david rigby Posted September 1, 2006 Share Posted September 1, 2006 August 31, 2006 MOODY'S DAILY LONG-TERM CORPORATE BOND YIELD AVERAGES Utilities Industrial Corporate Aaa NA* 5.54 5.54 Aa 5.84 5.70 5.77 A 6.07 6.06 6.07 Baa 6.31 6.63 6.47 Avg 6.07 5.98 6.03 MOODY'S DAILY TREASURY YIELD AVERAGES Short-Term (3-5 yrs): 4.66 Medium-Term (5-10 yrs): 4.72 Long-Term (10+ yrs): 4.92 MOODY'S DAILY PUBLIC UTILITY COMMON STOCK YIELD AVERAGES Price: 314.1 Yield: 3.51 New Dividend: 11.03 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted October 2, 2006 Share Posted October 2, 2006 September 29, 2006 MOODY'S DAILY LONG-TERM CORPORATE BOND YIELD AVERAGES Utilities Industrial Corporate Aaa NA* 5.42 5.42 Aa 5.72 5.59 5.66 A 5.90 5.83 5.87 Baa 6.17 6.54 6.36 Avg 5.93 5.85 5.89 MOODY'S DAILY TREASURY YIELD AVERAGES Short-Term (3-5 yrs): 4.56 Medium-Term (5-10 yrs): 4.61 Long-Term (10+ yrs): 4.80 MOODY'S DAILY PUBLIC UTILITY COMMON STOCK YIELD AVERAGES Price: 307.2 Yield: 3.60 New Dividend: 11.06 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted November 1, 2006 Share Posted November 1, 2006 October 31, 2006 MOODY'S DAILY LONG-TERM CORPORATE BOND YIELD AVERAGES Utilities Industrial Corporate Aaa NA* 5.39 5.39 Aa 5.64 5.55 5.60 A 5.84 5.76 5.80 Baa 6.09 6.40 6.25 Avg 5.86 5.78 5.82 MOODY'S DAILY TREASURY YIELD AVERAGES Short-Term (3-5 yrs): 4.54 Medium-Term (5-10 yrs): 4.58 Long-Term (10+ yrs): 4.77 MOODY'S DAILY PUBLIC UTILITY COMMON STOCK YIELD AVERAGES Price: 321.2 Yield: 3.45 New Dividend: 11.10 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted December 1, 2006 Share Posted December 1, 2006 November 30, 2006 MOODY'S DAILY LONG-TERM CORPORATE BOND YIELD AVERAGES Utilities Industrial Corporate Aaa NA* 5.20 5.20 Aa 5.50 5.41 5.46 A 5.68 5.62 5.65 Baa 5.93 6.26 6.10 Avg 5.70 5.62 5.66 MOODY'S DAILY TREASURY YIELD AVERAGES Short-Term (3-5 yrs): 4.42 Medium-Term (5-10 yrs): 4.44 Long-Term (10+ yrs): 4.63 MOODY'S DAILY PUBLIC UTILITY COMMON STOCK YIELD AVERAGES Price: 324.2 Yield: 3.43 New Dividend: 11.13 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted January 2, 2007 Share Posted January 2, 2007 December 29, 2006 (Friday) MOODY'S DAILY LONG-TERM CORPORATE BOND YIELD AVERAGES Utilities Industrial Corporate Aaa NA* 5.46 5.46 Aa 5.75 5.68 5.72 A 5.95 5.89 5.92 Baa 6.18 6.51 6.35 Avg 5.96 5.89 5.93 MOODY'S DAILY TREASURY YIELD AVERAGES Short-Term (3-5 yrs): 4.67 Medium-Term (5-10 yrs): 4.69 Long-Term (10+ yrs): 4.87 MOODY'S DAILY PUBLIC UTILITY COMMON STOCK YIELD AVERAGES Price: 326.2 Yield: 3.47 New Dividend: 11.31 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted February 1, 2007 Share Posted February 1, 2007 January 31, 2007 MOODY'S DAILY LONG-TERM CORPORATE BOND YIELD AVERAGES Utilities Industrial Corporate Aaa NA* 5.48 5.48 Aa 5.83 5.81 5.82 A 6.01 5.97 5.99 Baa 6.22 6.57 6.40 Avg 6.02 5.96 5.99 MOODY'S DAILY TREASURY YIELD AVERAGES Short-Term (3-5 yrs): 4.80 Medium-Term (5-10 yrs): 4.81 Long-Term (10+ yrs): 4.98 MOODY'S DAILY PUBLIC UTILITY COMMON STOCK YIELD AVERAGES Price: 