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Michael Mog Data

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Published: 2020-03-05
Notes:

Mostly Hy indices and sub indices

Series 1 - 20 of 20   

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
ICE BofA US Corporate Index Option-Adjusted Spread BAMLC0A0CM 2020-03-05 % D NSA 2020-03-06
ICE BofA US Corporate Index Effective Yield BAMLC0A0CMEY 2020-03-05 % D NSA 2020-03-06
ICE BofA BBB US Corporate Index Option-Adjusted Spread BAMLC0A4CBBB 2020-03-05 % D NSA 2020-03-06
ICE BofA BBB US Corporate Index Effective Yield BAMLC0A4CBBBEY 2020-03-05 % D NSA 2020-03-06
ICE BofA US High Yield Index Option-Adjusted Spread BAMLH0A0HYM2 2020-03-05 % D NSA 2020-03-06
ICE BofA US High Yield Index Effective Yield BAMLH0A0HYM2EY 2020-03-05 % D NSA 2020-03-06
ICE BofA BB US High Yield Index Option-Adjusted Spread BAMLH0A1HYBB 2020-03-05 % D NSA 2020-03-06
ICE BofA BB US High Yield Index Effective Yield BAMLH0A1HYBBEY 2020-03-05 % D NSA 2020-03-06
ICE BofA Single-B US High Yield Index Option-Adjusted Spread BAMLH0A2HYB 2020-03-05 % D NSA 2020-03-06
ICE BofA Single-B US High Yield Index Effective Yield BAMLH0A2HYBEY 2020-03-05 % D NSA 2020-03-06
ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread BAMLH0A3HYC 2020-03-05 % D NSA 2020-03-06
ICE BofA CCC & Lower US High Yield Index Effective Yield BAMLH0A3HYCEY 2020-03-05 % D NSA 2020-03-06
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity T10Y2Y 2020-03-05 % D NSA 2020-03-05
10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity T10Y3M 2020-03-05 % D NSA 2020-03-05
ICE BofA US Corporate Index Total Return Index Value BAMLCC0A0CMTRIV 2020-03-05 Index D NSA 2020-03-06
ICE BofA BBB US Corporate Index Total Return Index Value BAMLCC0A4BBBTRIV 2020-03-05 Index D NSA 2020-03-06
ICE BofA US High Yield Index Total Return Index Value BAMLHYH0A0HYM2TRIV 2020-03-05 Index D NSA 2020-03-06
ICE BofA BB US High Yield Index Total Return Index Value BAMLHYH0A1BBTRIV 2020-03-05 Index D NSA 2020-03-06
ICE BofA Single-B US High Yield Index Total Return Index Value BAMLHYH0A2BTRIV 2020-03-05 Index D NSA 2020-03-06
ICE BofA CCC & Lower US High Yield Index Total Return Index Value BAMLHYH0A3CMTRIV 2020-03-05 Index D NSA 2020-03-06

Series 1 - 20 of 20   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable

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