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Home > Releases > BofA Merrill Lynch > BofA Merrill Lynch AAA-A Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread© (BAMLEM1BRRAAA2ACRPIOAS)

BofA Merrill Lynch AAA-A Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread© (BAMLEM1BRRAAA2ACRPIOAS)

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Range: 1yr 5yrs 10yrs Max Log Scale: Left
Units:  Levels | Chg. | Chg. from Yr. Ago | % Chg. | % Chg. from Yr. Ago | Comp. Annual Rate of Chg. | Cont. Comp. Rate of Chg. | Cont. Comp. Annual Rate of Chg.
Notes: Growth Rate Calculations | US recession dates
  Real-Time Period
Title Start     End     

BofA Merrill Lynch AAA-A Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread© 2014-04-17 Current
 
Source    

BofA Merrill Lynch 2014-04-17 Current
 
Release    

BofA Merrill Lynch 2014-04-17 Current
 
Units    

Percent 2014-04-17 Current
 
Frequency    

Daily 2014-04-17 Current
 
Seasonal Adjustment    

Not Seasonally Adjusted 2014-04-17 Current
 
Notes    

This data represents the Option-Adjusted Spread (OAS) for the BofA Merrill Lynch AAA-A Emerging Markets Corporate Plus Index is the subset of the BofA Merrill Lynch Emerging Markets Corporate Plus Index, which includes only securities rated AAA through A3. The same inclusion rules apply for this series as those that apply for BofA Merrill Lynch Emerging Markets Corporate Plus Index (http://research.stlouisfed.org/fred2/series/BAMLEMCBPITRIV?cid=32413).

The BofA Merrill Lynch OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.

Source BofA Merrill Lynch, used with permission. BOFA MERRILL LYNCH IS LICENSING THE BOFA MERRILL LYNCH INDICES “AS IS,” MAKES NO WARRANTIES REGARDING THE SAME , DOES NOT GUARANTEE THE SUITABILITY, QUALITY, ACCURACY, TIMELINESS, AND/ OR COMPLETENESS OF THE BOFA MERRILL LYNCH INDICIES OR ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM, ASSUMES NO LIABILITY IN CONNECTION WITH THEIR USE, AND DOES NOT SPONSOR, ENDORSE, OR RECOMMEND, [FRBSL], OR ANY OF ITS PRODUCTS OR SERVICES.

Copyright, 2014, Bank of America Corporation. Reprinted with permission.

2014-04-17 Current
 

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Money, Banking, & Finance > Interest Rates > Corporate Bonds > BofA Merrill Lynch Index Spreads


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