US Corporate Spreads
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
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.
US Treasury Yields for this date are available in the BondsOnline Chart Center
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