CBOE Brazil ETF Volatility Index
| | 2024-04-23 / Daily, Close / Index |
 | | Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE Equity VIX on Google
| | 2024-04-23 / Daily, Close / Index |
 | | Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE Equity VIX on IBM
| | 2024-04-23 / Daily, Close / Index |
 | | Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE Emerging Markets ETF Volatility Index
| | 2024-04-23 / Daily, Close / Index |
 | | Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE Equity VIX on Apple
| | 2024-04-23 / Daily, Close / Index |
 | | Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE Equity VIX on Amazon
| | 2024-04-23 / Daily, Close / Index |
 | | Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE DJIA Volatility Index
| | 2024-04-23 / Daily, Close / Index |
 | | Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE Volatility Index: VIX
| | 2024-04-23 / Daily, Close / Index |
 | | VIX measures market expectation of near term volatility conveyed by stock index option prices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE Gold ETF Volatility Index
| | 2024-04-23 / Daily, Close / Index |
 | | Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE Crude Oil ETF Volatility Index
| | 2024-04-23 / Daily, Close / Index |
 | | Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
CBOE EuroCurrency ETF Volatility Index
| | 2024-04-23 / Daily, Close / Index |
 | | Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission. |
Equity Market-related Economic Uncertainty Index
| | 2024-04-23 / Daily, 7-Day / Index |
 | | For additional details, including an analysis of the performance of the model, see Baker, Scott, Nicholas Bloom and Steven Davis (2012), "Measuring Economic Policy Uncertainty" (http://www.policyuncertainty.com/media/BakerBloomDavis.pdf) |
Economic Policy Uncertainty Index for United States
| | 2024-04-23 / Daily, 7-Day / Index |
 | | The daily news-based Economic Policy Uncertainty Index is based on newspapers in the United States.
For additional details, including an analysis of the performance of the model, see Baker, Scott, Nicholas Bloom and Steven Davis (2012), "Measuring Economic Policy Uncertainty" (http://www.policyuncertainty.com/media/BakerBloomDavis.pdf) |
Effective Federal Funds Rate: 75th Percentile
| | 2024-04-23 / Daily / Percent |
 | | The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.
The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.
For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Effective Federal Funds Rate: 99th Percentile
| | 2024-04-23 / Daily / Percent |
 | | The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.
The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.
For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Effective Federal Funds Volume
| | 2024-04-23 / Daily / Billions of U.S. Dollars |
 | | The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.
The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.
For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Effective Federal Funds Rate: 1st Percentile
| | 2024-04-23 / Daily / Percent |
 | | The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.
The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.
For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Effective Federal Funds Rate: 25th Percentile
| | 2024-04-23 / Daily / Percent |
 | | The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.
The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.
For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Effective Federal Funds Rate
| | 2024-04-23 / Daily / Percent |
 | | For additional historical federal funds rate data, please see Daily Federal Funds Rate from 1928-1954 (https://fred.stlouisfed.org/categories/33951).
The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.
The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.
For more information, visit the Federal Reserve Bank of New York (https://www.newyorkfed.org/markets/obfrinfo). |
Overnight Bank Funding Rate: 99th Percentile
| | 2024-04-23 / Daily / Percent |
 | | The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Overnight Bank Funding Volume
| | 2024-04-23 / Daily / Billions of U.S. Dollars |
 | | The overnight bank funding is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Overnight Bank Funding Rate: 1st Percentile
| | 2024-04-23 / Daily / Percent |
 | | The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Overnight Bank Funding Rate: 25th Percentile
| | 2024-04-23 / Daily / Percent |
 | | The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Overnight Bank Funding Rate: 75th Percentile
| | 2024-04-23 / Daily / Percent |
 | | The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. For more information, see https://www.newyorkfed.org/markets/obfrinfo |
Equity Market Volatility: Infectious Disease Tracker
| | 2024-04-23 / Daily, 7-Day / Index |
 | | Assessing the economic impact of the COVID-19 pandemic is essential for policymakers, but challenging because the crisis has unfolded with extreme speed. We identify three indicators: stock market volatility, newspaper-based economic uncertainty, and subjective uncertainty in business expectation surveys that provide real-time forward-looking uncertainty measures. We use these indicators to document and quantify the enormous increase in economic uncertainty in the past several weeks.
