FRED

US Federal Reserve (FRED)

Introduction

The Federal Reserve Economic Data (FRED) by the Research Division of the Federal Reserve bank of St. Louis, MO provides various time series relating to macro-economic data. The data covers 560 datasets, starts in January 1999, and is delivered on a daily frequency. The data is created by aggregating daily updates from more than 85 public and proprietary sources.

For more information about the US Federal Reserve (FRED) dataset, including CLI commands and pricing, see the dataset listing.

About the Provider

The Research Division of the Federal Reserve bank of St. Louis, MO expands the frontier of economic knowledge by producing high-quality original research in the areas of macroeconomics, money and banking, and applied microeconomics. They contribute to monetary policy discussions by advising the Bank president on a range of topics, especially in preparation for Federal Open Market Committee (FOMC) meetings. The Research Division is in the top 1% of all economics research departments worldwide.

Getting Started

The following snippet demonstrates how to request data from the FRED dataset:

self.dataset_symbol = self.AddData(Fred, Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol
_datasetSymbol = AddData(Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol;

Data Summary

The following table describes the dataset properties:

PropertyValue
Start DateJanuary 1990
Asset Coverage560 Datasets
Data DensitySparse
ResolutionDaily
TimezoneNew York

Supported Datasets

The following table shows the accessor code you need to add each FRED dataset to your algorithm:

