Back to Web Site
BondsOnline offers Corporate Debt spread data for Industrials, Utilities, Transportation, Banks, and Finance (non-bank).  This valuable information is available daily, or historically back to January 1999 for each of the sectors, and is available for purchase in one of two ways:

> Purchase a single report
> $29 per sector, per day)

Subscribe and get all of the sectors on a daily basis (call us for information – 800.883.1808)

Reuters Corporate Spreads for Industrials*

Rating 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 30 yr
Aaa/AAA 5 10 15 20 25 33 60
Aa1/AA+ 10 15 20 30 35 42 66
Aa2/AA 15 25 30 35 44 52 71
Aa3/AA- 20 30 35 45 52 59 78
A1/A+ 25 35 40 50 55 65 85
A2/A 35 44 55 60 65 73 90
A3/A- 45 59 68 75 80 89 110
Baa1/BBB+ 55 65 80 90 94 104 123
Baa2/BBB 60 75 100 105 112 122 143
Baa3/BBB- 75 90 110 115 124 140 173
Ba1/BB+ 115 125 140 170 180 210 235
Ba2/BB 140 180 210 205 210 250 300
Ba3/BB- 165 200 230 235 235 270 320
B1/B+ 190 215 250 250 275 335 360
B2/B 215 220 260 300 315 350 450
B3/B- 265 310 350 400 435 480 525
Caa/CCC 1125 1225 1250 1200 1200 1275 1400

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.

Market Data provided by: