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FAS87 ASC715 discount rates and Moody's Rates


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Data as of Thursday, December 30, 2021

       
Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 2.71 2.71
Aa 3.01 2.62 2.82
A 3.13 2.95 3.04
Baa 3.36 3.37 3.37
Avg 3.17 2.91 3.04
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   1.12  
Medium-Term (5-10 yrs)   1.36  
Long-Term (10+ yrs)   1.89  
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  • 5 weeks later...

Data as of Monday, January 31, 2022

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 3.06 3.06
Aa 3.31 2.91 3.11
A 3.42 3.29 3.36
Baa 3.69 3.74 3.72
Avg 3.47 3.25 3.36
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   1.47  
Medium-Term (5-10 yrs)   1.67  
Long-Term (10+ yrs)   2.10  
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Data as of Monday, February 28, 2022

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 3.26 3.26
Aa 3.73 3.19 3.46
A 3.86 3.59 3.73
Baa 4.16 4.17 4.17
Avg 3.92 3.55 3.74
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   1.84  
Medium-Term (5-10 yrs)   1.92  
Long-Term (10+ yrs)   2.34  
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Data as of Thursday, March 31, 2022

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 3.38 3.38
Aa 3.72 3.36 3.54
A 3.96 3.71 3.84
Baa 4.24 4.25 4.25
Avg 3.97 3.68 3.83
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   2.43  
Medium-Term (5-10 yrs)   2.38  
Long-Term (10+ yrs)   2.53

 

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Data as of Friday, April 29, 2022

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 4.01 4.01
Aa 4.39 4.02 4.21
A 4.58 4.39 4.49
Baa 4.88 4.99 4.94
Avg 4.62 4.35 4.49
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   2.89  
Medium-Term (5-10 yrs)   2.91  
Long-Term (10+ yrs)   3.08  
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Data as of Tuesday, May 31, 2022

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 4.00 4.00
Aa 4.42 4.08 4.25
A 4.65 4.44 4.55
Baa 5.01 5.04 5.03
Avg 4.69 4.39 4.54
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   2.78  
Medium-Term (5-10 yrs)   2.84  
Long-Term (10+ yrs)   3.20  
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Data as of Thursday, June 30, 2022

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 4.19 4.19
Aa 4.66 4.32 4.49
A 4.84 4.66 4.75
Baa 5.22 5.35 5.29
Avg 4.91 4.63 4.77
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.00  
Medium-Term (5-10 yrs)   3.01  
Long-Term (10+ yrs)   3.28
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Data as of Friday, July 29, 2022

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 3.85 3.85
Aa 4.39 4.01 4.20
A 4.62 4.35 4.49
Baa 4.97 5.08 5.03
Avg 4.66 4.32 4.49
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   2.77  
Medium-Term (5-10 yrs)   2.68  
Long-Term (10+ yrs)   3.09  
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Data as of Wednesday, August 31, 2022

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 4.27 4.27
Aa 4.72 4.36 4.54
A 4.93 4.73 4.83
Baa 5.25 5.41 5.33
Avg 4.97 4.69 4.83
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.37  
Medium-Term (5-10 yrs)   3.26  
Long-Term (10+ yrs)   3.45  
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Data as of Friday, September 30, 2022

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.91 4.91
Aa 5.47 4.91 5.19
A 5.65 5.44 5.55
Baa 5.97 6.17 6.07
Avg 5.70 5.36 5.53
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   4.13  
Medium-Term (5-10 yrs)   3.98  
Long-Term (10+ yrs)   4.00  
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Data as of Monday, October 31, 2022

Moody's Daily Long-term Corporate Bond Yield Averages

 

 

 

 

Utilities

Industrial

Corporate

Aaa

NA

5.18

5.18

Aa

5.82

5.28

5.55

A

6.03

5.70

5.87

Baa

6.34

6.42

6.38

Avg

6.06

5.65

5.86

 

 

 

 

Moody's Daily Treasury Yield Averages

 

 

 

Short-Term (3-5 yrs)

 

4.36

 

Medium-Term (5-10 yrs)

 

4.24

 

Long-Term (10+ yrs)

 

4.40

 

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Data as of Thursday, November 30, 2022

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 4.66 4.66
Aa 5.31 4.66 4.99
A 5.52 5.16 5.34
Baa 5.81 5.84 5.83
Avg 5.55 5.08 5.32
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.41  
Medium-Term (5-10 yrs)   2.93  
Long-Term (10+ yrs)   3.74  
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Data as of Friday, December 30, 2022

