US High Yield Master II Option-Adjusted Spread (I:USHYMIIO)
Level Chart
Basic Info
|
US High Yield Master II Option-Adjusted Spread is at 2.85%, compared to 2.86% the previous market day and 3.39% last year. This is lower than the long term average of 5.29%. |
|
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 | 2.85% |
| Latest Period | Dec 23 2024 |
| Last Updated | Dec 24 2024, 10:14 EST |
| Next Release | Dec 26 2024, 09:00 EST |
| Long Term Average | 5.29% |
| Average Growth Rate | 3.28% |
| Value from The Previous Market Day | 2.86% |
| Change from The Previous Market Day | -0.35% |
| Value from 1 Year Ago | 3.39% |
| Change from 1 Year Ago | -15.93% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |
Historical Data
| Date | Value |
|---|---|
| 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% |
| December 12, 2024 | 2.66% |
| December 11, 2024 | 2.64% |
| December 10, 2024 | 2.67% |
| December 09, 2024 | 2.67% |
| December 06, 2024 | 2.67% |
| December 05, 2024 | 2.66% |
| December 04, 2024 | 2.66% |
| December 03, 2024 | 2.66% |
| December 02, 2024 | 2.68% |
| November 30, 2024 | 2.74% |
| November 29, 2024 | 2.72% |
| November 28, 2024 | 2.69% |
| November 27, 2024 | 2.69% |
| November 26, 2024 | 2.68% |
| November 25, 2024 | 2.64% |
| November 22, 2024 | 2.61% |
| November 21, 2024 | 2.61% |
| November 20, 2024 | 2.67% |
| Date | Value |
|---|---|
| November 19, 2024 | 2.69% |
| November 18, 2024 | 2.72% |
| November 15, 2024 | 2.72% |
| November 14, 2024 | 2.60% |
| 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% |
News
Basic Info
|
US High Yield Master II Option-Adjusted Spread is at 2.85%, compared to 2.86% the previous market day and 3.39% last year. This is lower than the long term average of 5.29%. |
|
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 | 2.85% |
| Latest Period | Dec 23 2024 |
| Last Updated | Dec 24 2024, 10:14 EST |
| Next Release | Dec 26 2024, 09:00 EST |
| Long Term Average | 5.29% |
| Average Growth Rate | 3.28% |
| Value from The Previous Market Day | 2.86% |
| Change from The Previous Market Day | -0.35% |
| Value from 1 Year Ago | 3.39% |
| Change from 1 Year Ago | -15.93% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |