Yields & Spreads Data

3-month Euro-deposit rates.

USD exchange rates for Canada, UK, Euro, Hong Kong, Australia, Japan, and Switzerland.

10-year government yields for Australia, Canada, France, Germany, Italy, Japan, Spain, UK, US, and Euro.

Moody's public utility stock average.

Corporate Bond and US Treasury yields.

US money market rates.

US money market rates.

Yield curve and monthly averages of US Treasuries.

Constituent list for US Long-Term Corporate Bond Yield Averages

They are derived from pricing data on a regularly-replenished population of fixed-rate bonds denominated in the respective currency. Short-Term bonds have remaining maturities of between 2 and 5 years and Intermediate bonds have remaining maturities of between 5 and 11 years; they are dropped from the list if their remaining life falls below the respective lower maturity band or if their ratings change. All yields are yield-to-maturity calculated on a semi-annual basis. Each observation is an unweighted average. The composite investment-grade average is a simple average of the yields and spreads for the four rating categories. Current Euro benchmark is German Government Bond. Yields in %; spreads in basis points. Archive includes: Monthly data available back to Jan 05. Weekly data available back to 01-Oct-98.

They are derived from pricing data on a regularly-replenished population of fixed-rate bonds denominated in sterling. Short-term bonds have remaining maturities of between 2 and 5 years and Intermediate bonds have remaining maturities of between 5 and 11 years; they are dropped from the list if their remaining life falls below the respective lower maturity band or if their ratings change. Each observation is an unweighted average. The composite investment-grade average is a simple average of the yields and spreads for the four rating categories. The benchmark used to calculate the intermediate-term average spread is the 7-year UK Government Bond. Yields in %; spreads in basis points. Archive includes: Weekly data available back to 05-Sept-02.

Based on Seasoned Bonds with Remaining Maturities Averaging Seven Years Methodology: Derived from pricing data on a regularly-replenished population of around 100 seasoned fixed-rate corporate bonds in the US market, each with current outstandings over $100 million. The bonds have remaining maturities between 5 and 9.5 years with an average maturity of XX years; they are dropped from the list if their remaining life falls below five years or if their ratings change. Bonds with deep discounts or steep premiums to par are generally excluded. All yields are yield-to-maturity calculated on a semi-annual compounding basis. Each observation is an unweighted average, with Average Corporate Yields representing the unweighted average of the corresponding Average Industrial and Average Public Utility observations. Highs and lows refer to monthly averages. Archive includes: Monthly data available back to Jun-94. Weekly data available back to 06-Aug-97.

Constituent list for US Intermediate-Term Corporate Bond Yield Averages

Based on Corporate Bonds with Maturities of 7 Years. Methodology: Simple median yields of all regular coupon (no zero coupons or floating-rate) 7-year bonds rated by Moody's. To be included in the index, bonds must have maturities between six and eight years, and have outstanding values of more than $50 million. All yields are yield-to-maturity calculated on a semi-annual basis. Each observation is unweighted in the sample, and the yields are calculated for end-of-month values. Typically, the index will have 1000-1200 bonds each month. The median credit spreads provided on Credit Trends Yields and Spreads are different from those provided as part of Market Implied Ratings. Archive includes: Monthly data available back to Jan-91.

Based on Seasoned Bonds with Remaining Maturities of at Least 20 Years. Methodology: Derived from pricing data on a regularly-replenished population of nearly 90 seasoned corporate bonds in the US market, each with current outstandings over $100 million. The bonds have maturities as close as possible to 30 years, with an average maturity of XX years; they are dropped from the list if their remaining life falls below 20 years or if their ratings change. Bonds with deep discounts or steep premiums to par are generally excluded. All yields are yield-to-maturity calculated on a semi-annual compounding basis. Each observation is an unweighted average, with Average Corporate Yields representing the unweighted average of the corresponding Average Industrial and Average Public Utility observations. Archive includes: Annual data available back to 1919. Monthly data available back to Jan-1919. Daily data available back to 01-Aug-97.

Constituent list for US Long-Term Corporate Bond Yield Averages

Methodology: Derived from pricing data on unenhanced newly issued general obligation bonds. Each observation is an unweighted average, with the composite average representing the unweighted average of the corresponding 20-Year observations. Highs and lows refer to monthly averages. Archive includes: Annual data available back to 1937. Monthly data available back to Jan-37. Weekly data available back to 01-May-98.

Methodology: Derived from pricing data on a regularly-replenished population of fixed-rate bonds denominated in the respective currency. Short-Term bonds have remaining maturities of between 2 and 5 years and Intermediate bonds have remaining maturities of between 5 and 11 years; they are dropped from the list if their remaining life falls below the respective lower maturity band or if their ratings change. All yields are yield-to-maturity calculated on a semi-annual basis. Each observation is an unweighted average. Yields are shown in %; spreads in basis points. Archive includes: Weekly data available back to 06-Jan-05.

Constituent list for US Long-Term Corporate Bond Yield Averages