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NOTES

Source: Ice Data Indices, LLC  

Release: ICE BofA Indices  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily, Close

Notes:

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.

Suggested Citation:

Ice Data Indices, LLC, ICE BofA US Corporate Index Effective Yield [BAMLC0A0CMEY], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A0CMEY, June 25, 2024.

Source: Ice Data Indices, LLC  

Release: ICE BofA Indices  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily, Close

Notes:

This data represents the effective yield of the ICE BofA AAA US Corporate Index, a subset of the ICE BofA US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating AAA. 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.

Suggested Citation:

Ice Data Indices, LLC, ICE BofA AAA US Corporate Index Effective Yield [BAMLC0A1CAAAEY], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A1CAAAEY, June 25, 2024.

Source: Ice Data Indices, LLC  

Release: ICE BofA Indices  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily, Close

Notes:

This data represents the effective yield of the ICE BofA AA US Corporate Index, a subset of the ICE BofA US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating AA. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.

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.

Suggested Citation:

Ice Data Indices, LLC, ICE BofA AA US Corporate Index Effective Yield [BAMLC0A2CAAEY], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A2CAAEY, June 25, 2024.

Source: Ice Data Indices, LLC  

Release: ICE BofA Indices  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily, Close

Notes:

This data represents the effective yield of the ICE BofA Single-A US Corporate Index, a subset of the ICE BofA US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. 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.

Suggested Citation:

Ice Data Indices, LLC, ICE BofA Single-A US Corporate Index Effective Yield [BAMLC0A3CAEY], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CAEY, June 25, 2024.

Source: Ice Data Indices, LLC  

Release: ICE BofA Indices  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily, Close

Notes:

This data represents the effective yield of the ICE BofA BBB US Corporate Index, a subset of the ICE BofA US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating BBB. 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.

Suggested Citation:

Ice Data Indices, LLC, ICE BofA BBB US Corporate Index Effective Yield [BAMLC0A4CBBBEY], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A4CBBBEY, June 25, 2024.

Source: Federal Reserve Bank of New York  

Release: Federal Funds Data  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

For additional historical federal funds rate data, please see Daily Federal Funds Rate from 1928-1954.

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.

Suggested Citation:

Federal Reserve Bank of New York, Effective Federal Funds Rate [EFFR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EFFR, June 25, 2024.

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