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ICE BofA US High Yield Index Option-Adjusted Spread (BAMLH0A0HYM2) on 2020-12-31

On December 31, 2020, the ICE BofA US High Yield Index Option-Adjusted Spread (BAMLH0A0HYM2) was 3.86%, down 0.01 percentage points from 3.87% on December 30, 2020. The reading was higher than 12% of the 261 earlier readings stored since January 2, 2020, and within a 52-week range of 3.38% to 10.87%.

Value
3.86
Percent
Change from prior reading
-0.01
-0.26%
Series
Daily · Corporate Bond Spreads

Change against earlier readings

Compared with Date Value Change
Previous reading 2020-12-30 3.87 -0.01
1 week earlier 2020-12-24 4.05 -0.19
1 month earlier 2020-11-30 4.33 -0.47

Changes are in percentage points.

Percentile in stored history
12%
Higher than 33 of the 261 earlier readings stored since Jan 2, 2020
52-week range
3.38% to 10.87%
Low on Jan 20, 2020, high on Mar 23, 2020

Readings around Dec 31, 2020

261 readings from Jul 2, 2020 to Jul 1, 2021; 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.