For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2020), 'COVID-INDUCED ECONOMIC UNCERTAINTY' (http://www.policyuncertainty.com/media/COVID-Induced%20Economic%20Uncertainty.pdf) |
Overnight Bank Funding Rate
| | 2024-04-23 / Daily / Percent |
 | | The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates.
Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.
For more information, see https://www.newyorkfed.org/markets/obfrinfo |
ICE BofA BBB Emerging Markets Corporate Plus Index Semi-Annual Yield to Worst
| | 2024-04-23 / Daily, Close / Percent |
 | | This data represents the semi-annual yield to worst of the ICE BofA BBB Emerging Markets Corporate Plus Index is a subset of the ICE BofA Emerging Markets Corporate Plus Index, which includes only securities rated BBB1 through BBB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?cid=32413). 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA BBB Emerging Markets Corporate Plus Index Total Return Index Value
| | 2024-04-23 / Daily / Index |
 | | The ICE BofA BBB Emerging Markets Corporate Plus Index is a subset of the ICE BofA Emerging Markets Corporate Plus Index, which includes only securities rated BBB1 through BBB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?cid=32413). 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
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The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA BBB Emerging Markets Corporate Plus Index Effective Yield
| | 2024-04-23 / Daily / Percent |
 | | This data represents the effective yield of the ICE BofA BBB Emerging Markets Corporate Plus Index is a subset of the ICE BofA Emerging Markets Corporate Plus Index, which includes only securities rated BBB1 through BBB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?cid=32413). 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
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The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA BBB Emerging Markets Corporate Plus Index Option-Adjusted Spread
| | 2024-04-23 / Daily / Percent |
 | | This data represents the Option-Adjusted Spread (OAS) for the ICE BofA BBB Emerging Markets Corporate Plus Index is a subset of the ICE BofA Emerging Markets Corporate Plus Index, which includes only securities rated BBB1 through BBB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?cid=32413).
The ICE BofA OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization. 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
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ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
Chicago Fed National Financial Conditions Risk Subindex
| | 2024-04-19 / Weekly, Ending Friday / Index |
 | | The Chicago Fed’s National Financial Conditions Index (NFCI) provides a comprehensive weekly update on U.S. financial conditions in money markets, debt and equity markets, and the traditional and “shadow” banking systems. Source: http://www.chicagofed.org/webpages/publications/nfci/index.cfm.
"Positive values of the NFCI indicate financial conditions that are tighter than average, while negative values indicate financial conditions that are looser than average."
"The three subindexes of the NFCI (risk, credit and leverage) allow for a more detailed examination of the movements in the NFCI. Like the NFCI, each is constructed to have an average value of zero and a standard deviation of one over a sample period extending back to 1971. The risk subindex captures volatility and funding risk in the financial sector; the credit subindex is composed of measures of credit conditions; and the leverage subindex consists of debt and equity measures. Increasing risk, tighter credit conditions and declining leverage are consistent with tightening financial conditions. Thus, a positive value for an individual subindex indicates that the corresponding aspect of financial conditions is tighter than on average, while negative values indicate the opposite." Source: http://www.chicagofed.org/webpages/research/data/nfci/background.cfm.
