Wednesday, July 16, 2008

Corporate Bond Yield Averages by month

Linda and I recently helped a PhD student who wanted the Corporate Bond Yield Averages for Moody's Aa bonds from 1990-2007 by month. If this information is available on Reuters or Bloomberg, the lab assistant and I were unable to locate it.

A print source, Moody's Bond Record, in ref. at HG 4905. M78 (various years), continued by Mergent Bond Record, a serial we have on the third floor, has a table Corporate Bond Yield Averages, which has the monthly yield averages for Aaa, Aa, A, Baa rated bonds, as well as public utility and industrial bonds. Each table has 5-6 years of information. The footnotes indicate whether revisions have been made.

The publication Moody's/Mergent's Annual Bond Record has a lot of information but lacks this table.

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