Skip to main content

ICE BofA Financial US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread (BAMLEMFLFLCRPIUSOAS)

Observation:

2020-09-24: 3.46  
Updated: 8:38 AM CDT

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 Financial US Emerging Markets Liquid Corporate Plus Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which includes all Financial securities except the debt of corporate issuers designated as government owned or controlled by ICE BofA emerging markets credit research. 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 Financial US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread [BAMLEMFLFLCRPIUSOAS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLEMFLFLCRPIUSOAS, September 25, 2020.

RELEASE TABLES





Retrieving data.
Updating graph.

Subscribe to the FRED newsletter


Follow us

Back to Top
Top