SymbolAccessor CodeSummary
CBOE
VXGOGCLSFred.CBOE.VIXOnGoogleCBOE Equity VIX on Google (in Index)
VXDCLSFred.CBOE.VXDCBOE DJIA Volatility Index (in Index)
VXGSCLSFred.CBOE.VIXOnGoldmanSachsCBOE Equity VIX on Goldman Sachs (in Index)
VXIBMCLSFred.CBOE.VIXOnIBMCBOE Equity VIX on IBM (in Index)
VXAZNCLSFred.CBOE.VIXOnAmazonCBOE Equity VIX on Amazon (in Index)
VXOCLSFred.CBOE.VXOCBOE S&P 100 Volatility Index: VXO (in Index)
VXNCLSFred.CBOE.VXNCBOE NASDAQ 100 Volatility Index (in Index)
VXTYNFred.CBOE.TenYearTreasuryNoteVolatilityFuturesCBOE 10-Year Treasury Note Volatility Futures (in Index)
RVXCLSFred.CBOE.RVXCBOE Russell 2000 Volatility Index (in Index)
VXVCLSFred.CBOE.SP500ThreeMonthVolatilityIndexCBOE S&P 500 3-Month Volatility Index (in Index)
VXAPLCLSFred.CBOE.VIXOnAppleCBOE Equity VIX on Apple (in Index)
VXGDXCLSFred.CBOE.GoldMinersETFVolatilityIndexCBOE Gold Miners ETF Volatility Index (in Index)
VXFXICLSFred.CBOE.ChinaETFVolatilityIndexCBOE China ETF Volatility Index (in Index)
VXEWZCLSFred.CBOE.BrazilETFVolatilityIndexCBOE Brazil ETF Volatility Index (in Index)
VXEEMCLSFred.CBOE.EmergingMarketsETFVolatilityIndexCBOE Emerging Markets ETF Volatility Index (in Index)
EVZCLSFred.CBOE.EuroCurrencyETFVolatilityIndexCBOE EuroCurrency ETF Volatility Index (in Index)
GVZCLSFred.CBOE.GoldETFVolatilityIndexCBOE Gold ETF Volatility Index (in Index)
OVXCLSFred.CBOE.CrudeOilETFVolatilityIndexCBOE Crude Oil ETF Volatility Index (in Index)
VXSLVCLSFred.CBOE.SilverETFVolatilityIndexCBOE Silver ETF Volatility Index (in Index)
VXXLECLSFred.CBOE.EnergySectorETFVolatilityIndexCBOE Energy Sector ETF Volatility Index (in Index)
VIXCLSFred.CBOE.VIXCBOE Volatility Index: VIX (in Index)
CentralBankInterventions
JPINTDDMEJPYFred.CentralBankInterventions.JapaneseBankPurchasesOfDmEuroAgainstJpyJapan Intervention: Japanese Bank purchases of DM/Euro against JPY (in 100 Million Yen)
JPINTDEXRFred.CentralBankInterventions.JapaneseBankPurchasesOfUsdAgainstDmJapan Intervention: Japanese Bank purchases of USD against DM (in 100 Million Yen)
JPINTDUSDRPFred.CentralBankInterventions.JapaneseBankPurchasesOfUsdAgainstRupiahJapan Intervention: Japanese Bank purchases of USD against Rupiah (in 100 Million Yen)
USINTDMRKTJPYFred.CentralBankInterventions.USInterventionInMarketTransactionsInTheJpyUsdU.S. Intervention: in Market Transactions in the JPY/USD (Millions of USD) (in Millions of USD)
USINTDCSOTHFred.CentralBankInterventions.USInterventionWithCustomerTransactionsInOtherCurrenciesU.S. Intervention: With-Customer Transactions in Other Currencies (Millions of USD) (in Millions of USD)
USINTDCSJPYFred.CentralBankInterventions.USInterventionWithCustomerTransactionsInTheJpyUsdU.S. Intervention: With-Customer Transactions in the JPY/USD (Millions of USD) (in Millions of USD)
USINTDCSDMFred.CentralBankInterventions.USInterventionWithCustomerTransactionsInTheDemUsdEuroU.S. Intervention: With-Customer Transactions in the DEM/USD (Euro since 1999) (Millions of USD) (in Millions of USD)
USINTDMRKTOTHFred.CentralBankInterventions.USInterventionInMarketTransactionsInOtherCurrenciesU.S. Intervention: in Market Transactions in Other Currencies (Millions of USD) (in Millions of USD)
TRINTDEXRFred.CentralBankInterventions.CentralBankOfTurkeyPurchasesOfUsdTurkish Intervention: Central Bank of Turkey Purchases of USD (Millions of USD) (in Millions of USD)
JPINTDUSDJPYFred.CentralBankInterventions.JapaneseBankPurchasesOfUsdAgainstJpyJapan Intervention: Japanese Bank purchases of USD against JPY (in 100 Million Yen)
USINTDMRKTDMFred.CentralBankInterventions.USInterventionInMarketTransactionsInTheDemUsdEuroU.S. Intervention: in Market Transactions in the DEM/USD (Euro since 1999) (Millions of USD) (in Millions of USD)
CHINTDCHFDMFred.CentralBankInterventions.SwissNationalBankPurchasesOfDemAgainstChfMillionsOfDemSwiss Intervention: Swiss National Bank Purchases of DEM against CHF (Millions of DEM) (in Millions of DEM)
CHINTDUSDDMFred.CentralBankInterventions.SwissNationalBankPurchasesOfUsdAgainstDemSwiss Intervention: Swiss National Bank Purchases of USD against DEM (Millions of USD) (in Millions of USD)
CHINTDUSDJPYFred.CentralBankInterventions.SwissNationalBankPurchasesOfUsdAgainstJpySwiss Intervention: Swiss National Bank Purchases of USD against JPY (Millions of USD) (in Millions of USD)
CHINTDCHFUSDFred.CentralBankInterventions.SwissNationalBankPurchasesOfUsdAgainstChfSwiss Intervention: Swiss National Bank Purchases of USD against CHF (Millions of USD) (in Millions of USD)
MEXINTDUSDFred.CentralBankInterventions.BancoDeMexicoPurchaseOnTheUsdMexican Intervention: Banco de Mexico Purchase on the USD (in Millions of USD)
CommercialPaper
DCPN3MFred.CommercialPaper.ThreeMonthAANonfinancialCommercialPaperRate3-Month AA Nonfinancial Commercial Paper Rate (in Percent)
DCPN30Fred.CommercialPaper.OneMonthAANonfinancialCommercialPaperRate1-Month AA Nonfinancial Commercial Paper Rate (in Percent)
DCPN2MFred.CommercialPaper.TwoMonthAANonfinancialCommercialPaperRate2-Month AA Nonfinancial Commercial Paper Rate (in Percent)
DCPF3MFred.CommercialPaper.ThreeMonthAAFinancialCommercialPaperRate3-Month AA Financial Commercial Paper Rate (in Percent)
DCPF2MFred.CommercialPaper.TwoMonthAAFinancialCommercialPaperRate2-Month AA Financial Commercial Paper Rate (in Percent)
DCPF1MFred.CommercialPaper.OneMonthAAFinancialCommercialPaperRate1-Month AA Financial Commercial Paper Rate (in Percent)
NONFIN14A2P2VOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween1and4DaysUsedForA2P2NonfinancialNumber of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Number)
NONFIN59A2P2VOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween5and9DaysUsedForA2P2NonfinancialNumber of Issues, with a Maturity Between 5 and 9 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Number)
NONFIN59A2P2AMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween5and9DaysUsedForA2P2NonfinancialTotal Value of Issues, with a Maturity Between 5 and 9 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Millions of Dollars)
NONFIN4180AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween41and80DaysUsedForAANonfinancialNumber of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Number)
ABGT80AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityGreaterThan80DaysUsedForAAAssetBackedTotal Value of Issues, with a Maturity Greater Than 80 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Millions of Dollars)
NONFIN4180AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween41and80DaysUsedForAANonfinancialTotal Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Millions of Dollars)
NONFIN4180A2P2VOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween41and80DaysUsedForA2P2NonfinancialNumber of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Number)
NONFIN4180A2P2AMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween41and80DaysUsedForA2P2NonfinancialTotal Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Millions of Dollars)
NONFIN2140AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween21and40DaysUsedForAANonfinancialNumber of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Number)
NONFIN2140AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween21and40DaysUsedForAANonfinancialTotal Value of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Millions of Dollars)
NONFIN2140A2P2VOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween21and40DaysUsedForA2P2NonfinancialNumber of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Number)
NONFIN2140A2P2AMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween21and40DaysUsedForA2P2NonfinancialTotal Value of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Millions of Dollars)
NONFIN14AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween1and4DaysUsedForAANonfinancialNumber of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Number)
NONFIN1020A2P2VOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween10And20DaysUsedForA2P2NonfinancialNumber of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Number)
NONFIN1020AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween10And20DaysUsedForAANonfinancialTotal Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Millions of Dollars)
AB2140AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween21and40DaysUsedForAAAssetBackedTotal Value of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Millions of Dollars)
NONFIN1020AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween10And20DaysUsedForAANonfinancialNumber of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Number)
NONFIN14A2P2AMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween1and4DaysUsedForA2P2NonfinancialTotal Value of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Millions of Dollars)
NONFIN14AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween1and4DaysUsedForAANonfinancialTotal Value of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Millions of Dollars)
MKT14MKTAMTFred.CommercialPaper.TotalValueofCommercialPaperIssueswithaMaturityBetween1and4DaysTotal Value of Commercial Paper Issues with a Maturity Between 1 and 4 Days (in Millions of Dollars)
NONFIN1020A2P2AMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween10And20DaysUsedForA2P2NonfinancialTotal Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Millions of Dollars)
FINGT80AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityGreaterThan80DaysUsedForAAFinancialNumber of Issues, with a Maturity Greater Than 80 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Number)
FIN1020AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween10And20DaysUsedForAAFinancialNumber of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Number)
FIN14AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween1and4DaysUsedForAAFinancialTotal Value of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Millions of Dollars)
FIN14AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween1and4DaysUsedForAAFinancialNumber of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Number)
MKT1020MKTAMTFred.CommercialPaper.TotalValueofCommercialPaperIssueswithaMaturityBetween10And20DaysTotal Value of Commercial Paper Issues with a Maturity Between 10 and 20 Days (in Millions of Dollars)
MKT1020MKTVOLFred.CommercialPaper.NumberofCommercialPaperIssueswithaMaturityBetween10And20DaysNumber of Commercial Paper Issues with a Maturity Between 10 and 20 Days (in Number)
FIN2140AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween21and40DaysUsedForAAFinancialTotal Value of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Millions of Dollars)
MKT14MKTVOLFred.CommercialPaper.NumberofCommercialPaperIssueswithaMaturityBetween1and4DaysNumber of Commercial Paper Issues with a Maturity Between 1 and 4 Days (in Number)
MKT2140MKTAMTFred.CommercialPaper.TotalValueofIssuersofCommercialPaperwithaMaturityBetween21and40DaysTotal Value of Issuers of Commercial Paper with a Maturity Between 21 and 40 Days (in Millions of Dollars)
MKT2140MKTVOLFred.CommercialPaper.NumberofCommercialPaperIssueswithaMaturityBetween21and40DaysNumber of Commercial Paper Issues with a Maturity Between 21 and 40 Days (in Number)
FIN2140AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween21and40DaysUsedForAAFinancialNumber of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Number)
MKT4180MKTAMTFred.CommercialPaper.TotalValueofIssuersofCommercialPaperwithaMaturityBetween41and80DaysTotal Value of Issuers of Commercial Paper with a Maturity Between 41 and 80 Days (in Millions of Dollars)
NONFIN59AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween5and9DaysUsedForAANonfinancialTotal Value of Issues, with a Maturity Between 5 and 9 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Millions of Dollars)
MKT4180MKTVOLFred.CommercialPaper.NumberofCommercialPaperIssueswithaMaturityBetween41and80DaysNumber of Commercial Paper Issues with a Maturity Between 41 and 80 Days (in Number)
MKT59MKTVOLFred.CommercialPaper.NumberofCommercialPaperIssueswithaMaturityBetween5and9DaysNumber of Commercial Paper Issues with a Maturity Between 5 and 9 Days (in Number)
MKTGT80MKTAMTFred.CommercialPaper.TotalValueofIssuersofCommercialPaperwithaMaturityGreaterThan80DaysTotal Value of Issuers of Commercial Paper with a Maturity Greater Than 80 Days (in Millions of Dollars)
MKTGT80MKTVOLFred.CommercialPaper.NumberofCommercialPaperIssueswithaMaturityGreaterThan80DaysNumber of Commercial Paper Issues with a Maturity Greater Than 80 Days (in Number)
FIN4180AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween41and80DaysUsedForAAFinancialTotal Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Millions of Dollars)
FIN4180AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween41and80DaysUsedForAAFinancialNumber of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Number)
AB4180AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween41and80DaysUsedForAAAssetBackedTotal Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Millions of Dollars)
FIN59AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween5and9DaysUsedForAAFinancialTotal Value of Issues, with a Maturity Between 5 and 9 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Millions of Dollars)
FIN59AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween5and9DaysUsedForAAFinancialNumber of Issues, with a Maturity Between 5 and 9 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Number)
