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FAS87 ASC715 discount rates and Moody's Rates

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Data as of 30-MAR-12 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.04 4.04

Aa 4.24 4.20 4.22

A 4.54 4.61 4.58

Baa 5.20 5.40 5.30

Avg 4.66 4.56 4.61

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.70

Medium-Term (5-10 yrs) 1.61

Long-Term (10+ yrs) 2.90

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Data as of 30-APR-12 (Monday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.95 3.95

Aa 4.02 4.00 4.01

A 4.33 4.44 4.39

Baa 5.06 5.23 5.15

Avg 4.47 4.41 4.44

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.53

Medium-Term (5-10 yrs) 1.32

Long-Term (10+ yrs) 2.61

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Data as of 31-MAY-12 (Thursday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.63 3.63

Aa 3.77 3.77 3.77

A 4.04 4.18 4.11

Baa 4.87 5.10 4.99

Avg 4.23 4.17 4.20

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.46

Medium-Term (5-10 yrs) 1.03

Long-Term (10+ yrs) 2.17

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Data as of 29-JUN-12 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.66 3.66

Aa 3.81 3.75 3.78

A 4.13 4.19 4.16

Baa 4.99 5.13 5.06

Avg 4.31 4.18 4.25

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.53

Medium-Term (5-10 yrs) 1.12

Long-Term (10+ yrs) 2.28

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Data as of 31-JUL-12 (Tuesday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.29 3.29

Aa 3.50 3.39 3.45

A 3.89 3.82 3.86

Baa 4.77 4.79 4.78

Avg 4.05 3.82 3.94

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.42

Medium-Term (5-10 yrs) 0.99

Long-Term (10+ yrs) 2.20

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Data as of 31-AUG-12 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.36 3.36

Aa 3.50 3.48 3.49

A 3.86 3.88 3.87

Baa 4.73 4.82 4.78

Avg 4.03 3.89 3.96

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.44

Medium-Term (5-10 yrs) 1.07

Long-Term (10+ yrs) 2.23

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Data as of 28-SEP-12 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.42 3.42

Aa 3.63 3.59 3.61

A 3.95 3.91 3.93

Baa 4.67 4.76 4.72

Avg 4.08 3.92 4.00

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.45

Medium-Term (5-10 yrs) 1.11

Long-Term (10+ yrs) 2.35

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Hurricane Sandy caused havoc with regular reporting of rates around the end of October. The kind folks at Moody's have given me the following summary for several days. Note that the bond market was closed on 10/30, so there is no entry for that date.

11/2/2012 11/1/2012 10/31/2012 10/29/2012 10/26/2012

Avg. Corporate 3.94 3.92 3.87 3.90 3.95

Aaa 3.47 3.45 3.40 3.44 3.48

Aa 3.61 3.59 3.54 3.57 3.61

A 3.89 3.86 3.81 3.84 3.89

Baa 4.52 4.50 4.45 4.49 4.54

Avg. Industrial 3.87 3.85 3.80 3.83 3.88

Aaa 3.47 3.45 3.40 3.44 3.48

Aa 3.54 3.52 3.47 3.50 3.54

A 3.89 3.85 3.81 3.84 3.89

Baa 4.58 4.56 4.51 4.54 4.59

Avg. Public Utility 4.00 3.98 3.93 3.97 4.02

Aaa

Aa 3.67 3.65 3.60 3.64 3.68

A 3.88 3.86 3.81 3.84 3.88

Baa 4.45 4.43 4.39 4.43 4.49

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Data as of 30-NOV-12 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.58 3.58

Aa 3.66 3.58 3.62

A 3.89 3.95 3.92

Baa 4.48 4.65 4.57

Avg 4.01 3.94 3.98

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.43

Medium-Term (5-10 yrs) 1.05

Long-Term (10+ yrs) 2.28

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Data as of 31-DEC-12

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.67 3.67

Aa 3.81 3.69 3.75

A 4.04 3.99 4.02

Baa 4.57 4.69 4.63

Avg 4.14 4.01 4.08

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.50

Medium-Term (5-10 yrs) 1.20

Long-Term (10+ yrs) 2.46

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Data as of 31-Jan-2013
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.90 3.90
Aa 3.98 3.94 3.96
A 4.20 4.24 4.22
Baa 4.75 4.93 4.84
Avg 4.31 4.25 4.28

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 0.58
Medium-Term (5-10 yrs) 1.39
Long-Term (10+ yrs) 2.71

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Data as of 28-FEB-13

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.84 3.84

Aa 3.87 3.90 3.89

A 4.12 4.16 4.14

Baa 4.66 4.90 4.78

Avg 4.22 4.20 4.21

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.49

Medium-Term (5-10 yrs) 1.25

Long-Term (10+ yrs) 2.63

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Data as of 28-MAR-13 (Thursday) Market closed on Friday March 29.

