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Bond Data Sources
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Bond Benchmarks
- SOFR - Secured Overnight Financing Rate Data The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities -- an overnight rate and an interest-rate benchmark that is a broad measure of the cost of borrowing cash overnight when collateralized by US Treasury securities as the London Interbank Offered Rate (LIBOR) is being phased out .
- ICE BofA US High Yield Index Effective Yield (BAMLH0A0HYM2EY) This data represents the effective yield of the ICE BofA US High Yield Index, which tracks the performance of US dollar denominated BELOW investment grade rated corporate debt publicly issued in the US domestic market. To qualify for inclusion in the index, securities must have a below investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings).
- ICE BofA US Corporate Index Effective Yield (BAMLC0A0CMEY) This data represents the effective yield of the ICE BofA US Corporate Index, which tracks the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. To qualify for inclusion in the index, securities must have an investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings).