Skip to main content

Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (BAA10Y)

Observation:

2018-10-18: 1.92  
Updated: Oct 19, 2018

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
Close
  EDIT BAR 1
(a) Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity, Percent, Not Seasonally Adjusted (BAA10Y)
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 (https://fred.stlouisfed.org/series/DGS10).

©2017, Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “Moody’s”). All rights reserved. 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. Moody’s Information is licensed to Client by Moody’s. 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.

Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity

Select a date that will equal 100 for your custom index:
to

Customize data:

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Now create a custom formula to combine or transform the series.
Need help? []

Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

  EDIT BAR 2
(a) Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity, Percent, Not Seasonally Adjusted (BAA10Y)
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 (https://fred.stlouisfed.org/series/DGS10).

©2017, Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “Moody’s”). All rights reserved. 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. Moody’s Information is licensed to Client by Moody’s. 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.

Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity

Select a date that will equal 100 for your custom index:
to

Customize data:

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Now create a custom formula to combine or transform the series.
Need help? []

Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

ADD BAR

Add data series to graph:

FORMAT GRAPH
Log scale:

fullscreen
Shaded areas indicate U.S. recessions
alfred.stlouisfed.org



NOTES
Title Release Dates
Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity 2014-01-27 2016-10-06
Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (DISCONTINUED) 2016-10-07 2017-03-21
Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity 2017-03-22 2018-10-19
 
Source    
Federal Reserve Bank of St. Louis 2014-01-27 2018-10-19
 
Release    
Interest Rate Spreads 2014-01-27 2018-10-19
 
Units    
Percent 2014-01-27 2018-10-19
 
Frequency    
Daily 2014-01-27 2018-10-19
 
Seasonal Adjustment    
Not Seasonally Adjusted 2014-01-27 2018-10-19
 
Notes    
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 (https://fred.stlouisfed.org/series/DGS10).

2014-01-27 2016-10-06
On September 26, 2016 the Board of Governors announced changes to several data series from the H.15 releases (http://www.federalreserve.gov/feeds/h15.html). Because of these changes the series has been discontinued.

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 (https://fred.stlouisfed.org/series/DGS10).

2016-10-07 2017-03-21
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 (https://fred.stlouisfed.org/series/DGS10).

©2017, Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “Moody’s”). All rights reserved. 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. Moody’s Information is licensed to Client by Moody’s. 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.

2017-03-22 2018-10-19
RELATED CONTENT

Related Resources

Other Formats

Monthly, Not Seasonally Adjusted

Related Categories

Interest Rate Spreads Interest Rates Money, Banking, & Finance

Sources

More Releases from Federal Reserve Bank of St. Louis

Releases

More Series from Interest Rate Spreads

Tags

Baa Equity Rating Spread 10-Year Maturity Bonds Treasury Yield Corporate St. Louis Fed Daily Interest Rate Interest Rate United States of America Not Seasonally Adjusted Nation
RELEASE TABLES





Browse Data

Retrieving data.
Updating graph.

Need Help?

Questions or Comments
ALFRED FAQs
General FAQs

Subscribe to the FRED newsletter

Follow us

Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo
Back to Top
Top