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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 Industrials*

Rating 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 30 yr
Aaa/AAA 13 17 20 37 59 77 93
Aa1/AA+ 35 36 39 57 77 90 108
Aa2/AA 37 39 41 64 80 93 116
Aa3/AA- 39 45 47 74 86 96 118
A1/A+ 47 74 77 90 96 116 134
A2/A 62 79 81 91 98 118 135
A3/A- 67 81 85 96 106 125 140
Baa1/BBB+ 82 100 101 117 134 155 176
Baa2/BBB 87 104 109 129 142 165 181
Baa3/BBB- 92 105 110 137 156 180 192
Ba1/BB+ 155 175 185 215 235 255 305
Ba2/BB 165 185 195 225 245 265 315
Ba3/BB- 175 195 205 235 255 275 325
B1/B+ 270 290 300 325 360 385 435
B2/B 280 300 310 335 370 395 445
B3/B- 290 310 320 355 380 405 455
Caa/CCC 345 355 365 430 480 535 575

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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