US High Yield Master II Option-Adjusted Spread (I:USHYMIIO)
Level Chart
Basic Info
|
US High Yield Master II Option-Adjusted Spread is at 2.64%, compared to 2.61% the previous market day and 3.92% last year. This is lower than the long term average of 5.30%. |
|
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 ICE BofA High Yield Master II OAS uses an index of bonds that are below investment grade (those rated BB or below). |
| Report | Bank of America Merrill Lynch |
| Category | Interest Rates |
| Region | United States |
| Source | Bank of America Merrill Lynch |
Stats
| Last Value | 2.64% |
| Latest Period | Nov 13 2024 |
| Last Updated | Nov 14 2024, 10:22 EST |
| Next Release | Nov 15 2024, 09:00 EST |
| Long Term Average | 5.30% |
| Average Growth Rate | 3.01% |
| Value from The Previous Market Day | 2.61% |
| Change from The Previous Market Day | 1.15% |
| Value from 1 Year Ago | 3.92% |
| Change from 1 Year Ago | -32.65% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |
Historical Data
| Date | Value |
|---|---|
| November 13, 2024 | 2.64% |
| November 12, 2024 | 2.61% |
| November 11, 2024 | 2.63% |
| November 08, 2024 | 2.63% |
| November 07, 2024 | 2.73% |
| November 06, 2024 | 2.74% |
| November 05, 2024 | 2.86% |
| November 04, 2024 | 2.87% |
| November 01, 2024 | 2.83% |
| October 31, 2024 | 2.88% |
| October 30, 2024 | 2.80% |
| October 29, 2024 | 2.85% |
| October 28, 2024 | 2.82% |
| October 25, 2024 | 2.89% |
| October 24, 2024 | 2.93% |
| October 23, 2024 | 2.95% |
| October 22, 2024 | 2.92% |
| October 21, 2024 | 2.88% |
| October 18, 2024 | 2.88% |
| October 17, 2024 | 2.89% |
| October 16, 2024 | 2.90% |
| October 15, 2024 | 2.93% |
| October 14, 2024 | 2.97% |
| October 11, 2024 | 2.98% |
| October 10, 2024 | 2.99% |
| Date | Value |
|---|---|
| October 09, 2024 | 2.94% |
| October 08, 2024 | 2.99% |
| October 07, 2024 | 2.95% |
| October 04, 2024 | 2.89% |
| October 03, 2024 | 3.04% |
| October 02, 2024 | 3.06% |
| October 01, 2024 | 3.07% |
| September 30, 2024 | 3.03% |
| September 27, 2024 | 3.14% |
| September 26, 2024 | 3.14% |
| September 25, 2024 | 3.19% |
| September 24, 2024 | 3.21% |
| September 23, 2024 | 3.15% |
| September 20, 2024 | 3.15% |
| September 19, 2024 | 3.10% |
| September 18, 2024 | 3.21% |
| September 17, 2024 | 3.25% |
| September 16, 2024 | 3.32% |
| September 13, 2024 | 3.37% |
| September 12, 2024 | 3.39% |
| September 11, 2024 | 3.44% |
| September 10, 2024 | 3.46% |
| September 09, 2024 | 3.36% |
| September 06, 2024 | 3.39% |
| September 05, 2024 | 3.29% |
News
Basic Info
|
US High Yield Master II Option-Adjusted Spread is at 2.64%, compared to 2.61% the previous market day and 3.92% last year. This is lower than the long term average of 5.30%. |
|
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 ICE BofA High Yield Master II OAS uses an index of bonds that are below investment grade (those rated BB or below). |
| Report | Bank of America Merrill Lynch |
| Category | Interest Rates |
| Region | United States |
| Source | Bank of America Merrill Lynch |
Stats
| Last Value | 2.64% |
| Latest Period | Nov 13 2024 |
| Last Updated | Nov 14 2024, 10:22 EST |
| Next Release | Nov 15 2024, 09:00 EST |
| Long Term Average | 5.30% |
| Average Growth Rate | 3.01% |
| Value from The Previous Market Day | 2.61% |
| Change from The Previous Market Day | 1.15% |
| Value from 1 Year Ago | 3.92% |
| Change from 1 Year Ago | -32.65% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |