This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate C Index, a subset of the BofA Merrill Lynch
US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating CCC or below.
The BofA Merrill Lynch OASs are the calculated spreads between a
computed OAS index of all bonds in a given rating category and a spot
|BofA Merrill Lynch US High Yield CCC or Below Option-Adjusted Spread||2017-01-12||9.29000000 (%)|