ICE BofA 15+ Year US Corporate Index Semi-Annual Yield to Worst
BAMLC8A0C15PYSYTW • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
5.78
Year-over-Year Change
-2.20%
Date Range
10/25/2021 - 8/6/2025
Summary
The ICE BofA 15+ Year US Corporate Index Semi-Annual Yield to Worst tracks the lowest potential yield for long-term corporate bonds with 15 or more years to maturity. This metric provides critical insight into corporate bond market expectations and potential investment returns.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
This yield measure represents the minimum return an investor can expect from long-term corporate bonds under various scenarios, accounting for potential early redemption or call options. Economists and investors use this indicator to assess corporate credit risk and overall market sentiment.
Methodology
The index is calculated by Bank of America using a comprehensive analysis of corporate bonds with 15+ year maturities, considering potential yield scenarios and market conditions.
Historical Context
This trend is used by central banks, investment managers, and policymakers to evaluate corporate credit markets, assess economic risk, and inform strategic financial decision-making.
Key Facts
- Measures minimum potential yield for long-term corporate bonds
- Includes bonds with 15+ years to maturity
- Accounts for potential early redemption scenarios
FAQs
Q: What does 'Yield to Worst' mean?
A: Yield to Worst represents the lowest potential yield an investor might receive from a bond, considering scenarios like early redemption or call options.
Q: Why are long-term corporate bond yields important?
A: Long-term corporate bond yields indicate market expectations about corporate credit risk, economic conditions, and potential investment returns.
Q: How often is this index updated?
A: The ICE BofA index is typically updated semi-annually, providing periodic snapshots of corporate bond market conditions.
Q: Who uses this index?
A: Investment managers, financial analysts, central bankers, and institutional investors use this index to assess market trends and make strategic decisions.
Q: What factors influence this yield measure?
A: Interest rates, corporate credit ratings, economic conditions, and market sentiment can significantly impact long-term corporate bond yields.
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Citation
U.S. Federal Reserve, ICE BofA 15+ Year US Corporate Index Semi-Annual Yield to Worst [BAMLC8A0C15PYSYTW], retrieved from FRED.
Last Checked: 8/1/2025