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:
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Reuters Corporate Spreads for Banks*
| Rating |
1 yr |
2 yr |
3 yr |
5 yr |
7 yr |
10 yr |
30 yr |
| Aaa/AAA |
14 |
16 |
27 |
38 |
54 |
66 |
88 |
| Aa1/AA+ |
22 |
30 |
31 |
47 |
62 |
75 |
97 |
| Aa2/AA |
24 |
37 |
39 |
52 |
65 |
78 |
101 |
| Aa3/AA- |
25 |
39 |
40 |
56 |
69 |
79 |
107 |
| A1/A+ |
43 |
48 |
52 |
63 |
77 |
91 |
115 |
| A2/A |
46 |
51 |
54 |
65 |
79 |
93 |
119 |
| A3/A- |
50 |
54 |
57 |
70 |
82 |
96 |
122 |
| Baa1/BBB+ |
62 |
72 |
80 |
90 |
119 |
139 |
168 |
| Baa2/BBB |
65 |
80 |
88 |
95 |
126 |
149 |
175 |
| Baa3/BBB- |
72 |
85 |
90 |
100 |
131 |
156 |
180 |
| 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 |
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.
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