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FAS87 ASC715 discount rates and Moody's Rates


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Data as of 31-MAR-14 (Monday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.32 4.32

Aa 4.35 4.41 4.38

A 4.46 4.54 4.50

Baa 4.93 5.05 4.99

Avg 4.58 4.58 4.58

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.27

Medium-Term (5-10 yrs) 2.16

Long-Term (10+ yrs) 3.28

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.

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  • 5 weeks later...

Data as of 30-APR-14 (Wednesday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.21 4.21

Aa 4.24 4.30 4.27

A 4.34 4.42 4.38

Baa 4.77 4.88 4.83

Avg 4.45 4.45 4.45

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.19

Medium-Term (5-10 yrs) 2.09

Long-Term (10+ yrs) 3.17

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.

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  • 1 month later...

Data as of 30-May-14 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 4.16 4.16

Aa 4.11 4.19 4.15

A 4.19 4.29 4.24

Baa 4.62 4.77 4.70

Avg 4.31 4.35 4.33

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.

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  • 4 weeks later...

Data as of 30-JUN-14 (Monday)
Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate
Aaa NA 4.15 4.15
Aa 4.16 4.23 4.20
A 4.21 4.34 4.28
Baa 4.63 4.78 4.71
Avg 4.33 4.38 4.36

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.18
Medium-Term (5-10 yrs) 1.95
Long-Term (10+ yrs) 3.04

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.

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  • 5 weeks later...

Data as of 31-JUL-14 (Thursday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.15 4.15
Aa 4.15 4.21 4.18
A 4.21 4.34 4.28
Baa 4.69 4.81 4.75
Avg 4.35 4.38 4.37

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.30
Medium-Term (5-10 yrs) 2.04
Long-Term (10+ yrs) 3.04

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.

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  • 1 month later...

Data as of 29-AUG-14 (Friday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.95 3.95
Aa 3.99 4.01 4.00
A 4.05 4.15 4.10
Baa 4.57 4.59 4.58
Avg 4.20 4.18 4.19

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.27
Medium-Term (5-10 yrs) 1.90
Long-Term (10+ yrs) 2.81

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.

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  • 4 weeks later...

Data as of 30-SEP-14 (Tuesday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.05 4.05
Aa 4.13 4.16 4.15
A 4.20 4.34 4.27
Baa 4.78 4.84 4.81
Avg 4.37 4.35 4.36

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.48
Medium-Term (5-10 yrs) 2.09
Long-Term (10+ yrs) 2.96

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.

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  • 1 month later...

Forget to get the 10/31/14 data, but here is the data for the second trading day of November.

Data as of 04-NOV-14 (Monday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.89 3.89
Aa 4.00 4.02 4.01
A 4.08 4.24 4.16
Baa 4.70 4.77 4.74
Avg 4.26 4.23 4.25

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.34
Medium-Term (5-10 yrs) 1.93
Long-Term (10+ yrs) 2.79

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.

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  • 4 weeks later...

Data as of 28-NOV-14 (Friday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.83 3.83
Aa 3.95 3.93 3.94
A 3.99 4.17 4.08
Baa 4.66 4.73 4.70
Avg 4.20 4.17 4.19

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.21
Medium-Term (5-10 yrs) 1.78
Long-Term (10+ yrs) 2.64

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.

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  • 1 month later...

Data as of 31-DEC-14 (Wednesday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.72 3.72
Aa 3.80 3.80 3.80
A 3.87 4.06 3.97
Baa 4.65 4.70 4.68
Avg 4.11 4.07 4.09

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.36
Medium-Term (5-10 yrs) 1.84
Long-Term (10+ yrs) 2.52

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.

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  • 5 weeks later...

Forgot to get the January month-end rates (01/30/15), but here are the results for first trading day of February:

Data as of 02-FEB-15
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.29 3.29
Aa 3.34 3.41 3.38
A 3.38 3.66 3.52
Baa 4.21 4.37 4.29
Avg 3.64 3.68 3.66

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 0.94
Medium-Term (5-10 yrs) 1.36
Long-Term (10+ yrs) 2.05

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.

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  • 4 weeks later...

Data as of 27-FEB-15 (Friday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.64 3.64
Aa 3.63 3.67 3.65
A 3.69 3.94 3.82
Baa 4.39 4.53 4.46
Avg 3.90 3.95 3.93

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.18
Medium-Term (5-10 yrs) 1.67
Long-Term (10+ yrs) 2.38

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.

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  • 5 weeks later...

