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Graph and download economic data for Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (BAA10Y) from 1986-01-02 to 2024-11-06 about Baa, spread, 10-year, maturity, bonds, Treasury, yield, corporate, interest rate, interest, rate, and USA.
The ICE BofA Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization.
Find out how default spreads and interest coverage ratios are related for different ratings of non-financial service firms. See the table with data as of January 2024 for larger and smaller firms.
Graph and download revisions to economic data for from 1986-01-02 to 2024-11-07 about Baa, bonds, yield, corporate, interest rate, interest, rate, and USA.
This web page shows the spread between Moody's Seasoned Baa Corporate Bond Yield and 10-Year Treasury Constant Maturity Yield, calculated by the Federal Reserve Bank of St. Louis. The data series covers from 2014 to 2024 and is updated daily.
Yield spread is the difference between yields on different debt instruments, such as bonds, based on maturity, credit rating, or risk level. Learn how yield spreads are calculated, what they...
Compare the yield spreads between corporate bonds, treasury bonds, and mortgages with long maturities. See how credit spreads change over time and reflect the credit risk and market conditions.
Explore the interactive plot to compare credit term-structure yields and spreads for investment-grade corporate bonds in the U.S. and eurozone. See how the pandemic and policy support have affected the corporate-bond market.
AAA10Y is the spread between Moody's Seasoned Aaa Corporate Bond Yield and 10-Year Treasury Constant Maturity. It measures the difference in interest rates between high-quality corporate bonds and government bonds. See the graph, data, and sources of this indicator from FRED.
The ICE BofA OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization.