Federal Reserve Economic Data: Your trusted data source since 1991

ICE BofA BBB US Corporate Index Semi-Annual Yield to Worst (BAMLC0A4CBBBSYTW)


2023-12-07: 5.77 (+ more)   Updated: 9:03 AM CST
2023-12-07:  5.77  
2023-12-06:  5.76  
2023-12-05:  5.80  
2023-12-04:  5.87  
2023-12-01:  5.83  
View All


Not Seasonally Adjusted




Source: Ice Data Indices, LLC  

Release: ICE BofA Indices  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily, Close


This data represents the semi-annual yield to worst 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.

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.

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.

Suggested Citation:

Ice Data Indices, LLC, ICE BofA BBB US Corporate Index Semi-Annual Yield to Worst [BAMLC0A4CBBBSYTW], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A4CBBBSYTW, December 8, 2023.


Subscribe to the FRED newsletter

Follow us

Back to Top