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Rendements des indices obligataires 2024

Le document contient des données mensuelles sur les taux de rendement effectifs de l'indice ICE BofA US Corporate et de l'indice ICE BofA US High Yield de 1997 à 2013.

Transféré par

melissazaldivar
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Téléchargez aux formats XLS, PDF, TXT ou lisez en ligne sur Scribd
0% ont trouvé ce document utile (0 vote)
7 vues8 pages

Rendements des indices obligataires 2024

Le document contient des données mensuelles sur les taux de rendement effectifs de l'indice ICE BofA US Corporate et de l'indice ICE BofA US High Yield de 1997 à 2013.

Transféré par

melissazaldivar
Copyright
© All Rights Reserved
Nous prenons très au sérieux les droits relatifs au contenu. Si vous pensez qu’il s’agit de votre contenu, signalez une atteinte au droit d’auteur ici.
Formats disponibles
Téléchargez aux formats XLS, PDF, TXT ou lisez en ligne sur Scribd

FRED Graph Observations

Federal Reserve Economic Data


Link: [Link]
Help: [Link]
Economic Research Division
Federal Reserve Bank of St. Louis

BAMLC0A0CMEY ICE BofA US Corporate Index Effective Yield, Percent, Monthly, Not Seasonally Adjusted
BAMLH0A0HYM2EY ICE BofA US High Yield Index Effective Yield, Percent, Monthly, Not Seasonally Adjusted