FINGT80AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityGreaterThan80DaysUsedForAAFinancialTotal Value of Issues, with a Maturity Greater Than 80 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Millions of Dollars)
FIN1020AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween10And20DaysUsedForAAFinancialTotal Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Financial Commercial Paper Rates (in Millions of Dollars)
AB2140AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween21and40DaysUsedForAAAssetBackedNumber of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Number)
MKT59MKTAMTFred.CommercialPaper.TotalValueofIssuersofCommercialPaperwithaMaturityBetween5and9DaysTotal Value of Issuers of Commercial Paper with a Maturity Between 5 and 9 Days (in Millions of Dollars)
ABGT80AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityGreaterThan80DaysUsedForAAAssetBackedNumber of Issues, with a Maturity Greater Than 80 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Number)
NONFIN59AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween5and9DaysUsedForAANonfinancialNumber of Issues, with a Maturity Between 5 and 9 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Number)
RIFSPPAAAD15NBFred.CommercialPaper.FifteenDayAAAssetbackedCommercialPaperInterestRate15-Day AA Asset-backed Commercial Paper Interest Rate (in Percent)
AB59AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween5and9DaysUsedForAAAssetBackedTotal Value of Issues, with a Maturity Between 5 and 9 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Millions of Dollars)
AB4180AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween41and80DaysUsedForAAAssetBackedNumber of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Number)
RIFSPPNA2P2D15NBFred.CommercialPaper.FifteenDayA2P2NonfinancialCommercialPaperInterestRate15-Day A2/P2 Nonfinancial Commercial Paper Interest Rate (in Percent)
RIFSPPNA2P2D07NBFred.CommercialPaper.SevenDayA2P2NonfinancialCommercialPaperInterestRate7-Day A2/P2 Nonfinancial Commercial Paper Interest Rate (in Percent)
RIFSPPNA2P2D01NBFred.CommercialPaper.OvernightA2P2NonfinancialCommercialPaperInterestRateOvernight A2/P2 Nonfinancial Commercial Paper Interest Rate (in Percent)
RIFSPPFAAD90NBFred.CommercialPaper.NinetyDayAAFinancialCommercialPaperInterestRate90-Day AA Financial Commercial Paper Interest Rate (in Percent)
RIFSPPAAAD01NBFred.CommercialPaper.OvernightAAAssetbackedCommercialPaperInterestRateOvernight AA Asset-backed Commercial Paper Interest Rate (in Percent)
RIFSPPNA2P2D30NBFred.CommercialPaper.Three0DayA2P2NonfinancialCommercialPaperInterestRate30-Day A2/P2 Nonfinancial Commercial Paper Interest Rate (in Percent)
RIFSPPFAAD60NBFred.CommercialPaper.SixtyDayAAFinancialCommercialPaperInterestRate60-Day AA Financial Commercial Paper Interest Rate (in Percent)
RIFSPPFAAD30NBFred.CommercialPaper.Three0DayAAFinancialCommercialPaperInterestRate30-Day AA Financial Commercial Paper Interest Rate (in Percent)
NONFINGT80A2P2AMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityGreaterThan80DaysUsedForA2P2NonfinancialTotal Value of Issues, with a Maturity Greater Than 80 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Millions of Dollars)
RIFSPPAAAD30NBFred.CommercialPaper.Three0DayAAAssetbackedCommercialPaperInterestRate30-Day AA Asset-backed Commercial Paper Interest Rate (in Percent)
RIFSPPAAAD60NBFred.CommercialPaper.SixtyDayAAAssetbackedCommercialPaperInterestRate60-Day AA Asset-backed Commercial Paper Interest Rate (in Percent)
RIFSPPAAAD90NBFred.CommercialPaper.NinetyDayAAAssetbackedCommercialPaperInterestRate90-Day AA Asset-backed Commercial Paper Interest Rate (in Percent)
RIFSPPFAAD15NBFred.CommercialPaper.FifteenDayAAFinancialCommercialPaperInterestRate15-Day AA Financial Commercial Paper Interest Rate (in Percent)
RIFSPPFAAD07NBFred.CommercialPaper.SevenDayAAFinancialCommercialPaperInterestRate7-Day AA Financial Commercial Paper Interest Rate (in Percent)
RIFSPPAAAD07NBFred.CommercialPaper.SevenDayAAAssetbackedCommercialPaperInterestRate7-Day AA Asset-backed Commercial Paper Interest Rate (in Percent)
RIFSPPFAAD01NBFred.CommercialPaper.OvernightAAFinancialCommercialPaperInterestRateOvernight AA Financial Commercial Paper Interest Rate (in Percent)
RIFSPPNA2P2D60NBFred.CommercialPaper.SixtyDayA2P2NonfinancialCommercialPaperInterestRate60-Day A2/P2 Nonfinancial Commercial Paper Interest Rate (in Percent)
AB59AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween5and9DaysUsedForAAAssetBackedNumber of Issues, with a Maturity Between 5 and 9 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Number)
AB14AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween1and4DaysUsedForAAAssetBackedNumber of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Number)
NONFINGT80A2P2VOLFred.CommercialPaper.NumberOfIssuesWithMaturityGreaterThan80DaysUsedForA2P2NonfinancialNumber of Issues, with a Maturity Greater Than 80 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates (in Number)
AB14AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween1and4DaysUsedForAAAssetBackedTotal Value of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Millions of Dollars)
RIFSPPNA2P2D90NBFred.CommercialPaper.NinetyDayA2P2NonfinancialCommercialPaperInterestRate90-Day A2/P2 Nonfinancial Commercial Paper Interest Rate (in Percent)
AB1020AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityBetween10And20DaysUsedForAAAssetBackedNumber of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Number)
NONFINGT80AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityGreaterThan80DaysUsedForAANonfinancialTotal Value of Issues, with a Maturity Greater Than 80 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Millions of Dollars)
RIFSPPNAAD01NBFred.CommercialPaper.OvernightAANonfinancialCommercialPaperInterestRateOvernight AA Nonfinancial Commercial Paper Interest Rate (in Percent)
AB1020AAAMTFred.CommercialPaper.TotalValueOfIssuesWithMaturityBetween10And20DaysUsedForAAAssetBackedTotal Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates (in Millions of Dollars)
RIFSPPNAAD07NBFred.CommercialPaper.SevenDayAANonfinancialCommercialPaperInterestRate7-Day AA Nonfinancial Commercial Paper Interest Rate (in Percent)
RIFSPPNAAD90NBFred.CommercialPaper.NinetyDayAANonfinancialCommercialPaperInterestRate90-Day AA Nonfinancial Commercial Paper Interest Rate (in Percent)
RIFSPPNAAD15NBFred.CommercialPaper.FifteenDayAANonfinancialCommercialPaperInterestRate15-Day AA Nonfinancial Commercial Paper Interest Rate (in Percent)
RIFSPPNAAD30NBFred.CommercialPaper.Three0DayAANonfinancialCommercialPaperInterestRate30-Day AA Nonfinancial Commercial Paper Interest Rate (in Percent)
RIFSPPNAAD60NBFred.CommercialPaper.SixtyDayAANonfinancialCommercialPaperInterestRate60-Day AA Nonfinancial Commercial Paper Interest Rate (in Percent)
NONFINGT80AAVOLFred.CommercialPaper.NumberOfIssuesWithMaturityGreaterThan80DaysUsedForAANonfinancialNumber of Issues, with a Maturity Greater Than 80 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates (in Number)
CPFFFred.CommercialPaper.ThreeMonthCommercialPaperMinusFederalFundsRate3-Month Commercial Paper Minus Federal Funds Rate (in Percent)
ICEBofAML
BAMLEM1BRRAAA2ACRPITRIVFred.ICEBofAML.AAAAEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML AAA-A Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEM1RAAA2ALCRPIUSTRIVFred.ICEBofAML.AAAAUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMRACRPIASIATRIVFred.ICEBofAML.AsiaEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMALLCRPIASIAUSTRIVFred.ICEBofAML.AsiaUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Asia US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEM4BRRBLCRPITRIVFred.ICEBofAML.BandLowerEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML B and Lower Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEM4RBLLCRPIUSTRIVFred.ICEBofAML.BandLowerUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML B and Lower US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEM3BRRBBCRPITRIVFred.ICEBofAML.BBEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML BB Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEM3RBBLCRPIUSTRIVFred.ICEBofAML.BBUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML BB US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEM2BRRBBBCRPITRIVFred.ICEBofAML.BBBEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML BBB Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEM2RBBBLCRPIUSTRIVFred.ICEBofAML.BBBUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML BBB US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEM5BCOCRPITRIVFred.ICEBofAML.CrossoverEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Crossover Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMXOCOLCRPIUSTRIVFred.ICEBofAML.CrossoverUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Crossover US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMCBPITRIVFred.ICEBofAML.EmergingMarketsCorporatePlusIndexTotalReturnIndexValueICE BofAML Emerging Markets Corporate Plus Index Total Return Index Value (in Index)
BAMLEMEBCRPIETRIVFred.ICEBofAML.EuroEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Euro Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMRECRPIEMEATRIVFred.ICEBofAML.EMEAEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Europe, the Middle East, and Africa (EMEA) Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMELLCRPIEMEAUSTRIVFred.ICEBofAML.EMEAUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Europe, the Middle East, and Africa (EMEA) US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMFSFCRPITRIVFred.ICEBofAML.FinancialEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMFLFLCRPIUSTRIVFred.ICEBofAML.FinancialUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Financial US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMIBHGCRPITRIVFred.ICEBofAML.HighGradeEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML High Grade Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMHGHGLCRPIUSTRIVFred.ICEBofAML.HighGradeUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML High Grade US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMHBHYCRPITRIVFred.ICEBofAML.HighYieldEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMHYHYLCRPIUSTRIVFred.ICEBofAML.HighYieldUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML High Yield US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMRLCRPILATRIVFred.ICEBofAML.LatinAmericaEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Latin America Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMLLLCRPILAUSTRIVFred.ICEBofAML.LatinAmericaUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Latin America US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMNSNFCRPITRIVFred.ICEBofAML.NonFinancialEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Non-Financial Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMNFNFLCRPIUSTRIVFred.ICEBofAML.NonFinancialUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Non-Financial US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLC0A0CMFred.ICEBofAML.USCorporateMasterOptionAdjustedSpreadICE BofAML US Corporate Master Option-Adjusted Spread (in Percent)
BAMLH0A0HYM2Fred.ICEBofAML.USHighYieldMasterIIOptionAdjustedSpreadICE BofAML US High Yield Master II Option-Adjusted Spread (in Percent)
BAMLC1A0C13YFred.ICEBofAML.USCorporate1To3YearOptionAdjustedSpreadICE BofAML US Corporate 1-3 Year Option-Adjusted Spread (in Percent)
BAMLC7A0C1015YFred.ICEBofAML.USCorporate10To15YearOptionAdjustedSpreadICE BofAML US Corporate 10-15 Year Option-Adjusted Spread (in Percent)
BAMLC8A0C15PYFred.ICEBofAML.USCorporateMoreThan15YearOptionAdjustedSpreadICE BofAML US Corporate 15+ Year Option-Adjusted Spread (in Percent)
BAMLC2A0C35YFred.ICEBofAML.USCorporate3To5YearOptionAdjustedSpreadICE BofAML US Corporate 3-5 Year Option-Adjusted Spread (in Percent)
BAMLC3A0C57YFred.ICEBofAML.USCorporate5To7YearOptionAdjustedSpreadICE BofAML US Corporate 5-7 Year Option-Adjusted Spread (in Percent)
BAMLC4A0C710YFred.ICEBofAML.USCorporate7To10YearOptionAdjustedSpreadICE BofAML US Corporate 7-10 Year Option-Adjusted Spread (in Percent)
BAMLEMPUPUBSLCRPIUSTRIVFred.ICEBofAML.PublicSectorIssuersUSEmergingMarketsLiquidCorporatePlusSubIndexTotalReturnIndexValueICE BofAML Public Sector Issuers US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMUBCRPIUSTRIVFred.ICEBofAML.USEmergingMarketsCorporatePlusSubIndexTotalReturnIndexValueICE BofAML US Emerging Markets Corporate Plus Sub-Index Total Return Index Value (in Index)
BAMLEMCLLCRPIUSTRIVFred.ICEBofAML.USEmergingMarketsLiquidCorporatePlusIndexTotalReturnIndexValueICE BofAML US Emerging Markets Liquid Corporate Plus Index Total Return Index Value (in Index)
BAMLHE00EHYITRIVFred.ICEBofAML.EuroHighYieldIndexTotalReturnIndexValueICE BofAML Euro High Yield Index Total Return Index Value (in Index)
BAMLCC1A013YTRIVFred.ICEBofAML.USCorp1To3YearsTotalReturnIndexValueICE BofAML US Corp 1-3yr Total Return Index Value (in Index)
BAMLCC7A01015YTRIVFred.ICEBofAML.USCorp10To15TotalReturnIndexValueICE BofAML US Corp 10-15yr Total Return Index Value (in Index)
BAMLCC8A015PYTRIVFred.ICEBofAML.USCorpMoreThan15YearsTotalReturnIndexValueICE BofAML US Corp 15+yr Total Return Index Value (in Index)
BAMLCC2A035YTRIVFred.ICEBofAML.USCorpeTo5YearsTotalReturnIndexValueICE BofAML US Corp 3-5yr Total Return Index Value (in Index)
BAMLCC3A057YTRIVFred.ICEBofAML.USCorp5To7YearsTotalReturnIndexValueICE BofAML US Corp 5-7yr Total Return Index Value (in Index)
BAMLCC4A0710YTRIVFred.ICEBofAML.USCorporate7To10YearsTotalReturnIndexValueICE BofAML US Corporate 7-10yr Total Return Index Value (in Index)
BAMLCC0A3ATRIVFred.ICEBofAML.USCorpATotalReturnIndexValueICE BofAML US Corp A Total Return Index Value (in Index)
BAMLCC0A2AATRIVFred.ICEBofAML.USCorpAATotalReturnIndexValueICE BofAML US Corp AA Total Return Index Value (in Index)
BAMLCC0A1AAATRIVFred.ICEBofAML.USCorpAAATotalReturnIndexValueICE BofAML US Corp AAA Total Return Index Value (in Index)
BAMLHYH0A2BTRIVFred.ICEBofAML.USHighYieldBTotalReturnIndexValueICE BofAML US High Yield B Total Return Index Value (in Index)
BAMLHYH0A1BBTRIVFred.ICEBofAML.USHighYieldBBTotalReturnIndexValueICE BofAML US High Yield BB Total Return Index Value (in Index)
BAMLCC0A4BBBTRIVFred.ICEBofAML.USCorpBBBTotalReturnIndexValueICE BofAML US Corp BBB Total Return Index Value (in Index)
BAMLHYH0A3CMTRIVFred.ICEBofAML.USHighYieldCCCorBelowTotalReturnIndexValueICE BofAML US High Yield CCC or Below Total Return Index Value (in Index)
BAMLCC0A0CMTRIVFred.ICEBofAML.USCorpMasterTotalReturnIndexValueICE BofAML US Corp Master Total Return Index Value (in Index)
BAMLHYH0A0HYM2TRIVFred.ICEBofAML.USHighYieldMasterIITotalReturnIndexValueICE BofAML US High Yield Master II Total Return Index Value (in Index)
BAMLEM1BRRAAA2ACRPIOASFred.ICEBofAML.AAAAEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML AAA-A Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEM1RAAA2ALCRPIUSOASFred.ICEBofAML.AAAAUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMRACRPIASIAOASFred.ICEBofAML.AsiaEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMALLCRPIASIAUSOASFred.ICEBofAML.AsiaUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Asia US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEM4BRRBLCRPIOASFred.ICEBofAML.BandLowerEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML B and Lower Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEM4RBLLCRPIUSOASFred.ICEBofAML.BandLowerUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML B and Lower US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEM3BRRBBCRPIOASFred.ICEBofAML.BBEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML BB Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEM3RBBLCRPIUSOASFred.ICEBofAML.BBUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML BB US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEM2BRRBBBCRPIOASFred.ICEBofAML.BBBEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML BBB Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEM2RBBBLCRPIUSOASFred.ICEBofAML.BBBUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML BBB US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEM5BCOCRPIOASFred.ICEBofAML.CrossoverEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Crossover Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMXOCOLCRPIUSOASFred.ICEBofAML.CrossoverUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Crossover US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMCBPIOASFred.ICEBofAML.EmergingMarketsCorporatePlusIndexOptionAdjustedSpreadICE BofAML Emerging Markets Corporate Plus Index Option-Adjusted Spread (in Percent)
BAMLEMEBCRPIEOASFred.ICEBofAML.EuroEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Euro Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMRECRPIEMEAOASFred.ICEBofAML.EMEAEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Europe, the Middle East, and Africa (EMEA) Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMELLCRPIEMEAUSOASFred.ICEBofAML.EMEAUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Europe, the Middle East, and Africa (EMEA) US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMFSFCRPIOASFred.ICEBofAML.FinancialEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMFLFLCRPIUSOASFred.ICEBofAML.FinancialUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Financial US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMIBHGCRPIOASFred.ICEBofAML.HighGradeEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML High Grade Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMHGHGLCRPIUSOASFred.ICEBofAML.HighGradeUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML High Grade US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMHBHYCRPIOASFred.ICEBofAML.HighYieldEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMHYHYLCRPIUSOASFred.ICEBofAML.HighYieldUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML High Yield US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMRLCRPILAOASFred.ICEBofAML.LatinAmericaEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Latin America Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMLLLCRPILAUSOASFred.ICEBofAML.LatinAmericaUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Latin America US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMNSNFCRPIOASFred.ICEBofAML.NonFinancialEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Non-Financial Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMNFNFLCRPIUSOASFred.ICEBofAML.NonFinancialUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Non-Financial US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMPUPUBSLCRPIUSOASFred.ICEBofAML.PublicSectorIssuersUSEmergingMarketsLiquidCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML Public Sector Issuers US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMUBCRPIUSOASFred.ICEBofAML.USEmergingMarketsCorporatePlusSubIndexOptionAdjustedSpreadICE BofAML US Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (in Percent)
BAMLEMCLLCRPIUSOASFred.ICEBofAML.USEmergingMarketsLiquidCorporatePlusIndexOptionAdjustedSpreadICE BofAML US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread (in Percent)
BAMLHE00EHYIOASFred.ICEBofAML.EuroHighYieldIndexOptionAdjustedSpreadICE BofAML Euro High Yield Index Option-Adjusted Spread (in Percent)
BAMLC0A3CAFred.ICEBofAML.USCorporateAOptionAdjustedSpreadICE BofAML US Corporate A Option-Adjusted Spread (in Percent)
BAMLC0A2CAAFred.ICEBofAML.USCorporateAAOptionAdjustedSpreadICE BofAML US Corporate AA Option-Adjusted Spread (in Percent)
BAMLC0A1CAAAFred.ICEBofAML.USCorporateAAAOptionAdjustedSpreadICE BofAML US Corporate AAA Option-Adjusted Spread (in Percent)
BAMLH0A2HYBFred.ICEBofAML.USHighYieldBOptionAdjustedSpreadICE BofAML US High Yield B Option-Adjusted Spread (in Percent)
BAMLH0A1HYBBFred.ICEBofAML.USHighYieldBBOptionAdjustedSpreadICE BofAML US High Yield BB Option-Adjusted Spread (in Percent)
BAMLC0A4CBBBFred.ICEBofAML.USCorporateBBBOptionAdjustedSpreadICE BofAML US Corporate BBB Option-Adjusted Spread (in Percent)
BAMLH0A3HYCFred.ICEBofAML.USHighYieldCCCorBelowOptionAdjustedSpreadICE BofAML US High Yield CCC or Below Option-Adjusted Spread (in Percent)
BAMLEM1BRRAAA2ACRPIEYFred.ICEBofAML.AAAAEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML AAA-A Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEM1RAAA2ALCRPIUSEYFred.ICEBofAML.AAAAUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMRACRPIASIAEYFred.ICEBofAML.AsiaEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMALLCRPIASIAUSEYFred.ICEBofAML.AsiaUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML Asia US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEM4BRRBLCRPIEYFred.ICEBofAML.BandLowerEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML B and Lower Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEM4RBLLCRPIUSEYFred.ICEBofAML.BandLowerUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML B and Lower US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEM3BRRBBCRPIEYFred.ICEBofAML.BBEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML BB Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEM3RBBLCRPIUSEYFred.ICEBofAML.BBUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML BB US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEM2BRRBBBCRPIEYFred.ICEBofAML.BBBEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML BBB Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEM2RBBBLCRPIUSEYFred.ICEBofAML.BBBUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML BBB US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEM5BCOCRPIEYFred.ICEBofAML.CrossoverEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML Crossover Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMXOCOLCRPIUSEYFred.ICEBofAML.CrossoverUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML Crossover US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMCBPIEYFred.ICEBofAML.EmergingMarketsCorporatePlusIndexEffectiveYieldICE BofAML Emerging Markets Corporate Plus Index Effective Yield (in Percent)
BAMLEMEBCRPIEEYFred.ICEBofAML.EuroEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML Euro Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLHE00EHYIEYFred.ICEBofAML.EuroHighYieldIndexEffectiveYieldICE BofAML Euro High Yield Index Effective Yield (in Percent)
BAMLEMRECRPIEMEAEYFred.ICEBofAML.EMEAEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML Europe, the Middle East, and Africa (EMEA) Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMELLCRPIEMEAUSEYFred.ICEBofAML.EMEAUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML Europe, the Middle East, and Africa (EMEA) US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMFSFCRPIEYFred.ICEBofAML.FinancialEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMFLFLCRPIUSEYFred.ICEBofAML.FinancialUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML Financial US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMIBHGCRPIEYFred.ICEBofAML.HighGradeEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML High Grade Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMHGHGLCRPIUSEYFred.ICEBofAML.HighGradeUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML High Grade US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMHBHYCRPIEYFred.ICEBofAML.HighYieldEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMHYHYLCRPIUSEYFred.ICEBofAML.HighYieldUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML High Yield US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMRLCRPILAEYFred.ICEBofAML.LatinAmericaEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML Latin America Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMLLLCRPILAUSEYFred.ICEBofAML.LatinAmericaUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML Latin America US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMNSNFCRPIEYFred.ICEBofAML.NonFinancialEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML Non-Financial Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMNFNFLCRPIUSEYFred.ICEBofAML.NonFinancialUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML Non-Financial US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMPUPUBSLCRPIUSEYFred.ICEBofAML.PublicSectorIssuersUSEmergingMarketsLiquidCorporatePlusSubIndexEffectiveYieldICE BofAML Public Sector Issuers US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLC1A0C13YEYFred.ICEBofAML.USCorporate1ThreeYearEffectiveYieldICE BofAML US Corporate 1-3 Year Effective Yield (in Percent)
BAMLC7A0C1015YEYFred.ICEBofAML.USCorporate10To15YearEffectiveYieldICE BofAML US Corporate 10-15 Year Effective Yield (in Percent)
BAMLC8A0C15PYEYFred.ICEBofAML.USCorporateMoreThan15YearEffectiveYieldICE BofAML US Corporate 15+ Year Effective Yield (in Percent)
BAMLC2A0C35YEYFred.ICEBofAML.USCorporate3To5YearEffectiveYieldICE BofAML US Corporate 3-5 Year Effective Yield (in Percent)
BAMLC3A0C57YEYFred.ICEBofAML.USCorporate5To7YearEffectiveYieldICE BofAML US Corporate 5-7 Year Effective Yield (in Percent)
BAMLC4A0C710YEYFred.ICEBofAML.USCorporate7To10YearEffectiveYieldICE BofAML US Corporate 7-10 Year Effective Yield (in Percent)
BAMLC0A3CAEYFred.ICEBofAML.USCorporateAEffectiveYieldICE BofAML US Corporate A Effective Yield (in Percent)
BAMLC0A2CAAEYFred.ICEBofAML.USCorporateAAEffectiveYieldICE BofAML US Corporate AA Effective Yield (in Percent)
BAMLC0A1CAAAEYFred.ICEBofAML.USCorporateAAAEffectiveYieldICE BofAML US Corporate AAA Effective Yield (in Percent)
BAMLH0A2HYBEYFred.ICEBofAML.USHighYieldBEffectiveYieldICE BofAML US High Yield B Effective Yield (in Percent)
BAMLH0A1HYBBEYFred.ICEBofAML.USHighYieldBBEffectiveYieldICE BofAML US High Yield BB Effective Yield (in Percent)
BAMLC0A4CBBBEYFred.ICEBofAML.USCorporateBBBEffectiveYieldICE BofAML US Corporate BBB Effective Yield (in Percent)
BAMLH0A3HYCEYFred.ICEBofAML.USHighYieldCCCorBelowEffectiveYieldICE BofAML US High Yield CCC or Below Effective Yield (in Percent)
BAMLC0A0CMEYFred.ICEBofAML.USCorporateMasterEffectiveYieldICE BofAML US Corporate Master Effective Yield (in Percent)
BAMLEMUBCRPIUSEYFred.ICEBofAML.USEmergingMarketsCorporatePlusSubIndexEffectiveYieldICE BofAML US Emerging Markets Corporate Plus Sub-Index Effective Yield (in Percent)
BAMLEMCLLCRPIUSEYFred.ICEBofAML.USEmergingMarketsLiquidCorporatePlusIndexEffectiveYieldICE BofAML US Emerging Markets Liquid Corporate Plus Index Effective Yield (in Percent)
BAMLH0A0HYM2EYFred.ICEBofAML.USHighYieldMasterIIEffectiveYieldICE BofAML US High Yield Master II Effective Yield (in Percent)
