Credit Trends Data for Other Regions

Issuer-by-Issuer list of all rating actions involving US corporations during the month.

Count of fallen angels and rising stars for all rated issuers. Includes amount of debt affected. Excludes structured transactions and US public finance rating changes. Annual data available back to 1990. Quarterly data available back to 1Q02.

Amount of debt affected for all fallen angels. Excludes structured transactions and US public finance rating changes. Archive includes: Annual data back 1990. Quarterly data back to 1Q02.

Count of rating changes for the total rated non-US corporate universe broken out by broad sector and Sovereign/Government. Excludes structured transactions. Monthly data available back to Jan-90.

Count of rating changes for the total rated Canadian corporate universe broken out by financial/non-financial and sovereign issuers. Includes amount of debt affected. Excludes strutured transactions. Annual data available back to 1990. Quarterly data available back to 1Q01.

Issuer-by-Issuer list of all rating actions involving non-US corporations during the month. Includes broad sector and country of domicile.

Count of ratings changes for all rated issuers. Includes upgrade/downgrade ratios. Excludes structured transactions and US public finance rating changes. Archive includes Monthly data available back to Jan 90.

Count of rating changes for all rated Japanese issuers broken out by financial/non-financial and sovereign issuers. Includes amount of debt affected. Excludes strutured transactions. Annual data available back to 1990. Quarterly data available back to 1Q02.

Count of rating changes for non-US issuers. Includes upgrade/downgrade ratios. Excludes structured transactions. Archive includes Annual data available back to 1996. Quarterly data available back to 1Q01.

Amount of debt affected by ratings changes for non-US issuers. Includes upgrade/downgrade ratios. Excludes structured transactions. Archive includes Annual data available back to 1996. Quarterly data available back to 1Q01.

Count of rating changes for non-US, bank and finacnce issuers. Includes upgrade/downgrade ratios. Excludes structured transactions. Archive includes Annual data available back to 1996. Quarterly data available back to 1Q01.

Amount of debt affected by ratings changes for non-US, bank and finance issuers. Includes upgrade/downgrade ratios. Archive includes Annual data available back to 1996. Quarterly data available back to 1Q01.

Count of ratings changes for non-US, non-finance issuers. Includes upgrade/downgrade ratios. Excludes structured transactions. Archive includes Annual data available back to 1996. Quarterly data available back to 1Q01.

Amount of debt affected by ratings changes for non-US, non-finance issuers. Includes upgrades/downgrade ratios. Excludes structured transactions. Archive includes Annual data available back to 1996. Quarterly data available back to 1Q01.

Count of rising stars for all rated issuers. Excludes structured transactions. Archive includes Annual data back to 1990. Quarterly data back to 1Q02.

Amount of debt affected for all rising stars. Excludes structured transactions. Archive includes: Annual data back 1990. Quarterly data back to 1Q02.

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.

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.

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

All bonds issued by Western and Eastern European countries(domestic or international). Split by rating category, and Financial, industrial and sovereign. Excludes domestic bonds, perpetual bonds, bonds with maturity of less than 1 year and bonds with a face amount less than US$20 million.

Moody's Spot Commodity Price Index (formerly known as Moody's Commodity & Scrap Index) is an unweighted average of the percentage change in the spot price of the following commodities: corn, soybeans, wheat, cocoa, and coffee.