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BofA Merrill Lynch US Corporate 15+ Year Option-Adjusted Spread© (BAMLC8A0C15PY)

Observation:

2016-12-07: 1.84  
Updated: Dec 8, 2016

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily,
Close
1Y | 5Y | 10Y | Max
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(a) BofA Merrill Lynch US Corporate 15+ Year Option-Adjusted Spread©, Percent, Not Seasonally Adjusted (BAMLC8A0C15PY)
The BofA Merrill Lynch Option-Adjusted Spreads (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. The US Corporate 15+ Year OAS is a subset of the BofA Merrill Lynch US Corporate Master OAS, BAMLC0A0CM. This subset includes all securities with a remaining term to maturity of greater than or equal to 15 years. 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 US Corporate 15+ Year Option-Adjusted Spread©

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NOTES

Source: BofA Merrill Lynch  

Release: BofA Merrill Lynch  

Notes:

The BofA Merrill Lynch Option-Adjusted Spreads (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. The US Corporate 15+ Year OAS is a subset of the BofA Merrill Lynch US Corporate Master OAS, BAMLC0A0CM. This subset includes all securities with a remaining term to maturity of greater than or equal to 15 years. 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.

Suggested Citation:

BofA Merrill Lynch, BofA Merrill Lynch US Corporate 15+ Year Option-Adjusted Spread© [BAMLC8A0C15PY], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC8A0C15PY, December 9, 2016.

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