US High Yield Master II Option-Adjusted Spread (I:USHYMIIO)
Basic Info
US High Yield Master II Option-Adjusted Spread is at 2.78%, compared to 2.78% the previous market day and 3.23% last year. This is lower than the long term average of 5.28%. |
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 | 2.78% |
Latest Period | Feb 24 2025 |
Last Updated | Feb 25 2025, 10:22 EST |
Next Release | Feb 26 2025, 09:00 EST |
Long Term Average | 5.28% |
Average Growth Rate | 3.19% |
Value from The Previous Market Day | 2.78% |
Change from The Previous Market Day | 0.00% |
Value from 1 Year Ago | 3.23% |
Change from 1 Year Ago | -13.93% |
Frequency | Market Daily |
Unit | Percent |
Adjustment | N/A |
Historical Data
Date | Value |
---|---|
February 24, 2025 | 2.78% |
February 21, 2025 | 2.78% |
February 20, 2025 | 2.66% |
February 19, 2025 | 2.68% |
February 18, 2025 | 2.62% |
February 17, 2025 | 2.62% |
February 14, 2025 | 2.62% |
February 13, 2025 | 2.65% |
February 12, 2025 | 2.65% |
February 11, 2025 | 2.66% |
February 10, 2025 | 2.66% |
February 07, 2025 | 2.67% |
February 06, 2025 | 2.66% |
February 05, 2025 | 2.69% |
February 04, 2025 | 2.71% |
February 03, 2025 | 2.73% |
January 31, 2025 | 2.68% |
January 30, 2025 | 2.67% |
January 29, 2025 | 2.68% |
January 28, 2025 | 2.66% |
January 27, 2025 | 2.66% |
January 24, 2025 | 2.60% |
January 23, 2025 | 2.61% |
January 22, 2025 | 2.59% |
January 21, 2025 | 2.61% |
Date | Value |
---|---|
January 20, 2025 | 2.64% |
January 17, 2025 | 2.64% |
January 16, 2025 | 2.73% |
January 15, 2025 | 2.72% |
January 14, 2025 | 2.80% |
January 13, 2025 | 2.85% |
January 10, 2025 | 2.81% |
January 09, 2025 | 2.82% |
January 08, 2025 | 2.84% |
January 07, 2025 | 2.79% |
January 06, 2025 | 2.76% |
January 03, 2025 | 2.81% |
January 02, 2025 | 2.88% |
December 31, 2024 | 2.92% |
December 30, 2024 | 2.94% |
December 27, 2024 | 2.84% |
December 26, 2024 | 2.86% |
December 24, 2024 | 2.86% |
December 23, 2024 | 2.85% |
December 20, 2024 | 2.86% |
December 19, 2024 | 2.91% |
December 18, 2024 | 2.73% |
December 17, 2024 | 2.75% |
December 16, 2024 | 2.69% |
December 13, 2024 | 2.68% |
News
Basic Info
US High Yield Master II Option-Adjusted Spread is at 2.78%, compared to 2.78% the previous market day and 3.23% last year. This is lower than the long term average of 5.28%. |
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 | 2.78% |
Latest Period | Feb 24 2025 |
Last Updated | Feb 25 2025, 10:22 EST |
Next Release | Feb 26 2025, 09:00 EST |
Long Term Average | 5.28% |
Average Growth Rate | 3.19% |
Value from The Previous Market Day | 2.78% |
Change from The Previous Market Day | 0.00% |
Value from 1 Year Ago | 3.23% |
Change from 1 Year Ago | -13.93% |
Frequency | Market Daily |
Unit | Percent |
Adjustment | N/A |