CORPORATE DEBT MARKET

STATE OF CORPORATE DEBT MARKET

 
Debt Outstanding & Issuance: Outstanding
$10.760 trillion
⇧ 5.5% YoY.
Issuance
$1.551 trillion LTM
⇧ 9.1% YoY.
 
Corporate Bond Yields: Aaa bond
Yield: 5.06%

⇧ 27 bps YoY
Baa bond
Yield: 5.81%

⇩ (6) bps YoY
 
Spread to U.S. Treasuries: Aaa spread: 80 bps
Avg historical spread: 151 bps
Baa spread: 155 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