2023-12-07 |
| Release | ||
|
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| BofA Merrill Lynch | 2014-04-17 | 2017-10-20 |
| ICE BofAML Indices | 2017-10-21 | 2020-01-01 |
| ICE BofA Indices | 2020-01-02 | 2023-12-07 |
| Units | ||
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| Percent | 2014-04-17 | 2023-12-07 |
| Frequency | ||
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| Daily, Close | 2014-04-17 | 2023-12-07 |
| Seasonal Adjustment | ||
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| Not Seasonally Adjusted | 2014-04-17 | 2023-12-07 |
| Notes | ||
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This data represents the semi-annual yield to worst of the BofA Merrill Lynch US Corporate AA Index, a subset of the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating AA. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments. Yield to worst is the lowest potential yield that a bond can generate without the issuer defaulting. The standard US convention for this series is to use semi-annual coupon payments, whereas the standard in the foreign markets is to use coupon payments with frequencies of annual, semi-annual, quarterly, and monthly. Source BofA Merrill Lynch, used with permission. BOFA MERRILL LYNCH IS LICENSING THE BOFA MERRILL LYNCH INDICES "AS IS" MAKES NO WARRANTIES REGARDING THE SAME, DOES NOT GUARANTEE THE SUITABILITY, QUALITY, ACCURACY, TIMELINESS, AND/ OR COMPLETENESS OF THE BOFA MERRILL LYNCH INDICIES OR ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM, ASSUMES NO LIABILITY IN CONNECTION WITH THEIR USE, AND DOES NOT SPONSOR, ENDORSE, OR RECOMMEND, [FRBSL], OR ANY OF ITS PRODUCTS OR SERVICES. Copyright, 2016, Bank of America Corporation. Reprinted with permission. |
2014-04-17 | 2017-10-20 |
|
This data represents the semi-annual yield to worst of the ICE BofAML US Corporate AA Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating AA. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments. Yield to worst is the lowest potential yield that a bond can generate without the issuer defaulting. The standard US convention for this series is to use semi-annual coupon payments, whereas the standard in the foreign markets is to use coupon payments with frequencies of annual, semi-annual, quarterly, and monthly. The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use. Copyright, 2017, ICE Benchmark Administration. Reprinted with permission. |
2017-10-21 | 2020-05-03 |
|
This data represents the semi-annual yield to worst of the ICE BofA AA US Corporate Index, a subset of the ICE BofA US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating AA. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments. Yield to worst is the lowest potential yield that a bond can generate without the issuer defaulting. The standard US convention for this series is to use semi-annual coupon payments, whereas the standard in the foreign markets is to use coupon payments with frequencies of annual, semi-annual, quarterly, and monthly. The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use. Copyright, 2017, ICE Benchmark Administration. Reprinted with permission. |
2020-05-04 | 2023-12-07 |
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