Frequency: Monthly BAMLC0A0CMEY BAMLH0A0HYM2EY


observation_date ICE BofA US Corporate InICE BofA US High Yield Index Effective Yield
1997-01-01 7.14 9.49
1997-02-01 6.99 9.34
1997-03-01 7.28 9.78
1997-04-01 7.49 9.67
1997-05-01 7.30 9.35
1997-06-01 7.11 9.23
1997-07-01 6.85 8.82
1997-08-01 6.93 9.04
1997-09-01 6.86 8.82
1997-10-01 6.68 8.97
1997-11-01 6.69 8.91
1997-12-01 6.65 8.85
1998-01-01 6.37 8.64
1998-02-01 6.47 8.65
1998-03-01 6.54 8.66
1998-04-01 6.52 8.82
1998-05-01 6.53 8.94
1998-06-01 6.40 9.04
1998-07-01 6.42 9.06
1998-08-01 6.35 10.38
1998-09-01 6.29 10.48
1998-10-01 6.15 11.17
1998-11-01 6.43 10.29
1998-12-01 6.15 10.53
1999-01-01 6.18 10.44
1999-02-01 6.40 10.69
1999-03-01 6.52 10.63
1999-04-01 6.43 10.23
1999-05-01 6.73 10.60
1999-06-01 7.13 10.81
1999-07-01 7.08 10.78
1999-08-01 7.33 11.10
1999-09-01 7.35 11.22
1999-10-01 7.49 11.41
1999-11-01 7.37 11.26
1999-12-01 7.55 11.34
2000-01-01 7.85 11.62
2000-02-01 7.82 11.73
2000-03-01 7.81 12.08
2000-04-01 7.81 12.41
2000-05-01 8.32 12.71
2000-06-01 8.05 12.42
2000-07-01 7.93 12.47
2000-08-01 7.79 12.43
2000-09-01 7.71 12.72
2000-10-01 7.68 13.67
2000-11-01 7.75 14.61
2000-12-01 7.42 14.36
2001-01-01 7.10 12.90
2001-02-01 6.91 12.55
2001-03-01 6.69 12.98
2001-04-01 6.80 13.14
2001-05-01 6.74 12.80
2001-06-01 6.58 13.29
2001-07-01 6.51 12.98
2001-08-01 6.26 12.62
2001-09-01 6.16 14.28
2001-10-01 5.99 13.40
2001-11-01 6.03 12.67
2001-12-01 6.31 12.81
2002-01-01 6.17 12.42
2002-02-01 6.28 12.53
2002-03-01 6.60 12.08
2002-04-01 6.54 11.46
2002-05-01 6.53 11.76
2002-06-01 6.12 12.98
2002-07-01 6.14 13.45
2002-08-01 5.97 13.08
2002-09-01 5.64 13.36
2002-10-01 5.93 13.66
2002-11-01 5.61 12.29
2002-12-01 5.34 11.93
2003-01-01 5.14 11.49
2003-02-01 4.92 11.29
2003-03-01 4.81 10.77
2003-04-01 4.74 9.51
2003-05-01 4.23 9.40
2003-06-01 3.97 8.91
2003-07-01 4.38 9.30
2003-08-01 4.86 9.13
2003-09-01 4.62 8.61
2003-10-01 4.56 8.25
2003-11-01 4.59 8.09
2003-12-01 4.49 7.69
2004-01-01 4.29 7.48
2004-02-01 4.25 7.58
2004-03-01 4.05 7.52
2004-04-01 4.53 7.78
2004-05-01 4.97 8.32
2004-06-01 5.07 8.16
2004-07-01 4.88 7.96
2004-08-01 4.70 7.67
2004-09-01 4.56 7.48
2004-10-01 4.54 7.21
2004-11-01 4.66 7.13
2004-12-01 4.68 6.98
2005-01-01 4.75 7.17
2005-02-01 4.75 6.98
2005-03-01 5.10 7.84
2005-04-01 5.12 8.21
2005-05-01 5.06 7.99
2005-06-01 4.85 7.70
2005-07-01 5.01 7.51
2005-08-01 5.09 7.62
2005-09-01 5.03 7.84
2005-10-01 5.34 8.15
2005-11-01 5.49 8.17
2005-12-01 5.47 8.13
2006-01-01 5.36 7.96
2006-02-01 5.53 8.00
2006-03-01 5.66 8.01
2006-04-01 5.88 8.05
2006-05-01 5.97 8.23
2006-06-01 6.08 8.50
2006-07-01 6.09 8.43
2006-08-01 5.87 8.24
2006-09-01 5.72 8.08
2006-10-01 5.73 7.91
2006-11-01 5.58 7.69
2006-12-01 5.54 7.63
2007-01-01 5.70 7.58
2007-02-01 5.65 7.38
2007-03-01 5.53 7.49
2007-04-01 5.64 7.35
2007-05-01 5.71 7.37
2007-06-01 6.05 7.98
2007-07-01 6.04 8.90
2007-08-01 6.00 8.96
2007-09-01 5.91 8.55
2007-10-01 5.83 8.63
2007-11-01 5.70 9.37
2007-12-01 5.84 9.53
2008-01-01 5.57 10.03
2008-02-01 5.62 10.49
2008-03-01 5.83 10.90
2008-04-01 6.01 10.07
2008-05-01 6.03 10.09
2008-06-01 6.30 10.83
2008-07-01 6.51 11.39
2008-08-01 6.54 11.54
2008-09-01 7.02 14.03
2008-10-01 8.73 19.08
2008-11-01 8.77 21.81
2008-12-01 8.25 19.57
2009-01-01 7.58 18.18
2009-02-01 7.65 19.47
2009-03-01 8.18 18.73
2009-04-01 7.71 15.54
2009-05-01 6.90 14.02
2009-06-01 6.39 13.06
2009-07-01 5.92 11.73
2009-08-01 5.44 11.47
2009-09-01 5.09 10.21
2009-10-01 4.94 9.95
2009-11-01 4.77 9.72
2009-12-01 4.76 9.08
2010-01-01 4.62 8.94
2010-02-01 4.63 9.08
2010-03-01 4.55 8.48
2010-04-01 4.49 8.13
2010-05-01 4.45 9.21
2010-06-01 4.51 9.02
2010-07-01 4.20 8.33
2010-08-01 3.87 8.42
2010-09-01 3.81 7.78
2010-10-01 3.61 7.43
2010-11-01 3.73 7.93
2010-12-01 4.11 7.60
2011-01-01 4.07 7.24
2011-02-01 4.15 7.09
2011-03-01 4.03 7.17
2011-04-01 4.01 6.96
2011-05-01 3.77 7.03
