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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 10 25 40 50 55 70 90
Aa1/AA+ 15 30 45 60 65 75 100
Aa2/AA 20 35 50 65 75 85 110
Aa3/AA- 25 40 55 75 85 98 125
A1/A+ 30 50 65 85 100 113 145
A2/A 35 60 75 100 110 128 165
A3/A- 45 65 85 110 125 143 181
Baa1/BBB+ 55 75 95 115 135 149 185
Baa2/BBB 70 90 110 130 150 169 205
Baa3/BBB- 90 100 120 150 170 189 225
Ba1/BB+ 200 220 215 220 230 275 260
Ba2/BB 400 515 505 310 375 425 355
Ba3/BB- 475 560 680 605 565 550 720
B1/B+ 550 645 700 725 685 870 920
B2/B 650 715 775 840 835 920 1000
B3/B- 750 875 930 960 920 990 1100
Caa/CCC 1500 1600 1550 1450 1300 1250 1400

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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