Credit Trends Data for US

Count of fallen angels and rising stars for the total rated US corporate universe broken out by broad sector. Includes amount of debt affected. Excludes structured transactions. Annual data available back to 1986. Quarterly data available back to 1Q86.

Count of rating changes for all US corporations broken out by broad rating category. Excludes structured transactions. Archive includes: Annual data back to 1986. Quarterly data back to 1Q96.

Amount of debt affected in rating changes for all US corporations broken out by broad rating category. Excludes structured transactions. Archive includes: Annual data back to 1986. Quarterly data back to 4Q00.

Count of rating changes for all US municipal bonds broken out by region. Includes amount of debt affected. Archive includes: Annual data back to 2005. Quarterly data back to 1Q06.

Count of rating changes for all US municipal bonds broken out by type of issuer (e.g., city or county) and purpose (e.g., health care or transportation). Includes amount of debt affected. Annual data available back to 2005. Quarterly data available back to 1Q06.

Count of rating changes for investment-grade US corporates broken out by broad sector. Includes amount of debt affected. Excludes structured transactions. Annual data available back to 1986. Quarterly data available back to 1Q86.

Count of rating changes for speculative-grade US corporates broken out by broad sector. Includes amount of debt affected. Excludes structured transactions. Annual data available back to 1986. Quarterly data available back to 1Q86.

Count of rating changes for all rated US corporations broken out by broad sector. Includes amount of debt affected. Excludes structured transactions. Archive includes: Annual data back to 1975. Quarterly data back to 1Q86.

Count of long-term and bank financial strength rating changes for US banks. Excludes structured transactions. Annual data available back to 1986. Quarterly data available back to 2Q86.

Count of rating changes for investment-grade US corporations. Excludes structured transactions. Archive includes: Monthly data back to January 1986.

Count of rating changes for speculative-grade US corporations. Excludes structured transactions. Archive includes: Monthly data back to January 1986.

Count of rating changes for the total rated US corporate universe broken out by investment/speculative grade. Excludes structured transactions. Monthly data available back to January 1986.

Count of rating changes for all US municipal bonds broken out by tax-backed and revenue bonds. Includes amount of debt affected. Annual data available back to 1989. Quarterly data available back to 3Q00.

Count of outlook changes for the total rated US corporate universe broken out by investment/speculative grade. Excludes structured transactions. Annual data available back to 2001. Quarterly data available back to to 3Q00.

Count of rating reviews or the total rated US corporate universe broken out by sector and investment/speculative grade. Includes amount of debt affected. Excludes structured transactions. Quarterly data available back to 3Q01.

Count of short term rating changes for the total rated US corporate universe broken out by broad sector. Includes amount of debt affected. Excludes structured transactions. Annual data available back to 1986. Quarterly data available back to 1Q00.

Count of rating changes for the total rated US corporate universe broken out by broad rating category. Excludes structured transactions. Annual data available back to 1989. Quarterly data avilable back to 1Q00.

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.

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.

Monthly value of new 144a issuance in the US domestic market by rating category.

Monthly value of new 144a issuance in the US domestic market by broad sector.

Monthly value of new public issuance in the US domestic market by rating category

Monthly value of new public issuance in the US domestic market by broad sector.

Archive includes: Weekly data available back to 17-Aug-95.