ICE BofA US High Yield Index Option-Adjusted Spread …
1 天前 · 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.
ICE BofA BB US High Yield Index Option-Adjusted Spread
5 天之前 · 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.
What Is a High-Yield Bond Spread? Definition and Use in Investing
2021年3月27日 · A high-yield bond spread, also known as a credit spread, is the difference in the yield on high-yield bonds and a benchmark bond measure, such as...
ICE BofA US High Yield Index Option-Adjusted Spread
6 天之前 · 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.
Credit Spread: What It Means for Bonds and Options Strategy - Investopedia
2024年9月19日 · High-yield spread: The difference between a high-yield (junk) bond yield and a government bond with a similar maturity. This spread is generally wider than investment-grade corporate...
High-Yield Bond Spreads: Understanding, Examples, and Insights
2024年3月14日 · A high-yield bond spread, also known as a credit spread, represents the percentage difference in current yields between high-yield bonds and benchmark bond measures like investment-grade corporate bonds or Treasury bonds. This spread is crucial for evaluating credit markets, offering insights into default risks and macroeconomic conditions.
Yield Spread: Definition, How It Works, and Types of Spreads - Investopedia
2024年9月16日 · High-yield bond spreads that are wider than the historical average suggest greater credit and default risk for junk bonds. An option-adjusted spread (OAS) converts the difference between...
Opportunity in High Yield Credit - BlackRock
2024年4月29日 · Opportunities in high yield: High yield credit offers the potential for higher income and lower interest rate exposure than other fixed income asset classes. A resilient US economy and company earnings outlook helps to offset fears of credit stress from higher financing costs, leading to a more benign default rate outlook.
High yield bond spreads: What you see is NOT what you get
2024年3月21日 · Fixed income portfolio managers Tom Ross and Brent Olson look at the credit spread on high yield bonds and explore why it is distorted and potentially wider than it first appears.
High-Yield Bond Spread | Definition, Factors, Risk Management
2023年7月12日 · A high-yield bond spread refers to the difference in yield between high-yield bonds and benchmark government securities of comparable maturity. It is a measure of the extra yield investors demand to compensate for the higher risk of …