ICE BofA Latin America US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread

BAMLEMLLLCRPILAUSOAS • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

2.62

Year-over-Year Change

1.95%

Date Range

10/28/2021 - 8/11/2025

Summary

The ICE BofA Latin America US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread measures the credit risk premium for corporate bonds in Latin American emerging markets. This metric provides critical insights into regional financial market conditions and investor risk perception.

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 tracks the additional yield investors require to hold corporate bonds from Latin American emerging markets compared to risk-free benchmark rates. Economists and investors use it to assess credit market health, potential investment risks, and broader economic stability in the region.

Methodology

The spread is calculated by comparing the yield of Latin American corporate bonds to a benchmark U.S. Treasury rate, adjusted for embedded options and potential prepayment scenarios.

Historical Context

Financial analysts and policymakers use this spread to evaluate economic risk, investment attractiveness, and potential capital flow dynamics in emerging markets.

Key Facts

  • Measures credit risk for Latin American corporate bonds
  • Indicates investor sentiment toward emerging market investments
  • Reflects potential economic volatility and market conditions

FAQs

Q: What does a widening spread indicate?

A: A widening spread suggests increasing perceived risk in Latin American corporate bonds, potentially signaling economic uncertainty or reduced investor confidence.

Q: How frequently is this index updated?

A: The index is typically updated daily, providing real-time insights into market conditions and credit risk perceptions.

Q: Why do investors track this spread?

A: Investors use this spread to assess potential investment risks, compare returns, and make informed decisions about emerging market investments.

Q: How does this index relate to broader economic trends?

A: The spread reflects macroeconomic conditions, including regional economic stability, currency fluctuations, and global financial market sentiments.

Q: What are the limitations of this index?

A: The index focuses specifically on liquid corporate bonds and may not capture all nuanced market risks or smaller, less liquid market segments.

Related Trends

Citation

U.S. Federal Reserve, ICE BofA Latin America US Emerging Markets Liquid Corporate Plus Index Option-Adjusted Spread [BAMLEMLLLCRPILAUSOAS], retrieved from FRED.

Last Checked: 8/1/2025