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    BAMLH0A0HYM2

    High-Yield Credit Spread (OAS) (BAMLH0A0HYM2) — Current Value & Historical Data

    PercentDaily, CloseNot Seasonally Adjusted
    FRED
    Current Value
    2.71
    Percent
    As of July 16, 2026
    +0.00%period change

    High-Yield Credit Spread (OAS) (BAMLH0A0HYM2) Chart & Data Table

    Sep 23Dec 23Feb 24May 24Jul 24Oct 24Jan 25Mar 25Jun 25Aug 25Nov 25Feb 26Apr 26Jul 2602468Percent2024 first cut

    Gray bands: NBER recessions·Dashed lines: key policy events

    What is High-Yield Credit Spread (OAS) (BAMLH0A0HYM2)?

    The ICE BofA U.S. High Yield Index option-adjusted spread (OAS) is the yield premium that below-investment-grade U.S. corporate bonds pay over comparable-duration Treasuries, calculated daily by ICE Data Indices and expressed in basis points. It is the single cleanest credit-risk gauge in U.S. fixed income: when the HY OAS widens, investors are demanding more compensation to lend to speculative-grade issuers, usually because default expectations are rising or liquidity is thinning; when it compresses, credit conditions are loosening. Banks use it to size loan-loss provisions, asset managers use it as a timing signal for HY vs. investment-grade rotation, and the Fed monitors it as part of its financial conditions framework. The spread blew out to a record 19.88 percentage points on December 16, 2008 at the peak of the Lehman-era credit freeze, spiked again to 10.87 points on March 23, 2020 during the COVID-19 liquidity shock, and compressed below 3 percentage points in early 2024 as the post-pandemic default cycle failed to materialize.

    Current High-Yield Credit Spread (OAS) (BAMLH0A0HYM2) Value

    As of July 16, 2026, the current ice bofa us high yield index option-adjusted spread is 2.71 Percent. This is the most recent observation available for this series, updated daily, close.

    High-Yield Credit Spread (OAS) Historical Trend

    ICE BofA US High Yield Index Option-Adjusted Spread remained flat essentially unchanged year-over-year. In the series' tracked history, the highest recorded value was 4.61 (April 2025), and the lowest was 2.59 (January 2025).

    Methodology & Source

    Source

    ICE BofA / Federal Reserve

    Frequency

    Daily, Close

    Units

    Percent

    Notes

    Starting in April 2026, this series will only include 3 years of observations. For more data, go to the source. 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 cons...

    View on FRED

    Frequently Asked Questions About High-Yield Credit Spread (OAS) (BAMLH0A0HYM2)

    What is the current ice bofa us high yield index option-adjusted spread?

    As of July 16, 2026, ice bofa us high yield index option-adjusted spread stands at 2.71 Percent.

    Where does ice bofa us high yield index option-adjusted spread data come from?

    ICE BofA US High Yield Index Option-Adjusted Spread data is sourced from the Federal Reserve Economic Data (FRED) system and related U.S. government agencies. Data quality and historical coverage vary by series.

    How often is ice bofa us high yield index option-adjusted spread updated?

    This series is updated according to its publication schedule. Check FRED or the source agency for the most current release calendar.

    What is the historical high and low for ice bofa us high yield index option-adjusted spread?

    In the available data, the highest value was 4.61 Percent in April 2025, and the lowest was 2.59 Percent in January 2025.

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