BAMLEM1BRRAAA2ACRPISYTWFred.ICEBofAML.AAAAEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML AAA-A Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEM1RAAA2ALCRPIUSSYTWFred.ICEBofAML.AAAAUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMRACRPIASIASYTWFred.ICEBofAML.AsiaEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMALLCRPIASIAUSSYTWFred.ICEBofAML.AsiaUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Asia US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEM4BRRBLCRPISYTWFred.ICEBofAML.BandLowerEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML B and Lower Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEM4RBLLCRPIUSSYTWFred.ICEBofAML.BandLowerUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML B and Lower US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEM3BRRBBCRPISYTWFred.ICEBofAML.BBEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML BB Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEM3RBBLCRPIUSSYTWFred.ICEBofAML.BBUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML BB US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEM2BRRBBBCRPISYTWFred.ICEBofAML.BBBEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML BBB Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEM2RBBBLCRPIUSSYTWFred.ICEBofAML.BBBUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML BBB US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEM5BCOCRPISYTWFred.ICEBofAML.CrossoverEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Crossover Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMXOCOLCRPIUSSYTWFred.ICEBofAML.CrossoverUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Crossover US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMCBPISYTWFred.ICEBofAML.EmergingMarketsCorporatePlusIndexSemiAnnualYieldtoWorstICE BofAML Emerging Markets Corporate Plus Index Semi-Annual Yield to Worst (in Percent)
BAMLEMEBCRPIESYTWFred.ICEBofAML.EuroEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Euro Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLHE00EHYISYTWFred.ICEBofAML.EuroHighYieldIndexSemiAnnualYieldtoWorstICE BofAML Euro High Yield Index Semi-Annual Yield to Worst (in Percent)
BAMLEMRECRPIEMEASYTWFred.ICEBofAML.EMEAEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Europe, the Middle East, and Africa (EMEA) Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMELLCRPIEMEAUSSYTWFred.ICEBofAML.EMEAUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Europe, the Middle East, and Africa (EMEA) US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMFSFCRPISYTWFred.ICEBofAML.FinancialEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMFLFLCRPIUSSYTWFred.ICEBofAML.FinancialUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Financial US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMIBHGCRPISYTWFred.ICEBofAML.HighGradeEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML High Grade Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMHGHGLCRPIUSSYTWFred.ICEBofAML.HighGradeUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML High Grade US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMHBHYCRPISYTWFred.ICEBofAML.HighYieldEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMHYHYLCRPIUSSYTWFred.ICEBofAML.HighYieldUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML High Yield US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMRLCRPILASYTWFred.ICEBofAML.LatinAmericaEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Latin America Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMLLLCRPILAUSSYTWFred.ICEBofAML.LatinAmericaUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Latin America US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMNSNFCRPISYTWFred.ICEBofAML.NonFinancialEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Non-Financial Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMNFNFLCRPIUSSYTWFred.ICEBofAML.NonFinancialUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Non-Financial US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMPTPRVICRPISYTWFred.ICEBofAML.PrivateSectorIssuersEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Private Sector Issuers Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMPVPRIVSLCRPIUSSYTWFred.ICEBofAML.PrivateSectorIssuersUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Private Sector Issuers US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMPBPUBSICRPISYTWFred.ICEBofAML.PublicSectorIssuersEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Public Sector Issuers Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMPUPUBSLCRPIUSSYTWFred.ICEBofAML.PublicSectorIssuersUSEmergingMarketsLiquidCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML Public Sector Issuers US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLC1A0C13YSYTWFred.ICEBofAML.USCorporate1To3YearSemiAnnualYieldtoWorstICE BofAML US Corporate 1-3 Year Semi-Annual Yield to Worst (in Percent)
BAMLC7A0C1015YSYTWFred.ICEBofAML.USCorporate10To15YearSemiAnnualYieldtoWorstICE BofAML US Corporate 10-15 Year Semi-Annual Yield to Worst (in Percent)
BAMLC8A0C15PYSYTWFred.ICEBofAML.USCorporateMoreThan15YearSemiAnnualYieldtoWorstICE BofAML US Corporate 15+ Year Semi-Annual Yield to Worst (in Percent)
BAMLC2A0C35YSYTWFred.ICEBofAML.USCorporate3To5YearSemiAnnualYieldtoWorstICE BofAML US Corporate 3-5 Year Semi-Annual Yield to Worst (in Percent)
BAMLC3A0C57YSYTWFred.ICEBofAML.USCorporate5To7YearSemiAnnualYieldtoWorstICE BofAML US Corporate 5-7 Year Semi-Annual Yield to Worst (in Percent)
BAMLC4A0C710YSYTWFred.ICEBofAML.USCorporate7To10YearSemiAnnualYieldtoWorstICE BofAML US Corporate 7-10 Year Semi-Annual Yield to Worst (in Percent)
BAMLC0A3CASYTWFred.ICEBofAML.USCorporateASemiAnnualYieldtoWorstICE BofAML US Corporate A Semi-Annual Yield to Worst (in Percent)
BAMLC0A2CAASYTWFred.ICEBofAML.USCorporateAASemiAnnualYieldtoWorstICE BofAML US Corporate AA Semi-Annual Yield to Worst (in Percent)
BAMLC0A1CAAASYTWFred.ICEBofAML.USCorporateAAASemiAnnualYieldtoWorstICE BofAML US Corporate AAA Semi-Annual Yield to Worst (in Percent)
BAMLH0A2HYBSYTWFred.ICEBofAML.USHighYieldBSemiAnnualYieldtoWorstICE BofAML US High Yield B Semi-Annual Yield to Worst (in Percent)
BAMLH0A1HYBBSYTWFred.ICEBofAML.USHighYieldBBSemiAnnualYieldtoWorstICE BofAML US High Yield BB Semi-Annual Yield to Worst (in Percent)
BAMLC0A4CBBBSYTWFred.ICEBofAML.USCorporateBBBSemiAnnualYieldtoWorstICE BofAML US Corporate BBB Semi-Annual Yield to Worst (in Percent)
BAMLH0A3HYCSYTWFred.ICEBofAML.USHighYieldCCCorBelowSemiAnnualYieldtoWorstICE BofAML US High Yield CCC or Below Semi-Annual Yield to Worst (in Percent)
BAMLC0A0CMSYTWFred.ICEBofAML.USCorporateMasterSemiAnnualYieldtoWorstICE BofAML US Corporate Master Semi-Annual Yield to Worst (in Percent)
BAMLEMUBCRPIUSSYTWFred.ICEBofAML.USEmergingMarketsCorporatePlusSubIndexSemiAnnualYieldtoWorstICE BofAML US Emerging Markets Corporate Plus Sub-Index Semi-Annual Yield to Worst (in Percent)
BAMLEMCLLCRPIUSSYTWFred.ICEBofAML.USEmergingMarketsLiquidCorporatePlusIndexSemiAnnualYieldtoWorstICE BofAML US Emerging Markets Liquid Corporate Plus Index Semi-Annual Yield to Worst (in Percent)
BAMLH0A0HYM2SYTWFred.ICEBofAML.USHighYieldMasterIISemiAnnualYieldtoWorstICE BofAML US High Yield Master II Semi-Annual Yield to Worst (in Percent)
LIBOR
CHFONTD156NFred.LIBOR.SpotNextBasedOnSwissFrancSpot Next London Interbank Offered Rate (LIBOR), based on Swiss Franc (in Percent)
JPYONTD156NFred.LIBOR.SpotNextBasedOnJapaneseYenSpot Next London Interbank Offered Rate (LIBOR), based on Japanese Yen (in Percent)
JPY6MTD156NFred.LIBOR.SixMonthBasedOnJapaneseYen6-Month London Interbank Offered Rate (LIBOR), based on Japanese Yen (in Percent)
JPY3MTD156NFred.LIBOR.ThreeMonthBasedOnJapaneseYen3-Month London Interbank Offered Rate (LIBOR), based on Japanese Yen (in Percent)
USD6MTD156NFred.LIBOR.SixMonthBasedOnUSD6-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar (in Percent)
JPY1MTD156NFred.LIBOR.OneMonthBasedOnJapaneseYen1-Month London Interbank Offered Rate (LIBOR), based on Japanese Yen (in Percent)
JPY12MD156NFred.LIBOR.TwelveMonthBasedOnJapaneseYen12-Month London Interbank Offered Rate (LIBOR), based on Japanese Yen (in Percent)
GBP12MD156NFred.LIBOR.TwelveMonthBasedOnBritishPound12-Month London Interbank Offered Rate (LIBOR), based on British Pound (in Percent)
GBP1MTD156NFred.LIBOR.OneMonthBasedOnBritishPound1-Month London Interbank Offered Rate (LIBOR), based on British Pound (in Percent)
GBP1WKD156NFred.LIBOR.OneWeekBasedOnBritishPound1-Week London Interbank Offered Rate (LIBOR), based on British Pound (in Percent)
GBP2MTD156NFred.LIBOR.TwoMonthBasedOnBritishPound2-Month London Interbank Offered Rate (LIBOR), based on British Pound (in Percent)
GBP3MTD156NFred.LIBOR.ThreeMonthBasedOnBritishPound3-Month London Interbank Offered Rate (LIBOR), based on British Pound (in Percent)
JPY1WKD156NFred.LIBOR.OneWeekBasedOnJapaneseYen1-Week London Interbank Offered Rate (LIBOR), based on Japanese Yen (in Percent)
JPY2MTD156NFred.LIBOR.TwoMonthBasedOnJapaneseYen2-Month London Interbank Offered Rate (LIBOR), based on Japanese Yen (in Percent)
CHF6MTD156NFred.LIBOR.SixMonthBasedOnSwissFranc6-Month London Interbank Offered Rate (LIBOR), based on Swiss Franc (in Percent)
CHF3MTD156NFred.LIBOR.ThreeMonthBasedOnSwissFranc3-Month London Interbank Offered Rate (LIBOR), based on Swiss Franc (in Percent)
USD1MTD156NFred.LIBOR.OneMonthBasedOnUSD1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar (in Percent)
CHF12MD156NFred.LIBOR.TwelveMonthBasedOnSwissFranc12-Month London Interbank Offered Rate (LIBOR), based on Swiss Franc (in Percent)
USD12MD156NFred.LIBOR.TwelveMonthBasedOnUSD12-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar (in Percent)
CHF1MTD156NFred.LIBOR.OneMonthBasedOnSwissFranc1-Month London Interbank Offered Rate (LIBOR), based on Swiss Franc (in Percent)
CHF1WKD156NFred.LIBOR.OneWeekBasedOnSwissFranc1-Week London Interbank Offered Rate (LIBOR), based on Swiss Franc (in Percent)
CHF2MTD156NFred.LIBOR.TwoMonthBasedOnSwissFranc2-Month London Interbank Offered Rate (LIBOR), based on Swiss Franc (in Percent)
EUR12MD156NFred.LIBOR.TwelveMonthBasedOnEuro12-Month London Interbank Offered Rate (LIBOR), based on Euro (in Percent)
GBP6MTD156NFred.LIBOR.SixMonthBasedOnBritishPound6-Month London Interbank Offered Rate (LIBOR), based on British Pound (in Percent)
EUR1MTD156NFred.LIBOR.OneMonthBasedOnEuro1-Month London Interbank Offered Rate (LIBOR), based on Euro (in Percent)
EUR2MTD156NFred.LIBOR.TwoMonthBasedOnEuro2-Month London Interbank Offered Rate (LIBOR), based on Euro (in Percent)
EUR3MTD156NFred.LIBOR.ThreeMonthBasedOnEuro3-Month London Interbank Offered Rate (LIBOR), based on Euro (in Percent)
EUR6MTD156NFred.LIBOR.SixMonthBasedOnEuro6-Month London Interbank Offered Rate (LIBOR), based on Euro (in Percent)
EURONTD156NFred.LIBOR.OvernightBasedOnEuroOvernight London Interbank Offered Rate (LIBOR), based on Euro (in Percent)
USD1WKD156NFred.LIBOR.OneWeekBasedOnUSD1-Week London Interbank Offered Rate (LIBOR), based on U.S. Dollar (in Percent)
USD2MTD156NFred.LIBOR.TwoMonthBasedOnUSD2-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar (in Percent)
USD3MTD156NFred.LIBOR.ThreeMonthBasedOnUSD3-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar (in Percent)
USDONTD156NFred.LIBOR.OvernightBasedOnUSDOvernight London Interbank Offered Rate (LIBOR), based on U.S. Dollar (in Percent)
EUR1WKD156NFred.LIBOR.OneWeekBasedOnEuro1-Week London Interbank Offered Rate (LIBOR), based on Euro (in Percent)
GBPONTD156NFred.LIBOR.OvernightBasedOnBritishPoundOvernight London Interbank Offered Rate (LIBOR), based on British Pound (in Percent)
OECDRecessionIndicators
4BIGEURORECDMFred.OECDRecessionIndicators.FourBigEuropeanCountriesFromPeakThroughTheTroughOECD based Recession Indicators for Four Big European Countries from the Peak through the Trough (in +1 or 0)
AUSRECDMFred.OECDRecessionIndicators.AustraliaFromPeakThroughTheTroughOECD based Recession Indicators for Australia from the Peak through the Trough (in +1 or 0)
AUTRECDMFred.OECDRecessionIndicators.AustriaFromPeakThroughTheTroughOECD based Recession Indicators for Austria from the Peak through the Trough (in +1 or 0)
BELRECDMFred.OECDRecessionIndicators.BelgiumFromPeakThroughTheTroughOECD based Recession Indicators for Belgium from the Peak through the Trough (in +1 or 0)
BRARECDMFred.OECDRecessionIndicators.BrazilFromPeakThroughTheTroughOECD based Recession Indicators for Brazil from the Peak through the Trough (in +1 or 0)
CANRECDMFred.OECDRecessionIndicators.CanadaFromPeakThroughTheTroughOECD based Recession Indicators for Canada from the Peak through the Trough (in +1 or 0)
CHERECDMFred.OECDRecessionIndicators.SwitzerlandFromPeakThroughTheTroughOECD based Recession Indicators for Switzerland from the Peak through the Trough (in +1 or 0)
CHLRECDMFred.OECDRecessionIndicators.ChileFromPeakThroughTheTroughOECD based Recession Indicators for Chile from the Peak through the Trough (in +1 or 0)
CHNRECDMFred.OECDRecessionIndicators.ChinaFromPeakThroughTheTroughOECD based Recession Indicators for China from the Peak through the Trough (in +1 or 0)
CZERECDMFred.OECDRecessionIndicators.CzechRepublicFromPeakThroughTheTroughOECD based Recession Indicators for the Czech Republic from the Peak through the Trough (in +1 or 0)
DEURECDMFred.OECDRecessionIndicators.GermanyFromPeakThroughTheTroughOECD based Recession Indicators for Germany from the Peak through the Trough (in +1 or 0)
DNKRECDMFred.OECDRecessionIndicators.DenmarkFromPeakThroughTheTroughOECD based Recession Indicators for Denmark from the Peak through the Trough (in +1 or 0)
ESPRECDMFred.OECDRecessionIndicators.SpainFromPeakThroughTheTroughOECD based Recession Indicators for Spain from the Peak through the Trough (in +1 or 0)
