Federal Reserve Economic Data

CORP-CREDIT-SPREADS

Download Data      Save as My Data List

Published data lists are economic time series data sets that users of this site have chosen to make publicly available. Possible uses include teachers sharing data lists with students and researchers including links to data lists in bibliographies.

Published: 2023-08-02
Notes:

Series 1 - 17 of 17   

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate AAAFF 2023-08-02 % D NSA 2023-08-02
Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity BAA10Y 2023-08-02 % D NSA 2023-08-02
Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate BAAFF 2023-08-02 % D NSA 2023-08-02
ICE BofA US Corporate Index Option-Adjusted Spread BAMLC0A0CM 2023-08-02 % D NSA 2023-08-18
ICE BofA AAA US Corporate Index Option-Adjusted Spread BAMLC0A1CAAA 2023-08-02 % D NSA 2023-08-18
ICE BofA AA US Corporate Index Option-Adjusted Spread BAMLC0A2CAA 2023-08-02 % D NSA 2023-08-03
ICE BofA Single-A US Corporate Index Option-Adjusted Spread BAMLC0A3CA 2023-08-02 % D NSA 2023-08-03
ICE BofA BBB US Corporate Index Option-Adjusted Spread BAMLC0A4CBBB 2023-08-02 % D NSA 2023-08-03
ICE BofA 1-3 Year US Corporate Index Option-Adjusted Spread BAMLC1A0C13Y 2023-08-02 % D NSA 2023-08-03
ICE BofA 3-5 Year US Corporate Index Option-Adjusted Spread BAMLC2A0C35Y 2023-08-02 % D NSA 2023-08-03
ICE BofA 7-10 Year US Corporate Index Option-Adjusted Spread BAMLC4A0C710Y 2023-08-02 % D NSA 2023-08-03
ICE BofA 10-15 Year US Corporate Index Option-Adjusted Spread BAMLC7A0C1015Y 2023-08-02 % D NSA 2023-08-03
ICE BofA 15+ Year US Corporate Index Option-Adjusted Spread BAMLC8A0C15PY 2023-08-02 % D NSA 2023-08-03
ICE BofA US High Yield Index Option-Adjusted Spread BAMLH0A0HYM2 2023-08-02 % D NSA 2023-08-03
ICE BofA BB US High Yield Index Option-Adjusted Spread BAMLH0A1HYBB 2023-08-02 % D NSA 2023-08-03
ICE BofA Single-B US High Yield Index Option-Adjusted Spread BAMLH0A2HYB 2023-08-02 % D NSA 2023-08-03
ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread BAMLH0A3HYC 2023-08-02 % D NSA 2023-08-03

Series 1 - 17 of 17   

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