Anybody know where I can find historical high yield spreads data? Like actual data points rather than a graph… can I get this off of Bloomberg?
I would use the Chat feature and ask Bloomberg themselves, if you are talking about the terminal.
You can also look for Advantage Data. Although, it is a paid subscription, you’ll get all the things u need.
Yes, you can do it in Bloomberg. You can also use FRED (every cheap asset manager’s best friend).
Google Fred, St Louis and you’ll get it. It’s a free database. You can use BofA ML High Yield Master II OAS.
Wow, FRED has that. I never realized.
IMO, FRED is on par with bloomberg on macro data.