ESTRECDMFred.OECDRecessionIndicators.EstoniaFromPeakThroughTheTroughOECD based Recession Indicators for Estonia from the Peak through the Trough (in +1 or 0)
EURORECDMFred.OECDRecessionIndicators.EuroAreaFromPeakThroughTheTroughOECD based Recession Indicators for Euro Area from the Peak through the Trough (in +1 or 0)
FINRECDMFred.OECDRecessionIndicators.FinlandFromPeakThroughTheTroughOECD based Recession Indicators for Finland from the Peak through the Trough (in +1 or 0)
FRARECDMFred.OECDRecessionIndicators.FranceFromPeakThroughTheTroughOECD based Recession Indicators for France from the Peak through the Trough (in +1 or 0)
GBRRECDMFred.OECDRecessionIndicators.UnitedKingdomFromPeakThroughTheTroughOECD based Recession Indicators for the United Kingdom from the Peak through the Trough (in +1 or 0)
GRCRECDMFred.OECDRecessionIndicators.GreeceFromPeakThroughTheTroughOECD based Recession Indicators for Greece from the Peak through the Trough (in +1 or 0)
HUNRECDMFred.OECDRecessionIndicators.HungaryFromPeakThroughTheTroughOECD based Recession Indicators for Hungary from the Peak through the Trough (in +1 or 0)
IDNRECDMFred.OECDRecessionIndicators.IndonesiaFromPeakThroughTheTroughOECD based Recession Indicators for Indonesia from the Peak through the Trough (in +1 or 0)
INDRECDMFred.OECDRecessionIndicators.IndiaFromPeakThroughTheTroughOECD based Recession Indicators for India from the Peak through the Trough (in +1 or 0)
IRLRECDMFred.OECDRecessionIndicators.IrelandFromPeakThroughTheTroughOECD based Recession Indicators for Ireland from the Peak through the Trough (in +1 or 0)
ISRRECDMFred.OECDRecessionIndicators.IsraelFromPeakThroughTheTroughOECD based Recession Indicators for Israel from the Peak through the Trough (in +1 or 0)
ITARECDMFred.OECDRecessionIndicators.ItalyFromPeakThroughTheTroughOECD based Recession Indicators for Italy from the Peak through the Trough (in +1 or 0)
JPNRECDMFred.OECDRecessionIndicators.JapanFromPeakThroughTheTroughOECD based Recession Indicators for Japan from the Peak through the Trough (in +1 or 0)
KORRECDMFred.OECDRecessionIndicators.KoreaFromPeakThroughTheTroughOECD based Recession Indicators for Korea from the Peak through the Trough (in +1 or 0)
LUXRECDMFred.OECDRecessionIndicators.LuxembourgFromPeakThroughTheTroughOECD based Recession Indicators for Luxembourg from the Peak through the Trough (in +1 or 0)
MAJOR5ASIARECDMFred.OECDRecessionIndicators.MajorFiveAsiaFromPeakThroughTheTroughOECD based Recession Indicators for Major 5 Asia from the Peak through the Trough (in +1 or 0)
MEXRECDMFred.OECDRecessionIndicators.MexicoFromPeakThroughTheTroughOECD based Recession Indicators for Mexico from the Peak through the Trough (in +1 or 0)
MSCRECDMFred.OECDRecessionIndicators.MajorSevenCountriesFromPeakThroughTheTroughOECD based Recession Indicators for Major Seven Countries from the Peak through the Trough (in +1 or 0)
NAFTARECDMFred.OECDRecessionIndicators.NAFTAAreaFromPeakThroughTheTroughOECD based Recession Indicators for NAFTA Area from the Peak through the Trough (in +1 or 0)
NDLRECDMFred.OECDRecessionIndicators.NetherlandsFromPeakThroughTheTroughOECD based Recession Indicators for Netherlands from the Peak through the Trough (in +1 or 0)
NORRECDMFred.OECDRecessionIndicators.NorwayFromPeakThroughTheTroughOECD based Recession Indicators for Norway from the Peak through the Trough (in +1 or 0)
NZLRECDMFred.OECDRecessionIndicators.NewZealandFromPeakThroughTheTroughOECD based Recession Indicators for New Zealand from the Peak through the Trough (in +1 or 0)
OECDEUROPERECDMFred.OECDRecessionIndicators.OECDEuropeFromPeakThroughTheTroughOECD based Recession Indicators for OECD Europe from the Peak through the Trough (in +1 or 0)
OECDNMERECDMFred.OECDRecessionIndicators.OECDAndNonmemberEconomiesFromPeakThroughTheTroughOECD based Recession Indicators for OECD and Non-member Economies from the Peak through the Trough (in +1 or 0)
OECDRECDMFred.OECDRecessionIndicators.OECDTotalAreaFromPeakThroughTheTroughOECD based Recession Indicators for the OECD Total Area from the Peak through the Trough (in +1 or 0)
POLRECDMFred.OECDRecessionIndicators.PolandFromPeakThroughTheTroughOECD based Recession Indicators for Poland from the Peak through the Trough (in +1 or 0)
PRTRECDMFred.OECDRecessionIndicators.PortugalFromPeakThroughTheTroughOECD based Recession Indicators for Portugal from the Peak through the Trough (in +1 or 0)
RUSRECDMFred.OECDRecessionIndicators.RussianFederationFromPeakThroughTheTroughOECD based Recession Indicators for Russian Federation from the Peak through the Trough (in +1 or 0)
SVKRECDMFred.OECDRecessionIndicators.SlovakRepublicFromPeakThroughTheTroughOECD based Recession Indicators for the Slovak Republic from the Peak through the Trough (in +1 or 0)
SVNRECDMFred.OECDRecessionIndicators.SloveniaFromPeakThroughTheTroughOECD based Recession Indicators for Slovenia from the Peak through the Trough (in +1 or 0)
SWERECDMFred.OECDRecessionIndicators.SwedenFromPeakThroughTheTroughOECD based Recession Indicators for Sweden from the Peak through the Trough (in +1 or 0)
TURRECDMFred.OECDRecessionIndicators.TurkeyFromPeakThroughTheTroughOECD based Recession Indicators for Turkey from the Peak through the Trough (in +1 or 0)
USARECDMFred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTroughOECD based Recession Indicators for the United States from the Peak through the Trough (in +1 or 0)
ZAFRECDMFred.OECDRecessionIndicators.SouthAfricaFromPeakThroughTheTroughOECD based Recession Indicators for South Africa from the Peak through the Trough (in +1 or 0)
4BIGEURORECDFred.OECDRecessionIndicators.FourBigEuropeanCountriesFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Four Big European Countries from the Period following the Peak through the Trough (in +1 or 0)
AUSRECDFred.OECDRecessionIndicators.AustraliaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Australia from the Period following the Peak through the Trough (in +1 or 0)
AUTRECDFred.OECDRecessionIndicators.AustriaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Austria from the Period following the Peak through the Trough (in +1 or 0)
BELRECDFred.OECDRecessionIndicators.BelgiumFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Belgium from the Period following the Peak through the Trough (in +1 or 0)
BRARECDFred.OECDRecessionIndicators.BrazilFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Brazil from the Period following the Peak through the Trough (in +1 or 0)
CANRECDFred.OECDRecessionIndicators.CanadaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Canada from the Period following the Peak through the Trough (in +1 or 0)
CHERECDFred.OECDRecessionIndicators.SwitzerlandFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Switzerland from the Period following the Peak through the Trough (in +1 or 0)
CHLRECDFred.OECDRecessionIndicators.ChileFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Chile from the Period following the Peak through the Trough (in +1 or 0)
CHNRECDFred.OECDRecessionIndicators.ChinaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for China from the Period following the Peak through the Trough (in +1 or 0)
CZERECDFred.OECDRecessionIndicators.CzechRepublicFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for the Czech Republic from the Period following the Peak through the Trough (in +1 or 0)
DEURECDFred.OECDRecessionIndicators.GermanyFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Germany from the Period following the Peak through the Trough (in +1 or 0)
DNKRECDFred.OECDRecessionIndicators.DenmarkFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Denmark from the Period following the Peak through the Trough (in +1 or 0)
ESPRECDFred.OECDRecessionIndicators.SpainFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Spain from the Period following the Peak through the Trough (in +1 or 0)
ESTRECDFred.OECDRecessionIndicators.EstoniaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Estonia from the Period following the Peak through the Trough (in +1 or 0)
EURORECDFred.OECDRecessionIndicators.EuroAreaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Euro Area from the Period following the Peak through the Trough (in +1 or 0)
FINRECDFred.OECDRecessionIndicators.FinlandFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Finland from the Period following the Peak through the Trough (in +1 or 0)
FRARECDFred.OECDRecessionIndicators.FranceFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for France from the Period following the Peak through the Trough (in +1 or 0)
GBRRECDFred.OECDRecessionIndicators.UnitedKingdomFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for the United Kingdom from the Period following the Peak through the Trough (in +1 or 0)
GRCRECDFred.OECDRecessionIndicators.GreeceFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Greece from the Period following the Peak through the Trough (in +1 or 0)
HUNRECDFred.OECDRecessionIndicators.HungaryFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Hungary from the Period following the Peak through the Trough (in +1 or 0)
IDNRECDFred.OECDRecessionIndicators.IndonesiaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Indonesia from the Period following the Peak through the Trough (in +1 or 0)
INDRECDFred.OECDRecessionIndicators.IndiaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for India from the Period following the Peak through the Trough (in +1 or 0)
IRLRECDFred.OECDRecessionIndicators.IrelandFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Ireland from the Period following the Peak through the Trough (in +1 or 0)
ISRRECDFred.OECDRecessionIndicators.IsraelFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Israel from the Period following the Peak through the Trough (in +1 or 0)
ITARECDFred.OECDRecessionIndicators.ItalyFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Italy from the Period following the Peak through the Trough (in +1 or 0)
JPNRECDFred.OECDRecessionIndicators.JapanFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Japan from the Period following the Peak through the Trough (in +1 or 0)
KORRECDFred.OECDRecessionIndicators.KoreaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Korea from the Period following the Peak through the Trough (in +1 or 0)
LUXRECDFred.OECDRecessionIndicators.LuxembourgFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Luxembourg from the Period following the Peak through the Trough (in +1 or 0)
MAJOR5ASIARECDFred.OECDRecessionIndicators.MajorFiveAsiaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Major 5 Asia from the Period following the Peak through the Trough (in +1 or 0)
MEXRECDFred.OECDRecessionIndicators.MexicoFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Mexico from the Period following the Peak through the Trough (in +1 or 0)
MSCRECDFred.OECDRecessionIndicators.MajorSevenCountriesFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Major Seven Countries from the Period following the Peak through the Trough (in +1 or 0)
NAFTARECDFred.OECDRecessionIndicators.NAFTAAreaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for NAFTA Area from the Period following the Peak through the Trough (in +1 or 0)
NDLRECDFred.OECDRecessionIndicators.NetherlandsFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Netherlands from the Period following the Peak through the Trough (in +1 or 0)
NORRECDFred.OECDRecessionIndicators.NorwayFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Norway from the Period following the Peak through the Trough (in +1 or 0)
NZLRECDFred.OECDRecessionIndicators.NewZealandFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for New Zealand from the Period following the Peak through the Trough (in +1 or 0)
OECDEUROPERECDFred.OECDRecessionIndicators.OECDEuropeFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for OECD Europe from the Period following the Peak through the Trough (in +1 or 0)
OECDNMERECDFred.OECDRecessionIndicators.OECDandNonmemberEconomiesFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for OECD and Non-member Economies from the Period following the Peak through the Trough (in +1 or 0)
OECDRECDFred.OECDRecessionIndicators.OECDTotalAreaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for the OECD Total Area from the Period following the Peak through the Trough (in +1 or 0)
POLRECDFred.OECDRecessionIndicators.PolandFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Poland from the Period following the Peak through the Trough (in +1 or 0)
PRTRECDFred.OECDRecessionIndicators.PortugalFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Portugal from the Period following the Peak through the Trough (in +1 or 0)
RUSRECDFred.OECDRecessionIndicators.RussianFederationFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Russian Federation from the Period following the Peak through the Trough (in +1 or 0)
SVKRECDFred.OECDRecessionIndicators.SlovakRepublicFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for the Slovak Republic from the Period following the Peak through the Trough (in +1 or 0)
SVNRECDFred.OECDRecessionIndicators.SloveniaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Slovenia from the Period following the Peak through the Trough (in +1 or 0)
SWERECDFred.OECDRecessionIndicators.SwedenFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Sweden from the Period following the Peak through the Trough (in +1 or 0)
