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ICE BofA Asia US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread (BAMLEMALLCRPIASIAUSOAS)

Observation:

2020-09-24: 2.85  
Updated: Sep 25, 2020

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max

NOTES

Source: Ice Data Indices, LLC  

Release: ICE BofA Indices  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

This data represents the Option-Adjusted Spread (OAS) for the ICE BofA Asia US Emerging Markets Liquid Corporate Plus Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which includes only securities issued by countries associated with the region of Asia, excluding Kazakhstan, Kyrgyzstan, Tajikistan, Turkmenistan, and Uzbekistan. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index.

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.

Suggested Citation:

Ice Data Indices, LLC, ICE BofA Asia US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread [BAMLEMALLCRPIASIAUSOAS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLEMALLCRPIASIAUSOAS, September 27, 2020.

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