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.90 3.90

Aa 3.93 3.96 3.95

A 4.17 4.23 4.20

Baa 4.68 4.98 4.83

Avg 4.26 4.27 4.27

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.48

Medium-Term (5-10 yrs) 1.23

Long-Term (10+ yrs) 2.63

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Sorry, I did not retrieve April 30 rates. Here is May 1:

Data as of 01-MAY-13

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.65 3.65

Aa 3.65 3.71 3.68

A 3.92 3.96 3.94

Baa 4.39 4.57 4.48

Avg 3.99 3.97 3.98

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.39

Medium-Term (5-10 yrs) 1.04

Long-Term (10+ yrs) 2.36

Provided by another reader:

Data as of 30-April-2013

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.70 3.70

Aa 3.70 3.74 3.72

A 3.96 4.01 3.99

Baa 4.43 4.62 4.53

Avg 4.03 4.02 4.03

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.40

Medium-Term (5-10 yrs) 1.07

Long-Term (10+ yrs) 2.41

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Data as of 31-MAY-13

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.09 4.09

Aa 4.10 4.17 4.14

A 4.36 4.40 4.38

Baa 4.86 5.03 4.95

Avg 4.44 4.42 4.43

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.63

Medium-Term (5-10 yrs) 1.48

Long-Term (10+ yrs) 2.85

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Data as of 28-JUN-13 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.32 4.32

Aa 4.41 4.46 4.44

A 4.67 4.68 4.68

Baa 5.23 5.46 5.35

Avg 4.77 4.73 4.75

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.88

Medium-Term (5-10 yrs) 1.89

Long-Term (10+ yrs) 3.15

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Data as of 31-JUL-13 (Wednesday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.38 4.38

Aa 4.38 4.51 4.45

A 4.61 4.68 4.65

Baa 5.16 5.40 5.28

Avg 4.72 4.74 4.73

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.91

Medium-Term (5-10 yrs) 1.95

Long-Term (10+ yrs) 3.28

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Data as of 30-AUG-13 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.49 4.49

Aa 4.47 4.67 4.57

A 4.67 4.76 4.72

Baa 5.17 5.50 5.34

Avg 4.77 4.86 4.82

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.11

Medium-Term (5-10 yrs) 2.20

Long-Term (10+ yrs) 3.39

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Data as of 30-SEP-13 (Monday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.56 4.56

Aa 4.49 4.72 4.61

A 4.74 4.79 4.77

Baa 5.24 5.53 5.39

Avg 4.82 4.90 4.86

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.91

Medium-Term (5-10 yrs) 2.01

Long-Term (10+ yrs) 3.35

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Data as of 31-OCT-13

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.48 4.48

Aa 4.43 4.66 4.55

A 4.63 4.70 4.67

Baa 5.08 5.36 5.22

Avg 4.71 4.80 4.76

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.82

Medium-Term (5-10 yrs) 1.92

Long-Term (10+ yrs) 3.28

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Data as of 29-NOV-13 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.62 4.62

Aa 4.54 4.73 4.64

A 4.76 4.84 4.80

Baa 5.22 5.50 5.36

Avg 4.84 4.92 4.88

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 0.86

Medium-Term (5-10 yrs) 2.04

Long-Term (10+ yrs) 3.47

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Data as of 31-DEC-13 (Tuesday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.57 4.57

Aa 4.59 4.74 4.67

A 4.83 4.90 4.87

Baa 5.25 5.49 5.37

Avg 4.89 4.93 4.91

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.19

Medium-Term (5-10 yrs) 2.34

Long-Term (10+ yrs) 3.65

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Data as of 31-JAN-14 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.43 4.43

Aa 4.33 4.55 4.44

A 4.49 4.63 4.56

Baa 4.97 5.17 5.07

Avg 4.60 4.70 4.65

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.05

Medium-Term (5-10 yrs) 2.04

Long-Term (10+ yrs) 3.31

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Data as of 28-FEB-14 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.32 4.32

Aa 4.32 4.42 4.37

A 4.46 4.56 4.51

Baa 4.93 5.08 5.01

Avg 4.57 4.60 4.59

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.03

Medium-Term (5-10 yrs) 2.02

Long-Term (10+ yrs) 3.28

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