2011-06-01 3.74 7.44
2011-07-01 3.73 7.25
2011-08-01 3.62 8.51
2011-09-01 3.75 9.54
2011-10-01 3.97 8.29
2011-11-01 3.84 8.94
2011-12-01 3.95 8.29
2012-01-01 3.75 7.57
2012-02-01 3.50 7.09
2012-03-01 3.48 7.29
2012-04-01 3.42 7.11
2012-05-01 3.40 7.85
2012-06-01 3.41 7.40
2012-07-01 3.15 6.98
2012-08-01 3.07 6.82
2012-09-01 2.94 6.62
2012-10-01 2.79 6.59
2012-11-01 2.76 6.53
2012-12-01 2.78 6.31
2013-01-01 2.79 6.09
2013-02-01 2.85 6.03
2013-03-01 2.82 5.91
2013-04-01 2.71 5.48
2013-05-01 2.78 5.93
2013-06-01 3.24 6.82
2013-07-01 3.39 6.34
2013-08-01 3.43 6.54
2013-09-01 3.49 6.47
2013-10-01 3.29 5.93
2013-11-01 3.27 5.93
2013-12-01 3.31 5.93
2014-01-01 3.23 5.91
2014-02-01 3.14 5.51
2014-03-01 3.15 5.63
2014-04-01 3.12 5.53
2014-05-01 2.98 5.33
2014-06-01 3.01 5.28
2014-07-01 3.01 5.90
2014-08-01 2.97 5.55
2014-09-01 3.08 6.26
2014-10-01 3.01 6.01
2014-11-01 3.11 6.27
2014-12-01 3.19 6.71
2015-01-01 3.01 6.51
2015-02-01 3.05 6.01
2015-03-01 3.02 6.28
2015-04-01 2.90 6.12
2015-05-01 3.10 6.14
2015-06-01 3.31 6.73
2015-07-01 3.34 6.99
2015-08-01 3.39 7.34
2015-09-01 3.43 8.09
2015-10-01 3.37 7.50
2015-11-01 3.51 8.13
2015-12-01 3.60 8.76
2016-01-01 3.62 9.19
2016-02-01 3.62 9.08
2016-03-01 3.44 8.37
2016-04-01 3.14 7.58
2016-05-01 3.10 7.40
2016-06-01 2.99 7.32
2016-07-01 2.82 6.83
2016-08-01 2.80 6.37
2016-09-01 2.84 6.24
2016-10-01 2.91 6.34
2016-11-01 3.21 6.58
2016-12-01 3.44 6.19
2017-01-01 3.36 5.96
2017-02-01 3.33 5.68
2017-03-01 3.39 5.90
2017-04-01 3.26 5.70
2017-05-01 3.24 5.57
2017-06-01 3.16 5.71
2017-07-01 3.18 5.51
2017-08-01 3.12 5.63
2017-09-01 3.13 5.53
2017-10-01 3.17 5.56
2017-11-01 3.24 5.78
2017-12-01 3.28 5.84
2018-01-01 3.38 5.80
2018-02-01 3.65 6.13
2018-03-01 3.79 6.30
2018-04-01 3.87 6.25
2018-05-01 4.00 6.31
2018-06-01 4.05 6.44
2018-07-01 4.04 6.31
2018-08-01 3.99 6.25
2018-09-01 4.09 6.23
2018-10-01 4.24 6.82
2018-11-01 4.37 7.19
2018-12-01 4.32 7.89
2019-01-01 4.18 6.86
2019-02-01 3.97 6.49
2019-03-01 3.82 6.36
2019-04-01 3.70 6.08
2019-05-01 3.62 6.60
2019-06-01 3.35 5.90
2019-07-01 3.23 5.85
2019-08-01 2.95 5.59
2019-09-01 2.98 5.65
2019-10-01 2.94 5.73
2019-11-01 2.96 5.70
2019-12-01 2.92 5.33
2020-01-01 2.78 5.43
2020-02-01 2.60 6.07
2020-03-01 3.42 9.20
2020-04-01 3.16 8.04
2020-05-01 2.70 6.92
2020-06-01 2.31 6.81
2020-07-01 2.04 5.45
2020-08-01 1.95 5.38
2020-09-01 1.99 5.77
2020-10-01 2.03 5.79
2020-11-01 1.95 4.79
2020-12-01 1.84 4.34
2021-01-01 1.87 4.41
2021-02-01 1.96 4.46
2021-03-01 2.24 4.42
2021-04-01 2.19 4.28
2021-05-01 2.16 4.29
2021-06-01 2.09 4.01
2021-07-01 1.99 4.12
2021-08-01 2.00 4.07
2021-09-01 2.02 4.21
2021-10-01 2.20 4.36
2021-11-01 2.27 4.82
2021-12-01 2.33 4.35
2022-01-01 2.61 5.22
2022-02-01 3.02 5.50
2022-03-01 3.51 5.79
2022-04-01 4.00 6.84
2022-05-01 4.32 7.00
2022-06-01 4.64 8.88
2022-07-01 4.59 7.56
2022-08-01 4.57 8.34
2022-09-01 5.22 9.50
2022-10-01 5.88 8.92
2022-11-01 5.68 8.46
2022-12-01 5.30 8.87
2023-01-01 5.14 8.02
2023-02-01 5.31 8.51
2023-03-01 5.43 8.31
2023-04-01 5.17 8.19
2023-05-01 5.35 8.64
2023-06-01 5.50 8.35
2023-07-01 5.55 8.14
2023-08-01 5.72 8.27
2023-09-01 5.89 8.80
2023-10-01 6.27 9.38
2023-11-01 5.93 8.30
2023-12-01 5.32 7.39
2024-01-01 5.25 7.59
2024-02-01 5.39 7.68
2024-03-01 5.37 7.50
2024-04-01 5.64 7.99
2024-05-01 #N/A #N/A
Rendimientos en el rango máximo de los últimos 10 años
10
Not Seasonally Adjusted
Not Seasonally Adjusted

0
4 4 4 5 5 5 6 6 6 7 7 7 8 8 8 9 9 9 0 0 0 1 1 1 2 2 2 3 3 3 4
-1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -2 -2 -2 -2 -2 -2 -2 -2 -2 -2 -2 -2 -2
ar ul v ar ul v ar ul v ar ul v ar ul v ar ul v ar ul v ar ul v ar ul v ar ul v ar
M J No M J No M J No M J No M J No M J No M J No M J No M J No M J No M
ICE BofA US Corporate Index Effective Yield ICE BofA US High Yield Index Effective Yield

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