TURRECDFred.OECDRecessionIndicators.TurkeyFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for Turkey from the Period following the Peak through the Trough (in +1 or 0)
USARECDFred.OECDRecessionIndicators.UnitedStatesFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for the United States from the Period following the Peak through the Trough (in +1 or 0)
ZAFRECDFred.OECDRecessionIndicators.SouthAfricaFromPeriodFollowingPeakThroughTheTroughOECD based Recession Indicators for South Africa from the Period following the Peak through the Trough (in +1 or 0)
4BIGEURORECDPFred.OECDRecessionIndicators.FourBigEuropeanCountriesFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Four Big European Countries from the Peak through the Period preceding the Trough (in +1 or 0)
AUSRECDPFred.OECDRecessionIndicators.AustraliaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Australia from the Peak through the Period preceding the Trough (in +1 or 0)
AUTRECDPFred.OECDRecessionIndicators.AustriaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Austria from the Peak through the Period preceding the Trough (in +1 or 0)
BELRECDPFred.OECDRecessionIndicators.BelgiumFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Belgium from the Peak through the Period preceding the Trough (in +1 or 0)
BRARECDPFred.OECDRecessionIndicators.BrazilFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Brazil from the Peak through the Period preceding the Trough (in +1 or 0)
CANRECDPFred.OECDRecessionIndicators.CanadaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Canada from the Peak through the Period preceding the Trough (in +1 or 0)
CHERECDPFred.OECDRecessionIndicators.SwitzerlandFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Switzerland from the Peak through the Period preceding the Trough (in +1 or 0)
CHLRECDPFred.OECDRecessionIndicators.ChileFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Chile from the Peak through the Period preceding the Trough (in +1 or 0)
CHNRECDPFred.OECDRecessionIndicators.ChinaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for China from the Peak through the Period preceding the Trough (in +1 or 0)
CZERECDPFred.OECDRecessionIndicators.CzechRepublicFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for the Czech Republic from the Peak through the Period preceding the Trough (in +1 or 0)
DEURECDPFred.OECDRecessionIndicators.GermanyFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Germany from the Peak through the Period preceding the Trough (in +1 or 0)
DNKRECDPFred.OECDRecessionIndicators.DenmarkFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Denmark from the Peak through the Period preceding the Trough (in +1 or 0)
ESPRECDPFred.OECDRecessionIndicators.SpainFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Spain from the Peak through the Period preceding the Trough (in +1 or 0)
ESTRECDPFred.OECDRecessionIndicators.EstoniaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Estonia from the Peak through the Period preceding the Trough (in +1 or 0)
EURORECDPFred.OECDRecessionIndicators.EuroAreaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Euro Area from the Peak through the Period preceding the Trough (in +1 or 0)
FINRECDPFred.OECDRecessionIndicators.FinlandFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Finland from the Peak through the Period preceding the Trough (in +1 or 0)
FRARECDPFred.OECDRecessionIndicators.FranceFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for France from the Peak through the Period preceding the Trough (in +1 or 0)
GBRRECDPFred.OECDRecessionIndicators.UnitedKingdomFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for the United Kingdom from the Peak through the Period preceding the Trough (in +1 or 0)
GRCRECDPFred.OECDRecessionIndicators.GreeceFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Greece from the Peak through the Period preceding the Trough (in +1 or 0)
HUNRECDPFred.OECDRecessionIndicators.HungaryFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Hungary from the Peak through the Period preceding the Trough (in +1 or 0)
IDNRECDPFred.OECDRecessionIndicators.IndonesiaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Indonesia from the Peak through the Period preceding the Trough (in +1 or 0)
INDRECDPFred.OECDRecessionIndicators.IndiaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for India from the Peak through the Period preceding the Trough (in +1 or 0)
IRLRECDPFred.OECDRecessionIndicators.IrelandFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Ireland from the Peak through the Period preceding the Trough (in +1 or 0)
ISRRECDPFred.OECDRecessionIndicators.IsraelFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Israel from the Peak through the Period preceding the Trough (in +1 or 0)
ITARECDPFred.OECDRecessionIndicators.ItalyFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Italy from the Peak through the Period preceding the Trough (in +1 or 0)
JPNRECDPFred.OECDRecessionIndicators.JapanFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Japan from the Peak through the Period preceding the Trough (in +1 or 0)
KORRECDPFred.OECDRecessionIndicators.KoreaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Korea from the Peak through the Period preceding the Trough (in +1 or 0)
LUXRECDPFred.OECDRecessionIndicators.LuxembourgFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Luxembourg from the Peak through the Period preceding the Trough (in +1 or 0)
MAJOR5ASIARECDPFred.OECDRecessionIndicators.MajorFiveAsiaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Major 5 Asia from the Peak through the Period preceding the Trough (in +1 or 0)
MEXRECDPFred.OECDRecessionIndicators.MexicoFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Mexico from the Peak through the Period preceding the Trough (in +1 or 0)
MSCRECDPFred.OECDRecessionIndicators.MajorSevenCountriesFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Major Seven Countries from the Peak through the Period preceding the Trough (in +1 or 0)
NAFTARECDPFred.OECDRecessionIndicators.NAFTAAreaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for NAFTA Area from the Peak through the Period preceding the Trough (in +1 or 0)
NDLRECDPFred.OECDRecessionIndicators.NetherlandsFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Netherlands from the Peak through the Period preceding the Trough (in +1 or 0)
NORRECDPFred.OECDRecessionIndicators.NorwayFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Norway from the Peak through the Period preceding the Trough (in +1 or 0)
NZLRECDPFred.OECDRecessionIndicators.NewZealandFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for New Zealand from the Peak through the Period preceding the Trough (in +1 or 0)
OECDEUROPERECDPFred.OECDRecessionIndicators.OECDEuropeFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for OECD Europe from the Peak through the Period preceding the Trough (in +1 or 0)
OECDNMERECDPFred.OECDRecessionIndicators.OECDandNonmemberEconomiesFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for OECD and Non-member Economies from the Peak through the Period preceding the Trough (in +1 or 0)
OECDRECDPFred.OECDRecessionIndicators.OECDTotalAreaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for the OECD Total Area from the Peak through the Period preceding the Trough (in +1 or 0)
POLRECDPFred.OECDRecessionIndicators.PolandFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Poland from the Peak through the Period preceding the Trough (in +1 or 0)
PRTRECDPFred.OECDRecessionIndicators.PortugalFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Portugal from the Peak through the Period preceding the Trough (in +1 or 0)
RUSRECDPFred.OECDRecessionIndicators.RussianFederationFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Russian Federation from the Peak through the Period preceding the Trough (in +1 or 0)
SVKRECDPFred.OECDRecessionIndicators.SlovakRepublicFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for the Slovak Republic from the Peak through the Period preceding the Trough (in +1 or 0)
SVNRECDPFred.OECDRecessionIndicators.SloveniaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Slovenia from the Peak through the Period preceding the Trough (in +1 or 0)
SWERECDPFred.OECDRecessionIndicators.SwedenFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Sweden from the Peak through the Period preceding the Trough (in +1 or 0)
TURRECDPFred.OECDRecessionIndicators.TurkeyFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for Turkey from the Peak through the Period preceding the Trough (in +1 or 0)
USARECDPFred.OECDRecessionIndicators.UnitedStatesFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for the United States from the Peak through the Period preceding the Trough (in +1 or 0)
ZAFRECDPFred.OECDRecessionIndicators.SouthAfricaFromPeakThroughThePeriodPrecedingtheTroughOECD based Recession Indicators for South Africa from the Peak through the Period preceding the Trough (in +1 or 0)
TradeWeightedIndexes
DTWEXMFred.TradeWeightedIndexes.MajorCurrenciesGoodsTrade Weighted U.S. Dollar Index: Major Currencies, Goods (in Index Mar 1973=100)
DTWEXOFred.TradeWeightedIndexes.OtherImportantTradingPartnersGoodsTrade Weighted U.S. Dollar Index: Other Important Trading Partners, Goods (in Index Jan 1997=100)
DTWEXBFred.TradeWeightedIndexes.BroadGoodsTrade Weighted U.S. Dollar Index: Broad, Goods (in Index Jan 1997=100)
DTWEXAFEGSFred.TradeWeightedIndexes.AdvancedForeignEconomiesGoodsAndServicesTrade Weighted U.S. Dollar Index: Advanced Foreign Economies, Goods and Services (in Index Jan 2006=100)
DTWEXBGSFred.TradeWeightedIndexes.BroadGoodsAndServicesTrade Weighted U.S. Dollar Index: Broad, Goods and Services (in Index Jan 2006=100)
DTWEXEMEGSFred.TradeWeightedIndexes.EmergingMarketsEconomiesGoodsAndServicesTrade Weighted U.S. Dollar Index: Emerging Markets Economies, Goods and Services (in Index Jan 2006=100)
Wilshire
WILLSMLCAPVALPRFred.Wilshire.USSmallCapValuePriceWilshire US Small-Cap Value Price Index (in Index)
WILL2500PRFred.Wilshire.Price2500Wilshire 2500 Price Index (in Index)
WILL4500PRFred.Wilshire.Price4500Wilshire 4500 Price Index (in Index)
WILL2500PRVALFred.Wilshire.ValuePrice2500Wilshire 2500 Value Price Index (in Index)
WILL2500PRGRFred.Wilshire.GrowthPrice2500Wilshire 2500 Growth Price Index (in Index)
WILLSMLCAPPRFred.Wilshire.USSmallCapPriceWilshire US Small-Cap Price Index (in Index)
WILL5000PRFred.Wilshire.Price5000Wilshire 5000 Price Index (in Index)
WILLSMLCAPGRPRFred.Wilshire.USSmallCapGrowthPriceWilshire US Small-Cap Growth Price Index (in Index)
WILLMIDCAPVALPRFred.Wilshire.USMidCapValuePriceWilshire US Mid-Cap Value Price Index (in Index)
WILLRESIPRFred.Wilshire.USRealEstateSecuritiesPriceWilshire US Real Estate Securities Price Index (Wilshire US RESI) (in Index)
WILLLRGCAPPRFred.Wilshire.USLargeCapPriceWilshire US Large-Cap Price Index (in Index)
WILLMIDCAPPRFred.Wilshire.USMidCapPriceWilshire US Mid-Cap Price Index (in Index)
WILLMIDCAPGRPRFred.Wilshire.USMidCapGrowthPriceWilshire US Mid-Cap Growth Price Index (in Index)
WILLMICROCAPPRFred.Wilshire.USMicroCapPriceWilshire US Micro-Cap Price Index (in Index)
WILLREITPRFred.Wilshire.USRealEstateInvestmentTrustPriceWilshire US Real Estate Investment Trust Price Index (Wilshire US REIT) (in Index)
WILLLRGCAPVALPRFred.Wilshire.USLargeCapValuePriceWilshire US Large-Cap Value Price Index (in Index)
WILLLRGCAPGRPRFred.Wilshire.USLargeCapGrowthPriceWilshire US Large-Cap Growth Price Index (in Index)
WILL5000PRFCFred.Wilshire.FullCapPrice5000Wilshire 5000 Full Cap Price Index (in Index)
WILLMIDCAPVALFred.Wilshire.USMidCapValueWilshire US Mid-Cap Value Total Market Index (in Index)
WILLMIDCAPGRFred.Wilshire.USMidCapGrowthWilshire US Mid-Cap Growth Total Market Index (in Index)
WILLMIDCAPFred.Wilshire.USMidCapWilshire US Mid-Cap Total Market Index (in Index)
WILLRESINDFred.Wilshire.USRealEstateSecuritiesWilshire US Real Estate Securities Total Market Index (Wilshire US RESI) (in Index)
WILL4500INDFred.Wilshire.Index4500Wilshire 4500 Total Market Index (in Index)
WILL5000INDFred.Wilshire.Index5000Wilshire 5000 Total Market Index (in Index)
WILLLRGCAPGRFred.Wilshire.USLargeCapGrowthWilshire US Large-Cap Growth Total Market Index (in Index)
WILLMICROCAPFred.Wilshire.USMicroCapWilshire US Micro-Cap Total Market Index (in Index)
WILL2500INDVALFred.Wilshire.Value2500Wilshire 2500 Value Total Market Index (in Index)
WILLSMLCAPGRFred.Wilshire.USSmallCapGrowthWilshire US Small-Cap Growth Total Market Index (in Index)
WILLSMLCAPVALFred.Wilshire.USSmallCapValueWilshire US Small-Cap Value Total Market Index (in Index)
WILLLRGCAPVALFred.Wilshire.USLargeCapValueWilshire US Large-Cap Value Total Market Index (in Index)
WILLREITINDFred.Wilshire.USRealEstateInvestmentTrustWilshire US Real Estate Investment Trust Total Market Index (Wilshire US REIT) (in Index)
WILL2500INDFred.Wilshire.Index2500Wilshire 2500 Total Market Index (in Index)
WILLSMLCAPFred.Wilshire.USSmallCapWilshire US Small-Cap Total Market Index (in Index)
WILLLRGCAPFred.Wilshire.USLargeCapWilshire US Large-Cap Total Market Index (in Index)
WILL2500INDGRFred.Wilshire.Growth2500Wilshire 2500 Growth Total Market Index (in Index)
WILL5000INDFCFred.Wilshire.TotalMarketFullCap5000Wilshire 5000 Total Market Full Cap Index (in Index)

