ICE BofA US Corporate Index Semi-Annual Yield to Worst
BAMLC0A0CMSYTW • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
4.94
Year-over-Year Change
-3.33%
Date Range
10/22/2021 - 8/5/2025
Summary
The ICE BofA US Corporate Index Semi-Annual Yield to Worst measures the lowest potential yield for corporate bonds across various maturities and credit ratings. This metric provides critical insights into corporate bond market conditions and investor risk expectations.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
This yield metric represents the minimum potential return an investor might receive from corporate bonds, accounting for potential early redemption scenarios. Economists and investors use it to assess corporate credit risk and overall market sentiment.
Methodology
The index is calculated by Bank of America using a comprehensive dataset of US corporate bonds, evaluating potential yields under different market scenarios.
Historical Context
Central banks and financial analysts use this trend to gauge corporate financial health, credit market conditions, and potential economic stress signals.
Key Facts
- Represents minimum potential yield for corporate bonds
- Accounts for potential early bond redemption scenarios
- Provides insights into corporate credit market conditions
FAQs
Q: What does 'Yield to Worst' mean?
A: Yield to Worst is the lowest potential yield an investor might receive from a bond, considering scenarios like early redemption or call provisions.
Q: Why is this index important for investors?
A: It helps investors assess corporate credit risk and understand potential returns under different market conditions.
Q: How often is this index updated?
A: The index is typically updated semi-annually, providing a periodic snapshot of corporate bond market conditions.
Q: Can this index predict economic trends?
A: While not a definitive predictor, changes in the index can signal shifts in corporate financial health and broader economic sentiment.
Q: What factors influence this index?
A: Interest rates, corporate financial performance, credit ratings, and overall market risk can significantly impact the Yield to Worst.
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Citation
U.S. Federal Reserve, ICE BofA US Corporate Index Semi-Annual Yield to Worst [BAMLC0A0CMSYTW], retrieved from FRED.
Last Checked: 8/1/2025