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ICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread (BAMLEMFSFCRPIOAS)

Observation:

2018-09-20: 0.53  
Updated: 7:51 AM CDT

Units:

Change from Year Ago, Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
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(a) ICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread, Percent, Not Seasonally Adjusted (BAMLEMFSFCRPIOAS)
This data represents the Option-Adjusted Spread (OAS) for the ICE BofAML Financial Emerging Markets Corporate Plus Index is the subset of the ICE BofAML Emerging Markets Corporate Plus Index, which includes all Financial securities except 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 Financial Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread

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NOTES

Source: ICE Benchmark Administration Limited (IBA)  

Release: ICE BofAML Indices  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

This data represents the Option-Adjusted Spread (OAS) for the ICE BofAML Financial Emerging Markets Corporate Plus Index is the subset of the ICE BofAML Emerging Markets Corporate Plus Index, which includes all Financial securities except 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."

Suggested Citation:

ICE Benchmark Administration Limited (IBA), ICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread [BAMLEMFSFCRPIOAS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLEMFSFCRPIOAS, September 21, 2018.

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