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FAS87 ASC715 discount rates and Moody's Rates

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Data as of 04/29/216 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.63 3.63
Aa 3.67 3.67 3.67
A 3.99 3.89 3.94
Baa 4.66 4.72 4.69
Avg 4.11 3.98 4.05

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs.) 1.10
Medium-Term (5-10 yrs.) 1.52
Long-Term (10+ yrs.) 2.36

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Data as of 05/31/2016 (Tuesday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.63 3.63
Aa 3.71 3.75 3.73
A 3.91 3.98 3.95
Baa 4.62 4.74 4.68
Avg 4.08 4.03 4.06

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.21
Medium-Term (5-10 yrs) 1.59
Long-Term (10+ yrs) 2.34

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Data as of 06/30/2016 (Thursday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.39 3.39
Aa 3.43 3.56 3.50
A 3.68 3.71 3.70
Baa 4.36 4.45 4.41
Avg 3.82 3.78 3.80

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 0.85
Medium-Term (5-10 yrs) 1.22
Long-Term (10+ yrs) 1.99

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Data as of 07/29/16 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.25 3.25
Aa 3.31 3.40 3.36
A 3.51 3.56 3.54
Baa 4.10 4.23 4.17
Avg 3.64 3.61 3.63

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 0.88
Medium-Term (5-10 yrs) 1.21
Long-Term (10+ yrs) 1.90

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Data as of 08/31/2016 (Wednesday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.24 3.24
Aa 3.35 3.39 3.37
A 3.54 3.56 3.55
Baa 4.15 4.22 4.19
Avg 3.68 3.60 3.64

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.07
Medium-Term (5-10 yrs) 1.37
Long-Term (10+ yrs) 2.00

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Data as of 09/30/2016 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.44 3.44
Aa 3.46 3.51 3.49
A 3.64 3.68 3.66
Baa 4.26 4.31 4.29
Avg 3.79 3.74 3.77

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.03
Medium-Term (5-10 yrs) 1.38
Long-Term (10+ yrs) 2.10

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Data as of 10/31/2016 (Monday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 3.61 3.61
Aa 3.65 3.74 3.70
A 3.83 3.89 3.86
Baa 4.38 4.51 4.45
Avg 3.95 3.94 3.95

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.17
Medium-Term (5-10 yrs) 1.57
Long-Term (10+ yrs) 2.34

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Data as of 11/30/2016 (Wednesday)

Moody's Daily Long-term Corporate Bond Yield Averages
Utilities Industrial Corporate
Aaa NA 4.01 4.01
Aa 4.06 4.07 4.07
A 4.22 4.26 4.24
Baa 4.77 4.86 4.82
Avg 4.35 4.30 4.33

Moody's Daily Treasury Yield Averages
Short-Term (3-5 yrs) 1.66
Medium-Term (5-10 yrs) 2.17
Long-Term (10+ yrs) 2.84

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Data as of 12/30/2016 (Friday)

       

Moody's Daily Long-term Corporate Bond Yield Averages      

  Utilities Industrial Corporate

Aaa  NA  3.98  3.98 

Aa  4.02  4.03  4.03 

A  4.19  4.21  4.20 

Baa  4.70  4.75  4.73 

Avg  4.30  4.24  4.27 

       

Moody's Daily Treasury Yield Averages      

Short-Term (3-5 yrs)   1.72   

Medium-Term (5-10 yrs)   2.24   

Long-Term (10+ yrs)   2.89  

 

 

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Data as of January 31, 2017 (Tuesday)

Moody's Daily Long-term Corporate Bond Yield Averages         

            Utilities Industrial Corporate

Aaa        NA          3.99        3.99

Aa           3.99        4.08        4.04

A             4.19        4.21        4.20

Baa         4.61        4.74        4.68

Avg        4.26        4.26        4.26

                                

Moody's Daily Treasury Yield Averages                                  

Short-Term (3-5 yrs)                      1.69         

Medium-Term (5-10 yrs)                             2.23         

Long-Term (10+ yrs)                      2.88       

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Data as of Feb. 28, 2017 (Tuesday)

       

Moody's Daily Long-term Corporate Bond Yield Averages

   Utilities Industrial Corporate

Aaa  NA  3.84   3.84 

Aa  3.92  3.95  3.94 

A  4.11  4.11  4.11 

Baa  4.49  4.60  4.55 

Avg  4.17  4.13  4.15 

       

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs)   1.70   

Medium-Term (5-10 yrs)   2.17   

Long-Term (10+ yrs)   2.82   

 

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Sorry for delay posting the March 31 rates.  Moody's tells me they had some technical problems and promised to let me know when the month-end results will be available.

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I'm sorry to report that Moody's was unable/unwilling to retroactively send me the March 31 results.  However, they did provide one "average" rate:  4.23%.

