US Corporate 7-10 Year Option-Adjusted Spread (I:USC710YO)

US Corporate 7-10 Year Option-Adjusted Spread is at 0.89%, compared to 0.90% the previous market day and 1.10% last year. This is lower than the long term average of 1.58%.

The ICE BofA 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 7-10 Year OAS is a subset of the ICE BofA US Corporate Master OAS, BAMLC0A0CM. This subset includes all securities with a remaining term to maturity of greater than or equal to 7 years and less than 10 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.