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40-Year High Quality Market (HQM) Corporate Bond Spot Rate (HQMCB40YR)

Observation:

Jul 2018: 4.48  
Updated: Aug 13, 2018

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Monthly
1Y | 5Y | 10Y | Max
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(a) 40-Year High Quality Market (HQM) Corporate Bond Spot Rate, Percent, Not Seasonally Adjusted (HQMCB40YR)
The spot rate for any maturity is defined as the yield on a bond that gives a single payment at that maturity. This is called a zero coupon bond. Because high quality zero coupon bonds are not generally available, the HQM methodology computes the spot rates so as to make them consistent with the yields on other high quality bonds. The HQM yield curve uses data from a set of high quality corporate bonds rated AAA, AA, or A that accurately represent the high quality corporate bond market.

The HQM methodology projects yields beyond 30 years maturity out to 100 years maturity to get discount rates for long-dated pension liabilities.

For more information see https://www.treasury.gov/resource-center/economic-policy/corp-bond-yield/Pages/Corp-Yield-Bond-Curve-Papers.aspx

40-Year High Quality Market (HQM) Corporate Bond Spot Rate

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(a) 40-Year High Quality Market (HQM) Corporate Bond Spot Rate, Percent, Not Seasonally Adjusted (HQMCB40YR)
The spot rate for any maturity is defined as the yield on a bond that gives a single payment at that maturity. This is called a zero coupon bond. Because high quality zero coupon bonds are not generally available, the HQM methodology computes the spot rates so as to make them consistent with the yields on other high quality bonds. The HQM yield curve uses data from a set of high quality corporate bonds rated AAA, AA, or A that accurately represent the high quality corporate bond market.

The HQM methodology projects yields beyond 30 years maturity out to 100 years maturity to get discount rates for long-dated pension liabilities.

For more information see https://www.treasury.gov/resource-center/economic-policy/corp-bond-yield/Pages/Corp-Yield-Bond-Curve-Papers.aspx

40-Year High Quality Market (HQM) Corporate Bond Spot Rate

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:

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NOTES
Title Release Dates
40-Year High Quality Market (HQM) Corporate Bond Spot Rate 2016-12-05 2018-08-10
 
Source    
U.S. Department of the Treasury 2016-12-05 2018-08-10
 
Release    
Corporate Bond Yield Curve 2016-12-05 2018-08-10
 
Units    
Percent 2016-12-05 2018-08-10
 
Frequency    
Monthly 2016-12-05 2018-08-10
 
Seasonal Adjustment    
Not Seasonally Adjusted 2016-12-05 2018-08-10
 
Notes    
The spot rate for any maturity is defined as the yield on a bond that gives a single payment at that maturity. This is called a zero coupon bond. Because high quality zero coupon bonds are not generally available, the HQM methodology computes the spot rates so as to make them consistent with the yields on other high quality bonds. The HQM yield curve uses data from a set of high quality corporate bonds rated AAA, AA, or A that accurately represent the high quality corporate bond market.

The HQM methodology projects yields beyond 30 years maturity out to 100 years maturity to get discount rates for long-dated pension liabilities.

For more information see https://www.treasury.gov/resource-center/economic-policy/corp-bond-yield/Pages/Corp-Yield-Bond-Curve-Papers.aspx

2016-12-05 2018-08-10
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Corporate Bonds Interest Rates Money, Banking, & Finance

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Releases

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US Treasury Bonds Corporate Interest Rate Interest Rate Monthly United States of America Not Seasonally Adjusted Nation
RELEASE TABLES

Corporate Bond Yield Curve






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