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. This data represents the Option-Adjusted Spread (OAS) of the ICE BofA US Corporate BB Index, a subset of the ICE BofA US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating BB. The ICE BofA 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. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments. Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license.
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. 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 The current data may be outdated.