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ICE BofAML US Corporate AAA Option-Adjusted Spread (BAMLC0A1CAAA)

Observation:

2018-11-14: 0.62  
Updated: 9:01 AM CST

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily,
Close
1Y | 5Y | 10Y | Max
Close
  EDIT BAR 1
(a) ICE BofAML US Corporate AAA Option-Adjusted Spread, Percent, Not Seasonally Adjusted (BAMLC0A1CAAA)
This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate AAA Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating AAA.
The ICE BofAML 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.

The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use.

Copyright, 2017, ICE Benchmark Administration. Reprinted with permission."

ICE BofAML US Corporate AAA Option-Adjusted Spread

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(a) ICE BofAML US Corporate AAA Option-Adjusted Spread, Percent, Not Seasonally Adjusted (BAMLC0A1CAAA)
This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate AAA Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating AAA.
The ICE BofAML 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.

The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use.

Copyright, 2017, ICE Benchmark Administration. Reprinted with permission."

ICE BofAML US Corporate AAA Option-Adjusted Spread

Select a date that will equal 100 for your custom index:
to

Customize data:

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Now create a custom formula to combine or transform the series.
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Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

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NOTES
Title Release Dates
BofA Merrill Lynch US Corporate AAA Option-Adjusted Spread 2014-04-17 2017-10-20
ICE BofAML US Corporate AAA Option-Adjusted Spread 2017-10-21 2018-11-14
 
Source    
BofA Merrill Lynch 2014-04-17 2017-10-20
ICE Benchmark Administration Limited (IBA) 2017-10-21 2018-11-14
 
Release    
BofA Merrill Lynch 2014-04-17 2017-10-20
ICE BofAML Indices 2017-10-21 2018-11-14
 
Units    
Percent 2014-04-17 2018-11-14
 
Frequency    
Daily, Close 2014-04-17 2018-11-14
 
Seasonal Adjustment    
Not Seasonally Adjusted 2014-04-17 2018-11-14
 
Notes    
This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate AAA Index, a subset of the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating AAA.
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, 2016, Bank of America Corporation. Reprinted with permission.

2014-04-17 2017-10-20
This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate AAA Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating AAA.
The ICE BofAML 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.

The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use.

Copyright, 2017, ICE Benchmark Administration. Reprinted with permission."

2017-10-21 2018-11-14
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AAA Bond Rating Option-Adjusted Spread BofA Merrill Lynch British Bankers' Assoc. Corporate Daily United States of America Not Seasonally Adjusted Nation
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