Release: Debt Securities Statistics
This series appears in Table 18.
Source Code: Q:US:3P:J:1:1:A:A:TO1:A:A:A:A:A:I
Nationality refers to the ultimate obligor, as opposed to the immediate borrower on a residence basis, and is linked to the consolidation of assets and liabilities for related entities. Information on a nationality basis is useful to analyse potential support that might be available from the parent company and to understand links between borrowers in different countries and sectors.
For example, the debts of a Cayman Islands subsidiary of a Brazilian bank may be guaranteed by the parent bank. Consistent with the approach taken in the international banking statistics, the BIS bases the nationality of an issuer on the residency of its controlling parent, regardless of any intermediate owners. (December 2012, BIS Quarterly Review, https://www.bis.org/publ/qtrpdf/r_qt1212h.pdf)
Copyright, 2016, Bank for International Settlements (BIS). Terms and conditions of use are available at http://www.bis.org/terms_conditions.htm#Copyright_and_Permissions.
Bank for International Settlements, Amount Outstanding of Total Debt Securities in Non-Financial Corporations Sector, All Maturities, Residence of Issuer in United States [TDSAMRIAONCUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/TDSAMRIAONCUS, March 3, 2021.
Source: Ice Data Indices, LLC
Release: ICE BofA Indices
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.
The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use.
Copyright, 2017, ICE Benchmark Administration. Reprinted with permission.
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, March 3, 2021.