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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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