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HY spreads

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Published: 2012-06-15
Notes:

Series 1 - 8 of 8   

Title Series ID Vintage
Date 		Units Freq Seas
Adj 		Updated
BofA Merrill Lynch US High Yield CCC or Below Option-Adjusted Spread BAMLH0A3HYC 2012-06-15 % D NSA 2012-06-15
BofA Merrill Lynch US High Yield B Option-Adjusted Spread BAMLH0A2HYB 2012-06-15 % D NSA 2012-06-15
BofA Merrill Lynch US High Yield BB Option-Adjusted Spread BAMLH0A1HYBB 2012-06-15 % D NSA 2012-06-15
BofA Merrill Lynch US High Yield Master II Option-Adjusted Spread BAMLH0A0HYM2 2012-06-15 % D NSA 2012-06-15
BofA Merrill Lynch US Corporate BBB Option-Adjusted Spread BAMLC0A4CBBB 2012-06-15 % D NSA 2012-06-15
BofA Merrill Lynch US Corporate A Option-Adjusted Spread BAMLC0A3CA 2012-06-15 % D NSA 2012-06-15
BofA Merrill Lynch US Corporate AA Option-Adjusted Spread BAMLC0A2CAA 2012-06-15 % D NSA 2012-06-15
BofA Merrill Lynch US Corporate AAA Option-Adjusted Spread BAMLC0A1CAAA 2012-06-15 % D NSA 2012-06-15

Series 1 - 8 of 8   

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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