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.70 4.70
Aa 5.29 4.79 5.04
A 5.53 5.23 5.38
Baa 5.83 5.90 5.87
Avg 5.55 5.16 5.36
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.53  
Medium-Term (5-10 yrs)   3.09  
Long-Term (10+ yrs)   3.83  
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Data as of Tuesday, January 31, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.41 4.41
Aa 4.94 4.39 4.67
A 5.14 4.84 4.99
Baa 5.40 5.43 5.42
Avg 5.16 4.77 4.97
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.19  
Medium-Term (5-10 yrs)   2.88  
Long-Term (10+ yrs)   3.51  
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Data as of Tuesday, February 28, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.76 4.76
Aa 5.35 4.76 5.06
A 5.50 5.25 5.38
Baa 5.75 5.88 5.82
Avg 5.53 5.16 5.35
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.56  
Medium-Term (5-10 yrs)   3.27  
Long-Term (10+ yrs)   3.85  
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Data as of Friday, March 31, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.38 4.38
Aa 5.13 4.48 4.81
A 5.26 4.95 5.11
Baa 5.56 5.61 5.59
Avg 5.32 4.86 5.09
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.02  
Medium-Term (5-10 yrs)   2.80  
Long-Term (10+ yrs)   3.51  
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Data as of Friday, April 28, 2023

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 4.45 4.45
Aa 4.95 4.59 4.77
A 5.11 4.87 4.99
Baa 5.45 5.59 5.52
Avg 5.17 4.88 5.03
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   2.78  
Medium-Term (5-10 yrs)   2.97  
Long-Term (10+ yrs)   3.48  
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Data as of Wednesday, May 31, 2023

Moody's Daily Long-term Corporate Bond Yield Averages      
  Utilities Industrial Corporate
Aaa NA 4.67 4.67
Aa 5.27 4.85 5.06
A 5.38 5.13 5.26
Baa 5.76 5.83 5.80
Avg 5.47 5.12 5.30
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.09  
Medium-Term (5-10 yrs)   3.21  
Long-Term (10+ yrs)   3.69  
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Data as of Thursday, June 29, 2023  (Out of town next week)

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.67 4.67
Aa 5.32 4.88 5.10
A 5.43 5.10 5.27
Baa 5.76 5.78 5.77
Avg 5.50 5.11 5.31
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.50  
Medium-Term (5-10 yrs)   3.53  
Long-Term (10+ yrs)   3.81  
       
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Data as of Monday, July 31, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.66 4.66
Aa 5.30 4.84 5.07
A 5.43 5.10 5.27
Baa 5.74 5.74 5.74
Avg 5.49 5.09 5.29
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.50  
Medium-Term (5-10 yrs)   3.56  
Long-Term (10+ yrs)   3.91  
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Data as of Thursday, August 31, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.85 4.85
Aa 5.48 5.06 5.27
A 5.63 5.28 5.46
Baa 5.91 5.92 5.92
Avg 5.67 5.28 5.48
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.58  
Medium-Term (5-10 yrs)   3.60  
Long-Term (10+ yrs)   4.09  
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Data as of Friday, September 29, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 5.36 5.36
Aa 5.94 5.49 5.72
A 6.08 5.75 5.92
Baa 6.36 6.38 6.37
Avg 6.13 5.75 5.94
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.88  
Medium-Term (5-10 yrs)   3.98  
Long-Term (10+ yrs)   4.63  
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Data as of Tuesday, October 31, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 5.72 5.72
Aa 6.31 5.87 6.09
A 6.44 6.13 6.29
Baa 6.71 6.75 6.73
Avg 6.49 6.12 6.31
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   4.01  
Medium-Term (5-10 yrs)   4.20  
Long-Term (10+ yrs)   4.95  
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Data as of Thursday, November 30, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 5.01 5.01
Aa 5.68 5.18 5.43
A 5.83 5.43 5.63
Baa 6.07 6.00 6.04
Avg 5.86 5.41 5.64
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.61  
Medium-Term (5-10 yrs)   3.63  
Long-Term (10+ yrs)   4.43  
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Data as of Friday, December 29, 2023

Moody's Daily Long-term Corporate Bond Yield Averages

     
  Utilities Industrial Corporate
Aaa NA 4.65 4.65
Aa 5.14 4.68 4.91
A 5.28 4.93 5.11
Baa 5.54 5.43 5.49
Avg 5.32 4.92 5.12
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   3.14  
Medium-Term (5-10 yrs)   3.15  
Long-Term (10+ yrs)   3.86  
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