 

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I have some of the 3/31/2017 data

Moody's Daily Long-term Corporate Bond Yield Averages

  Utilities Industrial Corporate
Average 4.25 4.21 4.23
Aaa   3.94 3.94
Aa 4 4.01 4.01
A 4.18 4.18 4.18
Baa 4.58 4.7 4.64

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Data as of April 28, 2017 (Friday)

 

Moody's Daily Long-term Corporate Bond Yield Averages      

  Utilities Industrial Corporate

Aaa  NA  3.85  3.85 

Aa  3.93  3.92  3.93 

A  4.13  4.11  4.12 

Baa  4.51  4.62  4.57 

Avg  4.19  4.13  4.16 

       

Moody's Daily Treasury Yield Averages      

Short-Term (3-5 yrs)   1.63   

Medium-Term (5-10 yrs)   2.07

Long-Term (10+ yrs)   2.77   

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Data as of May 31, 2017 (Wednesday)

                                                 

Moody's Daily Long-term Corporate Bond Yield Averages                                              

           Utilities Industrial  Corporate

Aaa        NA          3.75       3.75

Aa           3.83       3.84       3.84

A             4.01       3.99       4.00

Baa         4.38       4.49       4.44

Avg        4.07       4.02       4.05

                                                 

Moody's Daily Treasury Yield Averages                                   

Short-Term (3-5 yrs)  1.57 

Medium-Term (5-10 yrs)   1.99 

Long-Term (10+ yrs)   2.68 

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Moody's Daily Long-term Corporate Bond Yield Averages   06/30/17  
  Utilities Industrial Corporate
Aaa NA 3.71 3.71
Aa 3.81 3.80 3.81
A 3.98 3.95 3.97
Baa 4.36 4.43 4.40
Avg 4.05 3.97 4.01
       
Moody's Daily Treasury Yield Averages      
Short-Term (3-5 yrs)   1.66  
Medium-Term (5-10 yrs)   2.08  
Long-Term (10+ yrs)   2.69  

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Moody's Daily Bond Yields

Data as of 07/31/17 (Monday)

 

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa  NA  3.68  3.68

Aa  3.80  3.79  3.80

A  3.97  3.95  3.96

Baa  4.33  4.39  4.36

Avg  4.03  3.95  3.99

 

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs)  1.54

Medium-Term (5-10 yrs)  2.01

Long-Term (10+ yrs)  2.71

 

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Moody's Daily Bond Yields - Data as of 08/31/17 (Thursday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa  NA  3.59  3.59

Aa  3.63  3.70  3.67

A  3.81 3.85 3.83

Baa 4.18  4.34  4.26

Avg 3.87  3.87  3.87

 

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.44

Medium-Term (5-10 yrs) 1.85

Long-Term (10+ yrs) 2.52

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Data as of 09/29/17 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.62 3.62

Aa 3.77  3.79  3.78

A 3.92  3.91  3.92

Baa 4.28  4.38  4.33

Avg 3.99  3.93  3.96

 

Moody's Daily Treasury Yield Averages 

Short-Term (3-5 yrs) 1.59

Medium-Term (5-10 yrs) 2.05

Long-Term (10+ yrs) 2.67

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Data as of 10/31/2017 (Tuesday)

Moody's Daily Long-term Corporate Bond Yield Averages

 

Utilities Industrial Corporate

Aaa NA 3.58  3.58

Aa 3.70  3.69  3.70

A 3.88  3.86  3.87

Baa 4.21  4.37  4.29

Avg 3.93  3.88  3.91

 

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs)  1.67

Medium-Term (5-10 yrs) 2.11

Long-Term (10+ yrs)  2.69

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Data as of 11/30/17 (Thursday)

Moody's Daily Long-term Corporate Bond Yield Averages

 

Utilities Industrial Corporate

Aaa NA 3.61  3.61

Aa 3.68  3.69  3.69

A 3.87  3.87  3.87

Baa 4.21  4.39  4.30

Avg 3.92  3.89  3.91

 

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.83

Medium-Term (5-10 yrs) 2.23

Long-Term (10+ yrs) 2.69

 

 

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Data as of 12/29/17 (Friday)

Moody's Daily Long-term Corporate Bond Yield Averages

 

     Utilities Industrial Corporate

Aaa NA 3.45  3.45

Aa 3.57  3.54  3.56

A 3.76  3.74  3.75

Baa 4.10  4.24  4.17

Avg 3.81  3.74  3.78

 

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 1.92

Medium-Term (5-10 yrs) 2.26

Long-Term (10+ yrs) 2.62

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My apologies, forgot to get the 01/31/18 rates.  Here are the rates for next day.

Data as of Feb. 1, 2018

Moody's Daily Long-term Corporate Bond Yield Averages

 

     Utilities  Industrial  Corporate

Aaa NA 3.62  3.62

Aa 3.80  3.78  3.79

A 3.96  3.93  3.95

Baa 4.27  4.40  4.34

Avg 4.01  3.93  3.97

 

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 2.23

Medium-Term (5-10 yrs) 2.61

Long-Term (10+ yrs)  2.91

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Thanks to fellow actuary Jeff Hartmann for tracking down this information:

Data as of 01/31/2018 (Wednesday)

Moody's Daily Long-term Corporate Bond Yield Averages

Utilities Industrial Corporate

Aaa NA 3.59 3.59

Aa 3.74 3.71 3.73

A 3.91 3.87 3.89

Baa 4.21 4.35 4.28

Avg 3.95 3.88 3.92

 

Moody's Daily Treasury Yield Averages

Short-Term (3-5 yrs) 2.21

Medium-Term (5-10 yrs) 2.57

Long-Term (10+ yrs) 2.85

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