Home > Releases > ICE BofAML Indices > ICE BofAML Private Sector Issuers Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread
ICE BofAML Private Sector Issuers Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (BAMLEMPTPRVICRPIOAS)
Observation:
2018-04-19: 2.52 (+ more)Updated: Apr 20, 2018
2018-04-19: | 2.52 | |
2018-04-18: | 2.52 | |
2018-04-17: | 2.55 | |
2018-04-16: | 2.55 | |
2018-04-13: | 2.54 |
Units:
Percent,Not Seasonally Adjusted
Frequency:
DailyThis data represents the Option-Adjusted Spread (OAS) for the ICE BofAML Private Sector Emerging Markets Corporate Plus Index is the subset of the ICE BofAML Emerging Markets Corporate Plus Index, which includes all corporate securities except for the debt of corporate issuers designated as government owned or controlled by ICE BofAML emerging markets credit research. The same inclusion rules apply for this series as those that apply for ICE BofAML Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?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."
ICE BofAML Private Sector Issuers Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread
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Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
Finally, you can change the units of your new series.
This data represents the Option-Adjusted Spread (OAS) for the ICE BofAML Private Sector Emerging Markets Corporate Plus Index is the subset of the ICE BofAML Emerging Markets Corporate Plus Index, which includes all corporate securities except for the debt of corporate issuers designated as government owned or controlled by ICE BofAML emerging markets credit research. The same inclusion rules apply for this series as those that apply for ICE BofAML Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?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."
ICE BofAML Private Sector Issuers Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread
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? []
For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.
Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
Finally, you can change the units of your new series.
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Title | Release Dates | |
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BofA Merrill Lynch Private Sector Issuers Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread | 2014-04-17 | 2017-10-20 |
ICE BofAML Private Sector Issuers Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread | 2017-10-21 | 2018-04-19 |
Source | ||
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BofA Merrill Lynch | 2014-04-17 | 2017-10-20 |
ICE Benchmark Administration Limited (IBA) | 2017-10-21 | 2018-04-19 |
Release | ||
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BofA Merrill Lynch | 2014-04-17 | 2017-10-20 |
ICE BofAML Indices | 2017-10-21 | 2018-04-19 |
Units | ||
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||
Percent | 2014-04-17 | 2018-04-19 |
Frequency | ||
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||
Daily | 2014-04-17 | 2018-04-19 |
Seasonal Adjustment | ||
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Not Seasonally Adjusted | 2014-04-17 | 2018-04-19 |
Notes | ||
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Due to a possibility of erroneous data, this series has been temporarily suspended. This data represents the Option-Adjusted Spread (OAS) for the BofA Merrill Lynch Private Sector Emerging Markets Corporate Plus Index is the subset of the BofA Merrill Lynch Emerging Markets Corporate Plus Index, which includes all corporate securities except for the debt of corporate issuers designated as government owned or controlled by BofA Merrill Lynch emerging markets credit research. The same inclusion rules apply for this series as those that apply for BofA Merrill Lynch Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/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, 2016, Bank of America Corporation. Reprinted with permission. |
2014-04-17 | 2017-10-20 |
Due to a possibility of erroneous data, this series has been temporarily suspended. This data represents the Option-Adjusted Spread (OAS) for the ICE BofAML Private Sector Emerging Markets Corporate Plus Index is the subset of the ICE BofAML Emerging Markets Corporate Plus Index, which includes all corporate securities except for the debt of corporate issuers designated as government owned or controlled by ICE BofAML emerging markets credit research. The same inclusion rules apply for this series as those that apply for ICE BofAML Emerging Markets Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCBPITRIV?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." |
2017-10-21 | 2018-04-19 |
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