For further information, please visit the Federal Reserve Bank of Chicago's NFCI website at http://www.chicagofed.org/webpages/publications/nfci/index.cfm. |
ICE BofA US Corporate Index Effective Yield
| | 2024-04-23 / Daily, Close / Percent |
 | | This data represents the effective yield of the ICE BofA US Corporate Index, which tracks the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. To qualify for inclusion in the index, securities must have an investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings). Each security must have greater than 1 year of remaining maturity, a fixed coupon schedule, and a minimum amount outstanding of $250 million. Original issue zero coupon bonds, "global" securities (debt issued simultaneously in the eurobond and US domestic bond markets), 144a securities and pay-in-kind securities, including toggle notes, qualify for inclusion in the Index. Callable perpetual securities qualify provided they are at least one year from the first call date. Fixed-to-floating rate securities also qualify provided they are callable within the fixed rate period and are at least one year from the last call prior to the date the bond transitions from a fixed to a floating rate security. DRD-eligible and defaulted securities are excluded from the Index.
ICE BofA Explains the Construction Methodology of this series as:
Index constituents are capitalization-weighted based on their current amount outstanding. With the exception of U.S. mortgage pass-throughs and U.S. structured products (ABS, CMBS and CMOs), accrued interest is calculated assuming next-day settlement. Accrued interest for U.S. mortgage pass-through and U.S. structured products is calculated assuming same-day settlement. Cash flows from bond payments that are received during the month are retained in the index until the end of the month and then are removed as part of the rebalancing. Cash does not earn any reinvestment income while it is held in the Index. The Index is rebalanced on the last calendar day of the month, based on information available up to and including the third business day before the last business day of the month. Issues that meet the qualifying criteria are included in the Index for the following month. Issues that no longer meet the criteria during the course of the month remain in the Index until the next month-end rebalancing at which point they are removed from the Index.
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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA US Corporate Index Semi-Annual Yield to Worst
| | 2024-04-23 / Daily, Close / Percent |
 | | This data represents the semi-annual yield to worst of the ICE BofA US Corporate Index, which tracks the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. To qualify for inclusion in the index, securities must have an investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings). Each security must have greater than 1 year of remaining maturity, a fixed coupon schedule, and a minimum amount outstanding of $250 million. Original issue zero coupon bonds, "global" securities (debt issued simultaneously in the eurobond and US domestic bond markets), 144a securities and pay-in-kind securities, including toggle notes, qualify for inclusion in the Index. Callable perpetual securities qualify provided they are at least one year from the first call date. Fixed-to-floating rate securities also qualify provided they are callable within the fixed rate period and are at least one year from the last call prior to the date the bond transitions from a fixed to a floating rate security. DRD-eligible and defaulted securities are excluded from the Index.
ICE BofA Explains the Construction Methodology of this series as:
Index constituents are capitalization-weighted based on their current amount outstanding. With the exception of U.S. mortgage pass-throughs and U.S. structured products (ABS, CMBS and CMOs), accrued interest is calculated assuming next-day settlement. Accrued interest for U.S. mortgage pass-through and U.S. structured products is calculated assuming same-day settlement. Cash flows from bond payments that are received during the month are retained in the index until the end of the month and then are removed as part of the rebalancing. Cash does not earn any reinvestment income while it is held in the Index. The Index is rebalanced on the last calendar day of the month, based on information available up to and including the third business day before the last business day of the month. Issues that meet the qualifying criteria are included in the Index for the following month. Issues that no longer meet the criteria during the course of the month remain in the Index until the next month-end rebalancing at which point they are removed from the Index.
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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA US Corporate Index Total Return Index Value
| | 2024-04-23 / Daily, Close / Index |
 | | This data represents the ICE BofA US Corporate Index value, which tracks the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. To qualify for inclusion in the index, securities must have an investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings). Each security must have greater than 1 year of remaining maturity, a fixed coupon schedule, and a minimum amount outstanding of $250 million. Original issue zero coupon bonds, "global" securities (debt issued simultaneously in the eurobond and US
domestic bond markets), 144a securities and pay-in-kind securities, including toggle notes, qualify for inclusion in the Index. Callable perpetual securities qualify provided they are at least one year from the first call date. Fixed-to-floating rate securities also qualify provided they are callable within the fixed rate period and are at least one year from the last call prior to the date the bond transitions from a fixed to a floating rate security. DRD-eligible and defaulted securities are excluded from the Index.