Data Point Attributes

The FRED dataset provides Fred objects, which have the following attributes:

Requesting Data

To add FRED data to your algorithm, call the AddData method. Save a reference to the dataset Symbol so you can access the data later in your algorithm.

class FredAlternativeDataAlgorithm(QCAlgorithm):

    def Initialize(self) -> None:
        self.SetStartDate(2003, 1, 1)
        self.SetEndDate(2019, 10, 11)
        self.SetCash(100000)

        self.dataset_symbol = self.AddData(Fred, Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol
namespace QuantConnect
{
    public class FredAlternativeDataAlgorithm : QCAlgorithm
    {
        private Symbol _datasetSymbol;

        public override void Initialize()
        {
            SetStartDate(2003, 1, 1);
            SetEndDate(2019, 10, 11);
            SetCash(100000);
            
            _datasetSymbol = AddData<Fred>(Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol;
        }
    }
}

Accessing Data

To get the current FRED data, index the current Slice with the dataset Symbol. Slice objects deliver unique events to your algorithm as they happen, but the Slice may not contain data for your dataset at every time step. To avoid issues, check if the Slice contains the data you want before you index it.

def OnData(self, slice: Slice) -> None:
    if slice.ContainsKey(self.dataset_symbol):
        data_point = slice[self.dataset_symbol]
        self.Log(f"{self.dataset_symbol} value at {slice.Time}: {data_point.Value}")
public override void OnData(Slice slice)
{
    if (slice.ContainsKey(_datasetSymbol))
    {
        var dataPoint = slice[_datasetSymbol];
        Log($"{_datasetSymbol} value at {slice.Time}: {dataPoint.Value}");
    }
}

To iterate through all of the dataset objects in the current Slice, call the Get method.

def OnData(self, slice: Slice) -> None:
    for dataset_symbol, data_point in slice.Get(Fred).items():
        self.Log(f"{dataset_symbol} value at {slice.Time}: {data_point.Value}")
public override void OnData(Slice slice)
{
    foreach (var kvp in slice.Get<Fred>())
    {
        var datasetSymbol = kvp.Key;
        var dataPoint = kvp.Value;
        Log($"{datasetSymbol} value at {slice.Time}: {dataPoint.Value}");
    }
}

Historical Data

To get historical FRED data, call the History method with the dataset Symbol. If there is no data in the period you request, the history result is empty.

# DataFrame
history_df = self.History(self.dataset_symbol, 100, Resolution.Daily)

# Dataset objects
history_bars = self.History[Fred](self.dataset_symbol, 100, Resolution.Daily)
var history = History<Fred>(_datasetSymbol, 100, Resolution.Daily);

For more information about historical data, see History Requests.

Remove Subscriptions

To remove your subscription to FRED data, call the RemoveSecurity method.

self.RemoveSecurity(self.dataset_symbol)
RemoveSecurity(_datasetSymbol);

Example Applications

The FRED dataset enables you to accurately design strategies utilizing macroeconomic indicators. Examples include the following strategies:

  • Trading on macroeconomic factors
  • Macroeconomic risk modeling

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