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- nsa x 69,802Not seasonally adjusted
- usa x 55,544United States of America
- nation x 49,767Country Level
- corporate x 1,242
- daily x 708
- baml x 192BofA Merrill Lynch
- bofaml x 192BofA Merrill Lynch
- option-adjusted spread x 48
- 10 to 15 years x 410 to 15 years
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BofA Merrill Lynch US Corporate 10-15 Year Option-Adjusted Spread (BAMLC7A0C1015Y)
2013-06-17: 1.87 Percent Last 5 Observations
Daily, Close, Not Seasonally Adjusted, Updated: 2013-06-18 10:08 AM CDT
| Source: | BofA Merrill Lynch |
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| Release: | BofA Merrill Lynch |
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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 10-15 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 10 years and less than 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.
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