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BondsOnline offers US Corporate Debt spread data for Industrials, Utilities, Transportation, Banks, and Finance (non-bank) sectors and including US Treasury Benchmark Yields for the corresponding dates. This valuable information is available for each day back to January 2001 for each of the sectors, and also as a weekly or monthly average spread report.
Spreads are available for purchase in one of two ways:
- Online, instant access (click here);
- By Telephone or as custom reports: Call us to order or for more information – 800.883.1808 in the US; 1-206-236-9001 outside of the US.
Pricing:
- Purchase a single report for $35 per sector, per day, (average spread reports and historical data are priced differently), or
- Subscribe and get all of the sectors on a daily, weekly, or monthly basis (contact us for pricing options).
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REUTERS CORPORATE BOND SPREAD TABLES
Reuters Corporate Spreads for Banks 03/01/2006
Rating
1 yr
2 yr
3 yr
5 yr
7 yr
10 yr
30 yr
Aaa/AAA
14
16
27
40
56
68
90
Aa1/AA+
22
30
31
48
64
77
99
Aa2/AA
24
37
39
54
67
80
103
Aa3/AA-
25
39
40
58
71
81
109
A1/A+
43
48
52
65
79
93
117
A2/A
46
51
54
67
81
95
121
A3/A-
50
54
57
72
84
98
124
Baa1/BBB+
62
72
80
92
121
141
170
Baa2/BBB
65
80
88
97
128
151
177
Baa3/BBB-
72
85
90
102
134
159
183
Ba1/BB+
185
195
205
215
235
255
275
Ba2/BB
195
205
215
225
245
265
285
Ba3/BB-
205
215
225
235
255
275
295
B1/B+
265
275
285
315
355
395
445
B2/B
275
285
295
325
365
405
455
B3/B-
285
295
305
335
375
415
465
Caa/CCC+
450
460
470
495
505
515
545
US Treasury Yield
4.74
4.71
4.68
4.63
4.60
4.59
4.56
Spread values represent basis points (bps) over a US Treasury security of the same maturity, or the closest matching maturity.
Methodology:
Reuters Pricing Service (RPS) has eight experienced evaluators responsible for pricing approximately 20,000 investment grade corporate bonds. Corporate bonds are segregated into four industry sectors; industrial, financial, transports and utilities. RPS prices corporate bonds at a spread above an underlying treasury issue. The evaluators obtain the spreads from brokers and traders at various firms. A generic spread for each sector is created using input from street contacts and the evaluator's expertise. A matrix is then developed based on sector, rating, and maturity.
Income Security Recommendation December 2011 Issue.
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