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BofA Merrill Lynch AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread (BAMLEM1RAAA2ALCRPIUSOAS)

Observation:

2017-10-17: 1.06  
Updated: Oct 18, 2017

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
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  EDIT BAR 1
(a) BofA Merrill Lynch AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread, Percent, Not Seasonally Adjusted (BAMLEM1RAAA2ALCRPIUSOAS)
This data represents the Option-Adjusted Spread (OAS) for the BofA Merrill Lynch AAA-A US Emerging Markets Liquid Corporate Plus Index is the subset of the BofA Merrill Lynch US Emerging Markets Liquid 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 Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?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, 2016, Bank of America Corporation. Reprinted with permission.

BofA Merrill Lynch AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread

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  EDIT BAR 2
(a) BofA Merrill Lynch AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread, Percent, Not Seasonally Adjusted (BAMLEM1RAAA2ALCRPIUSOAS)
This data represents the Option-Adjusted Spread (OAS) for the BofA Merrill Lynch AAA-A US Emerging Markets Liquid Corporate Plus Index is the subset of the BofA Merrill Lynch US Emerging Markets Liquid 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 Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?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, 2016, Bank of America Corporation. Reprinted with permission.

BofA Merrill Lynch AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index 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.
Need help? []

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 AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread 2014-04-17 2017-10-17
 
Source    
BofA Merrill Lynch 2014-04-17 2017-10-17
 
Release    
BofA Merrill Lynch 2014-04-17 2017-10-17
 
Units    
Percent 2014-04-17 2017-10-17
 
Frequency    
Daily 2014-04-17 2017-10-17
 
Seasonal Adjustment    
Not Seasonally Adjusted 2014-04-17 2017-10-17
 
Notes    
This data represents the Option-Adjusted Spread (OAS) for the BofA Merrill Lynch AAA-A US Emerging Markets Liquid Corporate Plus Index is the subset of the BofA Merrill Lynch US Emerging Markets Liquid 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 Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?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, 2016, Bank of America Corporation. Reprinted with permission.

2014-04-17 2017-10-17
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Single A Bond Rating Sub-Index Liquidity Emerging Markets Option-Adjusted Spread Corporate BofA Merrill Lynch BofA Merrill Lynch Daily Not Seasonally Adjusted United States of America Nation
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