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ICE BofA US High Yield Index Option-Adjusted Spread (BAMLH0A0HYM2) on 2020-03-31

On March 31, 2020, the ICE BofA US High Yield Index Option-Adjusted Spread (BAMLH0A0HYM2) was 8.77%, down 0.05 percentage points from 8.82% on March 30, 2020. The reading was higher than 85% of the 64 earlier readings stored since January 2, 2020.

Value
8.77
Percent
Change from prior reading
-0.05
-0.57%
Series
Daily · Corporate Bond Spreads

Change against earlier readings

Compared with Date Value Change
Previous reading 2020-03-30 8.82 -0.05
1 week earlier 2020-03-24 10.55 -1.78
1 month earlier 2020-02-29 5.06 +3.71

Changes are in percentage points.

Percentile in stored history
85%
Higher than 55 of the 64 earlier readings stored since Jan 2, 2020

Readings around Mar 31, 2020

195 readings from Jan 2, 2020 to Sep 29, 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.