Option-Adjusted Spread (OAS) is a crucial metric used in active management of fixed income portfolios to provide insights into the yield difference between a bond and a risk-free benchmark ...

State Street's new fixed maturity ETFs charge a slight fee premium for active management vs. passive competitors. Check out ...

The fourth quarter of 2024 proved tough going for most bond investors and led to lackluster results for the whole year, made ...

In the past, when US equity indices were at all-time highs and high-yield option-adjusted spreads were close to all-time tights, distressed players had little to do. But it may be different this time.

At the top, the index section provides data on the underlying index: yield, option-adjusted spread and duration. Where available, it also displays the corresponding Bloomberg Tradable Tracker ...

Highlights:,Definition of Option-Adjusted Spread (OAS):,OAS is a financial metric that quantifies the yield difference between a bond and its benchmark, adjusted for the impact of embedded ...

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(1) Initials for asset-backed security. See asset-backed security. (2) The name for a convention used to express the rate of prepayments for an asset-backed security. ABS expresses principal ...

Highlights:,A Down-and-In option is a type of barrier option that activates under specific market conditions.,The option only becomes valid if the underlying asset price hits or falls below a ...