308.0 Yield: 3.52 New Dividend: 10.85 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted March 1, 2007 Share Posted March 1, 2007 February 28, 2007 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.25 5.25 Aa 5.61 5.58 5.60 A 5.78 5.73 5.76 Baa 6.01 6.31 6.16 Avg 5.80 5.72 5.69 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 4.47 Medium-Term (5-10 yrs) 4.53 Long-Term (10+ yrs) 4.73 Moody's Daily Public Utility Common Stock Yield Averages Price 323.76 Yield 3.37 New Dividend 10.90 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
SoCalActuary Posted March 1, 2007 Share Posted March 1, 2007 Here are some excellent references, courtesy of Rich Groszkiewicz at the COPA PPA seminar last Friday. For future events see collegeofpensionactuaries.org. Daily Treasury Yield Curve Rates http://www.treas.gov/offices/domestic-fina...ate/yield.shtml Daily Treasury Real Yield Curve Rates http://www.treas.gov/offices/domestic-fina...eal_yield.shtml http://www.treas.gov/offices/domestic-fina...ieldmethod.html We are still waiting for Treasury to determine the corporate yield curve for PPA. Link to comment Share on other sites More sharing options...
david rigby Posted April 2, 2007 Share Posted April 2, 2007 March 30, 2007 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.43 5.43 Aa 5.80 5.83 5.82 A 5.97 6.00 5.99 Baa 6.25 6.54 6.40 Avg 6.01 5.95 5.98 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 4.50 Medium-Term (5-10 yrs) 4.60 Long-Term (10+ yrs) 4.87 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted June 1, 2007 Share Posted June 1, 2007 May 31, 2007 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.57 5.57 Aa 5.97 5.96 5.97 A 6.10 6.15 6.13 Baa 6.35 6.65 6.50 Avg 6.14 6.08 6.11 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 4.81 Medium-Term (5-10 yrs) 4.87 Long-Term (10+ yrs) 5.07 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted July 2, 2007 Share Posted July 2, 2007 June 29, 2007 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.73 5.73 Aa 6.12 6.08 6.10 A 6.24 6.30 6.27 Baa 6.46 6.78 6.62 Avg 6.27 6.22 6.25 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 4.86 Medium-Term (5-10 yrs) 4.98 Long-Term (10+ yrs) 5.19 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted August 1, 2007 Share Posted August 1, 2007 July 31, 2007 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.62 5.62 Aa 6.03 5.98 6.01 A 6.18 6.34 6.26 Baa 6.46 6.80 6.63 Avg 6.22 6.19 6.21 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 4.53 Medium-Term (5-10 yrs) 4.71 Long-Term (10+ yrs) 4.97 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
Guest ehalgary Posted September 13, 2007 Share Posted September 13, 2007 The SOA has the corporate rate on its site available (the link listed earlier is no longer in use). Moody's Rates It provides... Moody's® Long-Term Corporate Bond Yield Month End Close AA Bond Rating Based on Bonds with maturities 20 years and above Yield as of the last business day of the month Link to comment Share on other sites More sharing options...
