ICE BofA Asia US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread
This dataset tracks ice bofa asia us emerging markets liquid corporate plus index option-adjusted spread over time.
Latest Value
0.98
Year-over-Year Change
0.00%
Date Range
12/31/2003 - 8/6/2025
Summary
The ICE BofA Asia US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread measures the credit risk premium for corporate bonds in Asian emerging markets relative to U.S. Treasury securities. This metric provides critical insights into market perception of credit risk and investor confidence in emerging market corporate debt.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
This index represents the additional yield investors require to hold corporate bonds from Asian emerging markets compared to risk-free U.S. Treasury bonds. Economists and investors use this spread as a key indicator of perceived credit risk, market liquidity, and overall economic health in emerging Asian markets.
Methodology
The spread is calculated by comparing the option-adjusted spread of a specific basket of Asian emerging market corporate bonds against comparable U.S. Treasury securities, accounting for embedded options and potential variations.
Historical Context
Financial analysts and policymakers use this index to assess global investment risk, monitor emerging market financial conditions, and make strategic investment or monetary policy decisions.
Key Facts
- Measures credit risk premium for Asian emerging market corporate bonds
- Provides insights into investor sentiment and market conditions
- Helps investors assess relative risk in emerging market investments
FAQs
Q: What does a widening spread indicate?
A: A widening spread suggests increasing perceived credit risk and potential economic challenges in Asian emerging markets.
Q: How often is this index updated?
A: The index is typically updated daily, reflecting real-time changes in market conditions and investor perceptions.
Q: Why is this spread important for investors?
A: It helps investors gauge the relative risk and potential returns of corporate bonds in Asian emerging markets compared to U.S. Treasury securities.
Q: Can this index predict economic trends?
A: While not a definitive predictor, the spread can provide early signals of potential economic shifts or market stress in emerging markets.
Q: What limitations exist in interpreting this spread?
A: The spread represents a specific subset of bonds and should be considered alongside other economic indicators for comprehensive analysis.
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Citation
U.S. Federal Reserve, ICE BofA Asia US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread [BAMLEMALLCRPIASIAUSOAS], retrieved from FRED.
Last Checked: 8/1/2025