One Federal Reserve Bank Plaza, St. Louis, MO 63102, More This can not be undone. Credit Trends:Trusted Insight on the Forces That Drive Credit Markets Browse Our Site: Commentary • Data • Email Alerts • About Us Interest Rate Spreads, Units: Daily. 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 2020-09-30 about Baa, spread, 10-year, maturity, bonds, Treasury, yield, corporate, interest rate, interest, rate, and USA. https://fred.stlouisfed.org/series/BAA10Y, For example, if one bond is yielding 5% and another is yielding 3%, the spread is 2%, or 200 basis points (bp). Find information on government bonds yields, bond spreads, and interest rates. Federal Reserve Bank of St. Louis, Are you sure you want to remove this series from the graph? Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity [BAA10Y], Source: Data in this graph are copyrighted. Federal Reserve Bank of St. Louis; Federal Reserve Bank of St. Louis, MOODY'S INFORMATION MAY NOT BE COPIED OR OTHERWISE REPRODUCED, REPACKAGED, FURTHER TRANSMITTED, TRANSFERRED, DISSEMINATED, REDISTRIBUTED OR RESOLD, OR STORED FOR SUBSEQUENT USE FOR ANY SUCH PURPOSE, IN WHOLE OR IN PART, IN ANY FORM OR MANNER OR BY ANY MEANS WHATSOEVER, BY ANY PERSON WITHOUT MOODY'S PRIOR WRITTEN CONSENT.Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department. Series from Interest Rate Spreads. Moody's ratings and other information ("Moody's Information") are proprietary to Moody's and/or its licensors and are protected by copyright and other intellectual property laws. Releases from Federal Reserve Bank of St. Louis, More Except for when the market was broken in 2008, corporate bonds are trading at their widest credit spreads and lowest dollar prices over the past 20 years. In the case of Government Bonds, the yield spread also means credit spread. Get updated data about global government bonds. retrieved from FRED, A positive spread means that the percentage yearly return of a bond over another is higher. Credit spreads between U.S. Treasuries and other bond issuances are measured in basis points, with a 1% difference in yield equal to a spread of 100 … LIBOR measures the interbank lending rate so as the spread between LIBOR and the T-bill … Categories > Money, Banking, & Finance > Interest Rates > Interest Rate Spreads. Moody's Information is licensed to Client by Moody's. 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. Federal Reserve Bank of St. Louis, Release: Series is calculated as the spread between Moody's Seasoned Baa Corporate Bond© (https://fred.stlouisfed.org/series/DBAA) and 10-Year Treasury Constant Maturity (BC_10YEAR).©2017, Moody's Corporation, Moody's Investors Service, Inc., Moody's Analytics, Inc. and/or their licensors and affiliates (collectively, "Moody's"). An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization. Please review the copyright information in the series notes before sharing. October 6, 2020. All rights reserved. These countries usually differ regarding credit quality. Percent, Not Seasonally Adjusted, Frequency:
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