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- nsa x 59,188Not seasonally adjusted
- usa x 55,030United States of America
- nation x 39,666Country Level
- corporate x 1,192
- daily x 706
- baml x 192BofA Merrill Lynch
- bofaml x 192BofA Merrill Lynch
- option-adjusted spread x 48
- 7 to 10 years x 47 to 10 years
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BofA Merrill Lynch US Corporate 7-10 Year Option-Adjusted Spread (BAMLC4A0C710Y)
2013-05-16: 1.66 Percent Last 5 Observations
Daily, Close, Not Seasonally Adjusted, Updated: 2013-05-17 9:09 AM CDT
| Source: | BofA Merrill Lynch |
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| Release: | BofA Merrill Lynch |
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Notes:
The BofA Merrill Lynch 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 US Corporate 7-10 Year OAS is a subset of the BofA Merrill Lynch US Corporate Master OAS, BAMLC0A0CM. This subset includes all securities with a remaining term to maturity of greater than or equal to 7 years and less than 10 years. 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.
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