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11/26/2014Market Performance

S&P Indices
Municipal Bonds
S&P National Bond Index 3.05% -0.01
S&P California Bond Index 3.16% -0.01
S&P New York Bond Index 3.21% -0.01
S&P National 0-5 Year Municipal Bond Index 0.85% 0.00
S&P/BGCantor US Treasury Bond 406.22 0.53
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Income Equities:
Preferred Stocks
S&P U.S. Preferred Stock Index 826.24 1.30
S&P U.S. Preferred Stock Index (CAD) 688.29 -0.08
S&P U.S. Floating Rate Preferred Stock Index 742.59 2.07
S&P U.S. Preferred REIT Stock Index 1,410.61 5.73
S&P U.S. Floating Rate Preferred Stock Index (TR) 1,277.54 4.13
S&P U.S. Preferred Stock Index (TR) 1,842.84 6.39
S&P U.S. Preferred Stock Index (TR) (CAD) 1,535.15 2.73
S&P U.S. Fixed Rate Preferred Stock Index 839.05 1.22
S&P U.S. Fixed Rate Preferred Stock Index (TR) 1,889.03 6.87
REITs
S&P REIT Index 178.05 1.48
S&P REIT Index (TR) 463.55 4.00
MLPs
S&P MLP Index 2,890.87 31.48
S&P MLP Index (TR) 6,883.86 75.34
See Data


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Corporate Bond Spreads


BondsOnlineQuotes.com is the global leader in providing on-demand, immediate access to corporate bond yield and spread data for all credit levels and maturities: High Yield to High Quality.

BondsOnline offers daily Corporate Debt spreads for US, Europe, Asia and Emerging Markets for 27 sectors: 

  • US Spreads for Industrials, Utilities, Transportation, Banks, and Finance (non-bank) sectors (Reuters);
  • Aero-Defense-Transportation; Asia; Asia Investment Grade corporates; Auto-Auto Parts; Banks/Finance; Building Products-Home Builders; Chemicals; Consumer Products; EMEA (Emerging Europe/Middle East/Africa); Gaming and Lodging; General Industrial; Healthcare-Pharmaceuticals; Insurance; LATAM (Latin America); Metals and Mining; Oil-Gas-Exploration-Energy; Paper; REITS; Retail; Supranational; Technology; Utility (all derived from TRACE trade data).

Each report includes US Treasury Benchmark Yields for the corresponding dates. This valuable information is available for each day from January 2001 for Reuters spreads, and from June 2011 for each of the other sectors spreads. 

Daily, weekly average, and monthly average spread reports are available for immediate download.

Spreads are available for purchase in one of two ways:

  • Online, instant access (click here) using a credit card or corporate account;
  • 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 USD per sector, per day, (average spread reports and historical data are priced at $99 USD), or;
  • Subscribe and get any or all of the sectors on a daily, weekly, or monthly basis (contact us for pricing options);
  • Discounted pricing is available for multiple report purchases;
  • Detailed trades reports are available for each TRACE report purchased, at no additional charge.

Click Here To Purchase Through BondsOnlineQuotes


REUTERS CORPORATE BOND SPREAD TABLES

Reuters Corporate Spreads for Industrials
03/28/2014

Rating 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 30 yr
Aaa/AAA 5 8 12 18 28 42 65
Aa1/AA+ 10 18 25 34 42 54 77
Aa2/AA 14 29 38 50 57 65 89
Aa3/AA- 19 34 43 54 61 69 92
A1/A+ 23 39 47 58 65 72 95
A2/A 24 39 49 61 69 77 103
A3/A- 32 49 59 72 80 89 117
Baa1/BBB+ 38 61 75 92 103 115 151
Baa2/BBB 47 75 89 107 119 132 170
Baa3/BBB- 83 108 122 140 152 165 204
Ba1/BB+ 157 182 198 217 232 248 286
Ba2/BB 231 256 274 295 312 330 367
Ba3/BB- 305 330 350 372 392 413 449
B1/B+ 378 404 426 450 472 495 530
B2/B 452 478 502 527 552 578 612
B3/B- 526 552 578 604 632 660 693
Caa/CCC+ 600 626 653 682 712 743 775
US Treasury Yield 0.13 0.45 0.93 1.74 2.31 2.73 3.55


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



Corporate Bond Spreads for Metals and Mining
3/3/2014

Sector Securities
Traded
Volume
($ millions)
% Buys % Sells % Inter-Dealer 2 yr
Spread
5 yr
Spread
10 yr
Spread
30 yr
Spread
Metals and Mining 2,287 515 27% 35% 39%



High Grade: AAA through BBB+ 1,206 282 20% 43% 37% 105 240 202 298
High Yield: BBB through D 863 191 35% 24% 41% 299 582 318 338
Emerging Markets 144 12 33% 28% 40%
-
444 358
-
Convertibles 74 31 42% 32% 26%
-
-
-
-
US Treasury Yield
-
-
-
-
-
0.32 1.46 2.60 3.55


Methodology: All bonds trades that make up the spreads are computed as a benchmark against either the 2, 5, 10, or 30 year hot run treasury note/bond. Treasury yields are recorded at 1 minute intervals throughout the day. The execution time of the corporate trade is used to determine the time of the treasury yield observation. If the corporate trade occurs between two treasury quotes, then a linear interpolation is used to determine the benchmark treasury yield, otherwise the most recent treasury yield is used. The treasury yield is then subtracted from the TRACE reported corporate yield to arrive at an estimated spread. Estimated spreads are rounded to the nearest whole number.

Sources: www.bondsonline.com; FINRA TRACE trade data via MarketAxess

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