david rigby Posted September 14, 2007 Share Posted September 14, 2007 Also, note that link has only one rate: the Aa rate on Corporate bonds. If you need the rate on Utility or Industrial bonds, you must use a different source of information. I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted October 1, 2007 Share Posted October 1, 2007 Data as of 28-SEP-07 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.76 5.76 Aa 6.12 5.94 6.03 A 6.22 6.26 6.24 Baa 6.45 6.73 6.59 Avg 6.26 6.17 6.22 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 4.08 Medium-Term (5-10 yrs) 4.44 Long-Term (10+ yrs) 4.84 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted November 1, 2007 Share Posted November 1, 2007 Data as of 31-OCT-07 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.62 5.62 Aa 6.01 5.82 5.92 A 6.07 6.07 6.07 Baa 6.36 6.57 6.47 Avg 6.15 6.02 6.09 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 4.00 Medium-Term (5-10 yrs) 4.34 Long-Term (10+ yrs) 4.74 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted December 3, 2007 Share Posted December 3, 2007 Data as of 30-NOV-07 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.34 5.34 Aa 5.85 5.66 5.76 A 6.00 5.98 5.99 Baa 6.34 6.54 6.44 Avg 6.06 5.88 5.97 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 3.22 Medium-Term (5-10 yrs) 3.79 Long-Term (10+ yrs) 4.36 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted January 2, 2008 Share Posted January 2, 2008 Data as of 31-DEC-07 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.41 5.41 Aa 5.93 5.67 5.80 A 6.07 6.14 6.11 Baa 6.43 6.68 6.56 Avg 6.14 5.97 6.06 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 3.23 Medium-Term (5-10 yrs) 3.81 Long-Term (10+ yrs) 4.43 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted February 1, 2008 Share Posted February 1, 2008 Daily Bond Yields and Key Indicators Data as of 31-JAN-08 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.38 5.38 Aa 5.90 5.75 5.83 A 6.07 6.16 6.12 Baa 6.40 6.85 6.63 Avg 6.12 6.03 6.08 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 2.48 Medium-Term (5-10 yrs) 3.32 Long-Term (10+ yrs) 4.20 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted March 3, 2008 Share Posted March 3, 2008 Daily Bond Yields and Key Indicators Data as of 29-FEB-08 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.42 5.42 Aa 5.93 5.79 5.86 A 6.09 6.20 6.15 Baa 6.51 6.99 6.75 Avg 6.18 6.10 6.14 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 2.07 Medium-Term (5-10 yrs) 3.11 Long-Term (10+ yrs) 4.18 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted April 1, 2008 Share Posted April 1, 2008 Data as of 31-MAR-08 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.48 5.48 Aa 5.94 5.76 5.85 A 6.20 6.23 6.22 Baa 6.74 7.06 6.90 Avg 6.29 6.13 6.21 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 1.99 Medium-Term (5-10 yrs) 2.97 Long-Term (10+ yrs) 4.13 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted May 1, 2008 Share Posted May 1, 2008 Data as of 30-APR-08 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.51 5.51 Aa 5.92 5.84 5.88 A 6.22 6.27 6.25 Baa 6.74 7.00 6.87 Avg 6.29 6.16 6.23 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 2.60 Medium-Term (5-10 yrs) 3.41 Long-Term (10+ yrs) 4.36 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted June 2, 2008 Share Posted June 2, 2008 Data as of 30-MAY-08 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.67 5.67 Aa 6.18 6.07 6.13 A 6.36 6.46 6.41 Baa 6.93 7.18 7.06 Avg 6.49 6.35 6.42 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 3.04 Medium-Term (5-10 yrs) 3.76 Long-Term (10+ yrs) 4.59 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted July 1, 2008 Share Posted July 1, 2008 Data as of 30-JUN-08 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.60 5.60 Aa 6.10 5.89 6.00 A 6.32 6.41 6.37 Baa 6.87 7.21 7.04 Avg 6.43 6.28 6.36 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 2.96 Medium-Term (5-10 yrs) 3.67 Long-Term (10+ yrs) 4.47 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
david rigby Posted August 4, 2008 Share Posted August 4, 2008 Data as of 31-JUL-08 Moody's Daily Long-term Corporate Bond Yield Averages Utilities Industrial Corporate Aaa NA 5.73 5.73 Aa 6.16 6.02 6.09 A 6.44 6.61 6.53 Baa 7.03 7.38 7.21 Avg 6.54 6.44 6.49 Moody's Daily Treasury Yield Averages Short-Term (3-5 yrs) 2.86 Medium-Term (5-10 yrs) 3.61 Long-Term (10+ yrs) 4.51 I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice. Link to comment Share on other sites More sharing options...
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