56) Over the Past Three Months, How Have the Terms Under Which High-Yield Corporate Bonds Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Remained Basically Unchanged

ALLQ56A4RBUNR • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

14.00

Year-over-Year Change

-12.50%

Date Range

10/1/2011 - 1/1/2025

Summary

Tracks high-yield corporate bond funding terms for average clients. Provides insight into corporate bond market conditions and financing spreads.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

Measures changes in collateral spreads for high-yield corporate bond funding. Indicates credit market pricing and risk perception.

Methodology

Surveyed from financial institutions reporting bond funding term changes.

Historical Context

Used by investors and analysts to assess corporate bond market conditions.

Key Facts

  • Quarterly high-yield bond funding assessment
  • Reflects corporate credit market conditions
  • Important for understanding bond market pricing

FAQs

Q: What do bond funding terms indicate?

A: Measures changes in collateral spreads for high-yield corporate bonds. Reflects market risk perception.

Q: How frequently is this data updated?

A: Collected quarterly from financial institutions reporting bond funding changes.

Q: Why are bond funding terms important?

A: Provides insight into corporate credit market conditions and financing costs.

Q: Who analyzes these bond funding metrics?

A: Investors, financial analysts, and corporate finance professionals use this data.

Q: What are potential limitations?

A: Represents surveyed institutional reporting and may not capture entire bond market dynamics.

Related Trends

6) To the Extent That the Price or Nonprice Terms Applied to Hedge Funds Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 4 and 5), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 7. More-Aggressive Competition from Other Institutions. | Answer Type: 3rd Most Important

ALLQ06B73MINR

66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 1. Maximum Amount of Funding. | Answer Type: Eased Considerably

ALLQ66B1ECNR

40) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| E. Insurance Companies. | Answer Type: Increased Considerably

CTQ40EICNR

21) Considering the Entire Range of Transactions Facilitated by Your Institution, How Has the Use of Financial Leverage by Each of the Following Types of Clients Changed over the Past Three Months?| D. Endowments. | Answer Type: Increased Somewhat

ALLQ21DISNR

13) To the Extent That the Price or Nonprice Terms Applied to Trading REITs Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 11 and 12), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 1. Deterioration in Current or Expected Financial Strength of Counterparties. | Answer Type: First In Importance

CTQ13A1MINR

51) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| B. Interest Rate. | Answer Type: Decreased Somewhat

ALLQ51BDSNR

Citation

U.S. Federal Reserve, High-Yield Bond Funding Terms (ALLQ56A4RBUNR), retrieved from FRED.