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Corporate OAS by Rating

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Published data lists are economic time series data sets that users of this site have chosen to make publicly available. Possible uses include teachers sharing data lists with students and researchers including links to data lists in bibliographies.

Published: 2020-03-27
Notes:

Series 1 - 5 of 5   

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
ICE BofA BBB US Corporate Index Option-Adjusted Spread BAMLC0A4CBBB Current % D NSA 2024-11-22
ICE BofA Single-A US Corporate Index Option-Adjusted Spread BAMLC0A3CA Current % D NSA 2024-11-22
ICE BofA AA US Corporate Index Option-Adjusted Spread BAMLC0A2CAA Current % D NSA 2024-11-22
ICE BofA Single-B US High Yield Index Option-Adjusted Spread BAMLH0A2HYB Current % D NSA 2024-11-22
ICE BofA BB US High Yield Index Option-Adjusted Spread BAMLH0A1HYBB Current % D NSA 2024-11-22

Series 1 - 5 of 5   

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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