CORPORATE DEBT MARKET

STATE OF CORPORATE DEBT MARKET

 
Debt Outstanding & Issuance: Outstanding
$10.760 trillion
⇧ 5.5% YoY.
Issuance
$1.616 trillion LTM
⇧ 26.5% YoY.
 
Corporate Bond Yields: Aaa bond
Yield: 5.20%

⇧ 82 bps YoY
Baa bond
Yield: 5.91%

⇧ 50 bps YoY
 
Spread to U.S. Treasuries: Aaa spread: 75 bps
Avg historical spread: 151 bps
Baa spread: 148 bps
Avg historical spread: 254 bps
 

CORPORATE DEBT OUTSTANDING AND ISSUANCE

Corporate Debt Outstanding

Corporate Debt Issuance

CORPORATE BOND YIELDS AND SPREADS

Aaa Corporate Bonds - Yields and Spreads

Baa Corporate Bonds - Yields and Spreads

CORPORATE BOND YIELD CURVE

YoY Change in Corporate Yield Curve

Corporate Yield Curve Maturity Walk

Spread to U.S. Treasuries by Maturity

Trends in Risk Premiums on 10-yr Corporate Bonds

YIELD CURVE MATURITY SEGMENT TRENDS

1-year Corporate Bond Yields

2-year Corporate Bond Yields

3-year Corporate Bond Yields

5-year Corporate Bond Yields

7-year Corporate Bond Yields

10-year Corporate Bond Yields