ICE BofA Explains the Construction Methodology of this series as:
Index constituents are capitalization-weighted based on their current amount outstanding. With the exception of U.S. mortgage pass-throughs and U.S. structured products (ABS, CMBS and CMOs), accrued interest is calculated assuming next-day settlement. Accrued interest for U.S. mortgage pass-through and U.S. structured products is calculated assuming same-day settlement. Cash flows from bond payments that are received during the month are retained in the index until the end of the month and then are removed as part of the rebalancing. Cash does not earn any reinvestment income while it is held in the Index. The Index is rebalanced on the last calendar day of the month, based on information available up to and including the third business day before the last business day of the month. Issues that meet the qualifying criteria are included in the Index for the following month. Issues that no longer meet the criteria during the course of the month remain in the Index until the next month-end rebalancing at which point they are removed from the Index.
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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA US Corporate Index Option-Adjusted Spread
| | 2024-04-23 / Daily, Close / Percent |
 | | The ICE BofA Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization. The Corporate Master OAS uses an index of bonds that are considered investment grade (those rated BBB or better). 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.
This data represents the ICE BofA US Corporate Index value, which tracks the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. To qualify for inclusion in the index, securities must have an investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings). Each security must have greater than 1 year of remaining maturity, a fixed coupon schedule, and a minimum amount outstanding of $250 million. Original issue zero coupon bonds, "global" securities (debt issued simultaneously in the eurobond and US
domestic bond markets), 144a securities and pay-in-kind securities, including toggle notes, qualify for inclusion in the Index. Callable perpetual securities qualify provided they are at least one year from the first call date. Fixed-to-floating rate securities also qualify provided they are callable within the fixed rate period and are at least one year from the last call prior to the date the bond transitions from a fixed to a floating rate security. DRD-eligible and defaulted securities are excluded from the Index.
ICE BofA Explains the Construction Methodology of this series as:
Index constituents are capitalization-weighted based on their current amount outstanding. With the exception of U.S. mortgage pass-throughs and U.S. structured products (ABS, CMBS and CMOs), accrued interest is calculated assuming next-day settlement. Accrued interest for U.S. mortgage pass-through and U.S. structured products is calculated assuming same-day settlement. Cash flows from bond payments that are received during the month are retained in the index until the end of the month and then are removed as part of the rebalancing. Cash does not earn any reinvestment income while it is held in the Index. The Index is rebalanced on the last calendar day of the month, based on information available up to and including the third business day before the last business day of the month. Issues that meet the qualifying criteria are included in the Index for the following month. Issues that no longer meet the criteria during the course of the month
remain in the Index until the next month-end rebalancing at which point they are removed from the Index.
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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
Chicago Fed National Financial Conditions Index
| | 2024-04-19 / Weekly, Ending Friday / Index |
 | | The Chicago Fed's National Financial Conditions Index (NFCI) provides a comprehensive weekly update on U.S. financial conditions in money markets, debt and equity markets and the traditional and "shadow" banking systems. Positive values of the NFCI indicate financial conditions that are tighter than average, while negative values indicate financial conditions that are looser than average.
For further information, please visit the Federal Reserve Bank of Chicago (http://www.chicagofed.org/webpages/publications/nfci/index.cfm). |
Chicago Fed Adjusted National Financial Conditions Index
| | 2024-04-19 / Weekly, Ending Friday / Index |
 | | The Chicago Fed’s National Financial Conditions Index (NFCI) provides a comprehensive weekly update on U.S. financial conditions in money markets, debt and equity markets and the traditional and “shadow” banking systems. Positive values of the NFCI indicate financial conditions that are tighter than average, while negative values indicate financial conditions that are looser than average.
The adjusted NFCI (ANFCI). This index isolates a component of financial conditions uncorrelated with economic conditions to provide an update on how financial conditions compare with current economic conditions.