Data as of 31-MAR-15 (Tuesday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.52 3.52
Aa 3.61 3.65 3.63
A 3.71 3.89 3.80
Baa 4.50 4.48 4.49
Avg 3.94 3.89 3.92

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.05
Medium-Term (5-10 yrs) 1.58
Long-Term (10+ yrs) 2.34

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.

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  • 1 month later...

Data as of April 30, 2015 (Thursday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.74 3.74
Aa 3.79 3.85 3.82
A 3.93 4.07 4.00
Baa 4.67 4.62 4.65
Avg 4.13 4.07 4.10

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.11
Medium-Term (5-10 yrs) 1.71
Long-Term (10+ yrs) 2.52

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.

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  • 4 weeks later...

Data as of 29-MAY-15 (Friday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.94 3.94
Aa 4.01 4.03 4.02
A 4.11 4.25 4.18
Baa 4.84 4.84 4.84
Avg 4.32 4.27 4.30

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.17
Medium-Term (5-10 yrs) 1.76
Long-Term (10+ yrs) 2.62

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.

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  • 1 month later...

Data as of 30-JUN-15 (Tuesday)
Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.19 4.19
Aa 4.33 4.25 4.29
A 4.42 4.51 4.47
Baa 5.19 5.17 5.18
Avg 4.65 4.53 4.59

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.34
Medium-Term (5-10 yrs) 1.95
Long-Term (10+ yrs) 2.86

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.

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  • 1 month later...

Data as of 31-Jul-15 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.07 4.07
Aa 4.18 4.11 4.15
A 4.30 4.40 4.35
Baa 5.16 5.11 5.14
Avg 4.55 4.42 4.49

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.27
Medium-Term (5-10 yrs) 1.84
Long-Term (10+ yrs) 2.67

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.

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  • 5 weeks later...

Data as of 31-Aug-15 (Monday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.15 4.15
Aa 4.26 4.18 4.22
A 4.36 4.49 4.43
Baa 5.43 5.28 5.36
Avg 4.68 4.53 4.61

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.30
Medium-Term (5-10 yrs) 1.88
Long-Term (10+ yrs) 2.70

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.

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  • 1 month later...

Data as of 30-Sep-15 (Wednesday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.00 4.00
Aa 4.14 4.11 4.13
A 4.30 4.42 4.36
Baa 5.45 5.24 5.35
Avg 4.63 4.44 4.54

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.13
Medium-Term (5-10 yrs) 1.71
Long-Term (10+ yrs) 2.60

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.

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  • 1 month later...

Data as of 30-Oct-15 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.98 3.98
Aa 4.14 4.13 4.14
A 4.32 4.38 4.35
Baa 5.47 5.23 5.35
Avg 4.64 4.43 4.54

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.24
Medium-Term (5-10 yrs) 1.82
Long-Term (10+ yrs) 2.66

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.

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  • 4 weeks later...

Data as of November 30, 2015 (Monday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.99 3.99
Aa 4.18 4.17 4.18
A 4.37 4.40 4.39
Baa 5.52 5.30 5.41
Avg 4.69 4.47 4.58

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.39
Medium-Term (5-10 yrs) 1.93
Long-Term (10+ yrs) 2.73

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.

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  • 1 month later...

Data as of 12/31/2015 (Thursday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.04 4.04
Aa 4.21 4.23 4.22
A 4.41 4.46 4.44
Baa 5.58 5.42 5.50
Avg 4.73 4.54 4.64

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.53
Medium-Term (5-10 yrs) 2.01
Long-Term (10+ yrs) 2.76

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.

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  • 4 weeks later...

Data as of 01/29/2016 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.05 4.05
Aa 4.04 4.16 4.10
A 4.19 4.43 4.31
Baa 5.40 5.44 5.42
Avg 4.54 4.52 4.53

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.13
Medium-Term (5-10 yrs) 1.60
Long-Term (10+ yrs) 2.46

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.

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  • 1 month later...

Data as of 02/29/16 (Monday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.84 3.84
Aa 3.92 3.93 3.93
A 4.13 4.27 4.20
Baa 5.23 5.35 5.29
Avg 4.43 4.35 4.39

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.13
Medium-Term (5-10 yrs) 1.50
Long-Term (10+ yrs) 2.31

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.

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  • 1 month later...

Data as of 03/31/2016 (Thursday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.72 3.72
Aa 3.81 3.73 3.77
A 4.05 4.01 4.03
Baa 4.89 4.91 4.90
Avg 4.25 4.09 4.17

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.08
Medium-Term (5-10 yrs) 1.50
Long-Term (10+ yrs) 2.32

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.

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