US Corporate Bond Yields - Yardeni Research
Market Briefing: US Corporate Bond Yields
Yardeni Research, Inc.
November 15, 2020
Dr. Edward Yardeni
516-972-7683 eyardeni@
Debbie Johnson
480-664-1333 djohnson@
Mali Quintana
480-664-1333 aquintana@
Please visit our sites at blog.
thinking outside the box
Table Of Contents Table Of Contents
US Corporate Bond Yields
1-3
November 15, 2020 / US Corporate Bond Yields
Yardeni Research, Inc.
US Corporate Bond Yields
Figure 1.
10
10
CORPORATE BOND YIELDS
(percent, daily)
9
9
8
Corporate Yields
8
Aaa (2.35)
Baa (3.16)
7
Average of Aaa & Baa (2.76)
7
6
6
5
5
4
4
3
3
11/13
2
2
97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Source: Bank of America Merrill Lynch and Haver Analytics.
Figure 2.
20
20
CORPORATE BOND YIELDS
(percent)
18
18
16
Corporate Yields
16
Aaa (2.35)
14
Baa (3.27)
14
Average of Aaa & Baa (2.81)
12
12
10
10
8
8
6
6
4
2
21 26 31 36 41 46 51 56 61 66 71 76 81 86 91 96 01 06 11 16
* Moody's seasoned Baa corporate bond yield from 1962 to 1996, then Bank of America Merrill Lynch A-BBB corporate bond yield. Source: Federal Reserve Board.
4
Oct 2
21 26
Page 1 / November 15, 2020 / US Corporate Bond Yields
Yardeni Research, Inc.
US Corporate Bond Yields
Figure 3.
6.0
6.0
BOFA MERRILL LYNCH CORPORATE BOND YIELDS & TEN-YEAR TREASURY YIELD
5.5 (percent)
5.5
5.0
5.0
4.5
4.5
Average of Aaa & Baa Bond Yields
4.0
Minus 10-Year Treasury Yield* (2.0)
4.0
3.5
3.5
3.0
3.0
2.5
2.5
2.0
11/6
2.0
1.5
1.5
1.0
1.0
.5
.5
.0
.0
62 64 66 68 70 72 74 76 78 80 82 84 86 88 90 92 94 96 98 00 02 04 06 08 10 12 14 16 18 20 22 24
* Moody's seasoned Baa corporate bond yield from 1962 to 1996, then Bank of America Merrill Lynch A-BBB corporate bond yield. Source: Federal Reserve Board and Bank of America Merrill Lynch.
Figure 4.
6
6
BOFA MERRILL LYNCH CORPORATE BOND YIELDS & TEN-YEAR TREASURY YIELD
(percent)
5
5
Average of Aaa & Baa Corporate Bond Yields
4
Minus Ten-Year Treasury Yield* (2.0)
4
3
3
2
Oct
2
1
1
0
0
62 64 66 68 70 72 74 76 78 80 82 84 86 88 90 92 94 96 98 00 02 04 06 08 10 12 14 16 18 20 22 24
* Moody's seasoned Baa corporate bond yield from 1962 to 1996, then Bank of America Merrill Lynch A-BBB corporate bond yield. Source: Bank of America Merrill Lynch.
Page 2 / November 15, 2020 / US Corporate Bond Yields
Yardeni Research, Inc.
US Corporate Bond Yields
Figure 5.
20
20
AAA SEASONED CORPORATE BOND YIELDS*
(percent)
18
18
16
16
14
14
12
12
10
10
8
8
6
6
4
4
2
11/13 2
0
0
62 64 66 68 70 72 74 76 78 80 82 84 86 88 90 92 94 96 98 00 02 04 06 08 10 12 14 16 18 20 22 24
* Moody's seasoned Aaa corporate bond yield from 1962 to 1996, then Bank of America Merrill Lynch AAA corporate bond yield. Source: Federal Reserve Board and Bank of America Merrill Lynch.
Figure 6.
20
20
BAA SEASONED CORPORATE BOND YIELDS*
(percent)
18
18
16
16
14
14
12
12
10
10
8
8
6
6
4
4
11/6
2
2
62 64 66 68 70 72 74 76 78 80 82 84 86 88 90 92 94 96 98 00 02 04 06 08 10 12 14 16 18 20 22 24
* Moody's seasoned Baa corporate bond yield from 1962 to 1996, then Bank of America Merrill Lynch BBB corporate bond yield. Source: Federal Reserve Board and Bank of America Merrill Lynch.
Page 3 / November 15, 2020 / US Corporate Bond Yields
Yardeni Research, Inc.
................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- instructions and guide for bond yield and total return
- us corporate bond yields yardeni research
- enhanced yield v2 bloomberg professional services
- figure 1 10 year aaa mmd and 10 year us treasury
- s p 500 index vs us 10 year treasury yield
- treasury yield curve percent 2 yr 10 yr treasury spread bp
- bloomberg barclays high yield bond etf
- bloomberg barclays 1 10 year tips etf
Related searches
- corporate bond yields chart
- corporate bond yields daily chart
- corporate bond yields historical chart
- us corporate bond yield curve
- corporate bond yields today
- us corporate bond yield
- us treasury bond yields 2020
- us corporate bond yields
- corporate bond yields bbb
- corporate bond yields historical
- corporate bond yields us
- us treasury bond yields bloomberg