ICE BofA BBB US Emerging Markets Liquid Corporate Plus Index Semi-Annual Yield to Worst

BAMLEM2RBBBLCRPIUSSYTW • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

5.32

Year-over-Year Change

-1.12%

Date Range

10/26/2021 - 8/7/2025

Summary

The ICE BofA BBB US Emerging Markets Liquid Corporate Plus Index Semi-Annual Yield to Worst measures the potential lowest yield for corporate bonds in emerging markets with BBB credit ratings. This metric provides critical insights into risk and potential returns for investors in emerging market corporate debt.

Analysis & Context

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

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

About This Dataset

This index represents the yield to worst for BBB-rated corporate bonds in emerging markets, indicating the lowest potential yield an investor might receive. Economists and investors use this metric to assess credit risk, market conditions, and potential investment opportunities in emerging market corporate debt.

Methodology

The index is calculated by Bank of America using a comprehensive methodology that evaluates BBB-rated corporate bonds in emerging markets, considering various potential scenarios for bond redemption.

Historical Context

Financial analysts and policymakers use this index to gauge economic health, investment risk, and potential capital flows in emerging market corporate sectors.

Key Facts

  • Focuses on BBB-rated corporate bonds in emerging markets
  • Provides a semi-annual assessment of potential bond yields
  • Helps investors understand risk and potential returns in emerging markets

FAQs

Q: What does 'Yield to Worst' mean?

A: Yield to Worst is the lowest potential yield an investor can receive from a bond without the issuer defaulting, considering all possible redemption scenarios.

Q: Why are BBB-rated bonds significant?

A: BBB-rated bonds are considered 'investment grade' but at the lower end of the investment-grade spectrum, representing moderate credit risk.

Q: How often is this index updated?

A: The index is updated semi-annually, providing a periodic snapshot of emerging market corporate bond yields.

Q: How do investors use this index?

A: Investors use this index to assess potential returns, compare investment opportunities, and evaluate risk in emerging market corporate debt.

Q: What are the limitations of this index?

A: The index is limited to BBB-rated bonds and may not fully represent the entire emerging market corporate bond landscape.

Related Trends

Citation

U.S. Federal Reserve, ICE BofA BBB US Emerging Markets Liquid Corporate Plus Index Semi-Annual Yield to Worst [BAMLEM2RBBBLCRPIUSSYTW], retrieved from FRED.

Last Checked: 8/1/2025