For further information, please visit the Federal Reserve Bank of Chicago's web site: http://www.chicagofed.org/webpages/publications/nfci/index.cfm |
ICE BofA B & Lower US Emerging Markets Liquid Corporate Plus Index Total Return Index Value
| | 2024-04-23 / Daily / Index |
 | | The ICE BofA B and Lower US Emerging Markets Liquid Corporate Plus Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which includes only securities rated B1 or lower. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413). 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA Crossover Emerging Markets Corporate Plus Index Effective Yield
| | 2024-04-23 / Daily / Percent |
 | | This data represents the effective yield of the ICE BofA Crossover Emerging Markets Corporate Plus Index is a subset of the ICE BofA Emerging Markets Corporate Plus Index, which includes only securities rated BBB1 through BB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?cid=32413). 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA Crossover Emerging Markets Corporate Plus Index Option-Adjusted Spread
| | 2024-04-23 / Daily / Percent |
 | | This data represents the Option-Adjusted Spread (OAS) for the ICE BofA Crossover Emerging Markets Corporate Plus Index is a subset of the ICE BofA Emerging Markets Corporate Plus Index, which includes only securities rated BBB1 through BB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?cid=32413).
The ICE BofA OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization. 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA Crossover Emerging Markets Corporate Plus Index Semi-Annual Yield to Worst
| | 2024-04-23 / Daily, Close / Percent |
 | | This data represents the semi-annual yield to worst of the ICE BofA Crossover Emerging Markets Corporate Plus Index is a subset of the ICE BofA Emerging Markets Corporate Plus Index, which includes only securities rated BBB1 through BB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?cid=32413). 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA B & Lower US Emerging Markets Liquid Corporate Plus Index Effective Yield
| | 2024-04-23 / Daily / Percent |
 | | This data represents the effective yield of the ICE BofA B and Lower US Emerging Markets Liquid Corporate Plus Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which includes only securities rated B1 or lower. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413). 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA B & Lower US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread
| | 2024-04-23 / Daily / Percent |
 | | This data represents the Option-Adjusted Spread (OAS) for the ICE BofA B and Lower US Emerging Markets Liquid Corporate Plus Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which includes only securities rated B1 or lower. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413).
The ICE BofA OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization. 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
ICE BofA B & Lower US Emerging Markets Liquid Corporate Plus Index Semi-Annual Yield to Worst
| | 2024-04-23 / Daily, Close / Percent |
 | | This data represents the semi-annual yield to worst of the ICE BofA B and Lower US Emerging Markets Liquid Corporate Plus Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which includes only securities rated B1 or lower. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413). 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
Neither ICE Data, its affiliates nor any of its third party suppliers shall have any liability for the accuracy or completeness of the Top Level Data furnished through FRED, or for delays, interruptions or omissions therein nor for any lost profits, direct, indirect, special or consequential damages.
The Top Level Data is not investment advice and a reference to a particular investment or security, a credit rating or any observation concerning a security or investment provided in the Top Level Data is not a recommendation to buy, sell or hold such investment or security or make any other investment decisions.
You shall not use any Indices as a reference index for the purpose of creating financial products (including but not limited to any exchange-traded fund or other passive index-tracking fund, or any other financial instrument whose objective or return is linked in any way to any Index) without prior written approval of ICE Data.
ICE Data, their affiliates or their third party suppliers have exclusive proprietary rights in the Top Level Data and any information and software received in connection therewith.
You shall not use or permit anyone to use the Top Level Data for any unlawful or unauthorized purpose.
Access to the Top Level Data is subject to termination in the event that any agreement between FRED and ICE Data terminates for any reason.
ICE Data may enforce its rights against you as the third-party beneficiary of the FRED Services Terms of Use, even though ICE Data is not a party to the FRED Services Terms of Use.
The FRED Services Terms of Use, including but limited to the limitation of liability, indemnity and disclaimer provisions, shall extend to third party suppliers. |
