Reuters Corporate Bond Spread Tables

Reuters Corporate Spreads for Industrials

December 2014 Average

Rating 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr
Aaa/AAA 5 8 12 18 28 42
Aa1/AA+ 9.0434 20.0434 27.7826 38.3478 47.6956 60
Aa2/AA 12.6521 32.3043 43.8695 58.1304 67.6956 77.6956
Aa3/AA- 17.9565 38.6521 51.0434 66.1739 76.3043 86.913
A1/A+ 22.7391 44.6956 57.6086 73.7826 84.5217 95.6521
A2/A 28.8695 49.1739 61 75.8695 85.8695 96.5652
A3/A- 39.913 61 73.5217 88.9565 99.3043 110.0869
Baa1/BBB+ 54.0434 78.8695 93.2608 111.5652 123.3478 136
Baa2/BBB 65.0434 95.5652 113.5217 136.0869 151 166.6086
Baa3/BBB- 103.7826 139.4782 160.3913 186.6086 203.826 222.2608
Ba1/BB+ 192.7826 205.7826 220.6956 235.6956 247.6956 260.6956
Ba2/BB 222.6956 236.7391 252.6956 269.6956 282.6956 296.6956
Ba3/BB- 251.6956 267.6956 284.6956 302.6956 316.6956 332.6956
B1/B+ 286.6956 303.6956 321.6956 340.6956 356.6956 373.6956
B2/B 316.6956 334.6956 353.6956 374.6956 391.6956 409.6956
B3/B- 346.6956 365.6956 386.6956 407.6956 425.6956 444.6956
Caa/CCC+ 380.6956 401.6956 422.6956 445.6956 464.6956 485.6956
US Treasury Y 0.2128 0.6338 1.0623 1.6395 1.9809 2.209

Sources: www.bondsonline.com; FT Interactive Data

Rating 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr
Aaa/AAA 0.05% 0.08% 0.12% 0.18% 0.28% 0.42%
Aa1/AA+ 0.09% 0.20% 0.28% 0.38% 0.48% 0.60%
Aa2/AA 0.13% 0.32% 0.44% 0.58% 0.68% 0.78%
Aa3/AA- 0.18% 0.39% 0.51% 0.66% 0.76% 0.87%
A1/A+ 0.23% 0.45% 0.58% 0.74% 0.85% 0.96%
A2/A 0.29% 0.49% 0.61% 0.76% 0.86% 0.97%
A3/A- 0.40% 0.61% 0.74% 0.89% 0.99% 1.10%
Baa1/BBB+ 0.54% 0.79% 0.93% 1.12% 1.23% 1.36%
Baa2/BBB 0.65% 0.96% 1.14% 1.36% 1.51% 1.67%
Baa3/BBB- 1.04% 1.39% 1.60% 1.87% 2.04% 2.22%
Ba1/BB+ 1.93% 2.06% 2.21% 2.36% 2.48% 2.61%
Ba2/BB 2.23% 2.37% 2.53% 2.70% 2.83% 2.97%
Ba3/BB- 2.52% 2.68% 2.85% 3.03% 3.17% 3.33%
B1/B+ 2.87% 3.04% 3.22% 3.41% 3.57% 3.74%
B2/B 3.17% 3.35% 3.54% 3.75% 3.92% 4.10%
B3/B- 3.47% 3.66% 3.87% 4.08% 4.26% 4.45%
Caa/CCC+ 3.81% 4.02% 4.23% 4.46% 4.65% 4.86%
Sources: www.bondsonline.com; FT Interactive Data
30 yr
65
87.2173
108.826
118.8695
128.4347
130.6521
143.6956
175.1739
215.3913
271.6521
282.8695
316.3478
349.6956
391.6956
428.6956
465.6956
507.6956
2.8371

30 yr
0.65%
0.87%
1.09%
1.19%
1.28%
1.31%
1.44%
1.75%
2.15%
2.72%
2.83%
3.16%
3.50%
3.92%
4.29%
4.66%
5.08%