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ICE BofA US High Yield Index Option-Adjusted Spread (BAMLH0A0HYM2) on 2020-03-24

On March 24, 2020, the ICE BofA US High Yield Index Option-Adjusted Spread (BAMLH0A0HYM2) was 10.55%, down 0.32 percentage points from 10.87% on March 23, 2020. The reading was higher than 98% of the 59 earlier readings stored since January 2, 2020.

Value
10.55
Percent
Change from prior reading
-0.32
-2.94%
Series
Daily · Corporate Bond Spreads

Change against earlier readings

Compared with Date Value Change
Previous reading 2020-03-23 10.87 -0.32
1 week earlier 2020-03-17 8.41 +2.14
1 month earlier 2020-02-24 4.03 +6.52

Changes are in percentage points.

Percentile in stored history
98%
Higher than 58 of the 59 earlier readings stored since Jan 2, 2020

Readings around Mar 24, 2020

190 readings from Jan 2, 2020 to Sep 22, 2020; the dot marks this reading.

This is a historical observation from Federal Reserve Economic Data. Units and frequency are shown as supplied for the series.