BONDDESK® | Yield Matrix


The Yield Matrix displays median yields of all major fixed-income asset classes for different maturities. It also shows yields for corporate and municipal bonds based on agency rating and maturity. The data is based on the previous day’s close.

Yield By Asset Class and Maturity

(Median Yield For Previous Trading Day)

0-6 Month6-12 Month1-2 Year2-5 Year5-10 Year10 Year+
Treasury0.010.080.161.172.343.27
CD0.350.500.701.602.503.25
Agency---1.322.473.38
Muni--0.521.052.053.32
Corp--1.002.253.875.14

The rates above reflect median yields in transactions on the most recent trading day on the BondDesk trading platform and as reported to TRACE and MSRB. Yields are based on investors purchases only and include commissions and/or mark ups. In reported trades to TRACE/MSRB, we only consider transactions in less than 100 bonds. Yields are yield-to-worst and may reflect yield-to-maturity, yield-to-worst-call, or yield to mandatory put. Cells with missing data indicate groups with inadequate data points to generate meaningful median yields.

Data as-of market close, 09/18/14

YIELD BY CREDIT RATING AND MATURITY

(Median Yield For Previous Trading Day)

1-2 Year2-5 Year5-10 Year10 Year+
AAA0.500.751.742.83
AA0.500.911.913.18
A0.571.132.113.45
BBB1.281.292.993.81

The rates above reflect median yields in transactions on the most recent trading day as reported to MSRB. We only consider investors purchases and transactions in less than 100 bonds. Yields are yield-to-worst and include commissions and/or mark ups. Cells with missing data indicate groups with inadequate data points to generate meaningful median yields.

Data as-of market close, 09/18/14

All Corporates: YIELD BY CREDIT RATING AND MATURITY

(Median Yield For Previous Trading Day)

1-2 Year2-5 Year5-10 Year10 Year+
AAA-1.572.834.19
AA0.671.603.044.11
A0.691.813.144.21
BBB1.092.283.715.29

Corporate Financials: YIELD BY CREDIT RATING AND MATURITY

(Median Yield For Previous Trading Day)

1-2 Year2-5 Year5-10 Year10 Year+
AAA----
AA1.072.284.024.65
A3.203.485.176.35
BBB1.926.535.886.12

Corporate Non-Financials: YIELD BY CREDIT RATING AND MATURITY

(Median Yield For Previous Trading Day)

1-2 Year2-5 Year5-10 Year10 Year+
AAA-1.582.904.19
AA0.541.723.034.18
A0.581.823.084.35
BBB1.252.303.615.68

The rates above reflect median yields in transactions on the most recent trading day as reported to TRACE. We only consider investors purchases and transactions in less than 100 bonds. Yields are yield-to-worst and include commissions and/or mark ups. Cells with missing data indicate groups with inadequate data points to generate meaningful median yields.

Data as-of market close, 09/18/14