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Penn Michael Credit

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Published: 2019-09-05
Notes:

HY and IG spreads and yields by credit quality.

Series 1 - 12 of 12   

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
ICE BofAML US Corporate BBB Effective Yield BAMLC0A4CBBBEY Current % D NSA 2019-09-20
ICE BofAML US Corporate BBB Option-Adjusted Spread BAMLC0A4CBBB Current % D NSA 2019-09-20
ICE BofAML US Corporate Master Effective Yield BAMLC0A0CMEY Current % D NSA 2019-09-20
ICE BofAML US Corporate Master Option-Adjusted Spread BAMLC0A0CM Current % D NSA 2019-09-20
ICE BofAML US High Yield BB Effective Yield BAMLH0A1HYBBEY Current % D NSA 2019-09-20
ICE BofAML US High Yield BB Option-Adjusted Spread BAMLH0A1HYBB Current % D NSA 2019-09-20
ICE BofAML US High Yield B Effective Yield BAMLH0A2HYBEY Current % D NSA 2019-09-20
ICE BofAML US High Yield B Option-Adjusted Spread BAMLH0A2HYB Current % D NSA 2019-09-20
ICE BofAML US High Yield CCC or Below Effective Yield BAMLH0A3HYCEY Current % D NSA 2019-09-20
ICE BofAML US High Yield CCC or Below Option-Adjusted Spread BAMLH0A3HYC Current % D NSA 2019-09-20
ICE BofAML US High Yield Master II Effective Yield BAMLH0A0HYM2EY Current % D NSA 2019-09-20
ICE BofAML US High Yield Master II Option-Adjusted Spread BAMLH0A0HYM2 Current % D NSA 2019-09-20

Series 1 - 12 of 12   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable