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Corporate OAS by Rating

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Published: 2019-08-02
Notes:

ICE BofAML Corpoate OAS by Rating

Series 1 - 7 of 7   

Title Series ID Vintage
Date 		Units Freq Seas
Adj 		Updated
ICE BofA AAA US Corporate Index Option-Adjusted Spread BAMLC0A1CAAA Current % D NSA 2024-12-27
ICE BofA AA US Corporate Index Option-Adjusted Spread BAMLC0A2CAA Current % D NSA 2024-12-27
ICE BofA BBB US Corporate Index Option-Adjusted Spread BAMLC0A4CBBB Current % D NSA 2024-12-27
ICE BofA BB US High Yield Index Option-Adjusted Spread BAMLH0A1HYBB Current % D NSA 2024-12-27
ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread BAMLH0A3HYC Current % D NSA 2024-12-27
ICE BofA Single-A US Corporate Index Option-Adjusted Spread BAMLC0A3CA Current % D NSA 2024-12-27
ICE BofA Single-B US High Yield Index Option-Adjusted Spread BAMLH0A2HYB Current % D NSA 2024-12-27

Series 1 - 7 of 7   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable

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