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Corporate OAS by Rating

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Published: 2020-03-27
Notes:

Series 1 - 5 of 5   

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
ICE BofA AA US Corporate Index Option-Adjusted Spread BAMLC0A2CAA Current % D NSA 2020-08-05
ICE BofA BBB US Corporate Index Option-Adjusted Spread BAMLC0A4CBBB Current % D NSA 2020-08-05
ICE BofA BB US High Yield Index Option-Adjusted Spread BAMLH0A1HYBB Current % D NSA 2020-08-05
ICE BofA Single-A US Corporate Index Option-Adjusted Spread BAMLC0A3CA Current % D NSA 2020-08-05
ICE BofA Single-B US High Yield Index Option-Adjusted Spread BAMLH0A2HYB Current % D NSA 2020-08-05

Series 1 - 5 of 5   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable