Daily
%
1996 - 2026
Dec 31, 1996 to Apr 9, 2026
FRED
Yesterday
FreshApr 15, 2026
Starting in April 2026, this series will only include 3 years of observations. For more data, go to the source. 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). This data represents the ICE BofA US High Yield Index value, which tracks the performance of US dollar denominated below investment grade rated corporate debt publicly issued in the US domestic market. To qualify for inclusion in the index, securities must have a below investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings). Each security
As of April 9, 2026 • D data • Source: FRED
This dataset contains 7,644 daily observations, over 29 years, 4 months, updated daily from FRED, It the performance of us dollar denominated below investment grade rated corporate debt publicly issued. View Methodology
Data Points
7,644
Coverage
29 years, 4 months
Updates
daily
This dataset's metadata was updated on 4/16/2026. The current data may be outdated.