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Title
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Release Dates
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BofA Merrill Lynch High Grade US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread
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2014-04-17
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2017-10-20
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ICE BofAML High Grade US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread
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2017-10-21
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2020-01-01
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ICE BofA High Grade US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread
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2020-01-02
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2026-03-19
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Source
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BofA Merrill Lynch
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2014-04-17
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2017-10-20
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ICE Benchmark Administration Limited (IBA)
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2017-10-21
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2020-01-01
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Ice Data Indices, LLC
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2020-01-02
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2026-03-19
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Release
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BofA Merrill Lynch
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2014-04-17
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2017-10-20
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ICE BofAML Indices
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2017-10-21
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2020-01-01
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ICE BofA Indices
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2020-01-02
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2026-03-19
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Units
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Percent
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2014-04-17
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2026-03-19
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Frequency
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Daily
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2014-04-17
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2026-03-19
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Seasonal Adjustment
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Not Seasonally Adjusted
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2014-04-17
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2026-03-19
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Notes
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This data represents the Option-Adjusted Spread (OAS) for the BofA Merrill Lynch High Grade US Emerging Markets Liquid Index is the subset of the BofA Merrill Lynch Emerging Markets Liquid Corporate Plus Index, which includes only securities rated AAA through BBB3. 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.
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2014-04-17
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2017-10-20
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This data represents the Option-Adjusted Spread (OAS) for the ICE BofAML High Grade US Emerging Markets Liquid Index is the subset of the ICE BofAML Emerging Markets Liquid Corporate Plus Index, which includes only securities rated AAA through BBB3. The same inclusion rules apply for this series as those that apply for ICE BofAML Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413).
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.
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2017-10-21
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2020-05-03
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This data represents the Option-Adjusted Spread (OAS) for the ICE BofA High Grade US Emerging Markets Liquid Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which includes only securities rated AAA through BBB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413).
The ICE BofA 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.
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2020-05-04
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2024-01-03
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This data represents the Option-Adjusted Spread (OAS) for the ICE BofA High Grade US Emerging Markets Liquid Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which includes only securities rated AAA through BBB3. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413).
The ICE BofA 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.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2023, ICE Data Indices. Reproduction of this data in any form is prohibited except with the prior written permission of ICE Data Indices.
The end of day Index values, Index returns, and Index statistics (“Top Level Data”) are being provided for your internal use only and you are not authorized or permitted to publish, distribute or otherwise furnish Top Level Data to any third-party without prior written approval of ICE Data.
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2024-01-04
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2026-03-19
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