ICE BofA 10-15 Year US Corporate Index Semi-Annual Yield to Worst
BAMLC7A0C1015YSYTW • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
5.35
Year-over-Year Change
-3.43%
Date Range
10/22/2021 - 8/5/2025
Summary
The ICE BofA 10-15 Year US Corporate Index Semi-Annual Yield to Worst tracks the lowest potential yield for corporate bonds in the 10-15 year maturity range. This metric provides critical insight into corporate debt markets and investor expectations about future interest rates and corporate financial health.
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 index represents the yield-to-worst for investment-grade corporate bonds with maturities between 10 and 15 years, capturing the minimum potential yield an investor might receive. Economists and financial analysts use this metric to assess corporate borrowing costs, market risk perceptions, and potential economic stress.
Methodology
The index is calculated by Bank of America using a comprehensive analysis of corporate bond yields, considering potential scenarios that could result in the lowest possible return for investors.
Historical Context
This trend is used by central banks, investment managers, and policymakers to evaluate corporate credit markets and make informed decisions about monetary policy and investment strategies.
Key Facts
- Covers investment-grade corporate bonds with 10-15 year maturities
- Provides a conservative estimate of potential bond returns
- Reflects broader market conditions and corporate financial health
FAQs
Q: What does 'Yield to Worst' mean?
A: Yield to Worst represents the lowest potential yield an investor might receive from a bond, considering potential early redemption or call scenarios.
Q: Why are 10-15 year corporate bonds significant?
A: This maturity range represents a medium-term investment horizon that balances potential returns with moderate interest rate and credit risk.
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: How do investors use this index?
A: Investors use this index to assess corporate borrowing costs, compare bond performance, and make informed fixed-income investment decisions.
Q: What limitations exist in this index?
A: The index focuses on investment-grade bonds and may not fully represent high-yield or smaller corporate debt markets.
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Citation
U.S. Federal Reserve, ICE BofA 10-15 Year US Corporate Index Semi-Annual Yield to Worst [BAMLC7A0C1015YSYTW], retrieved from FRED.
Last Checked: 8/1/2025