Where do you guys get this information outside of a Bloomberg terminal?
I haven’t had much success finding a definitive source for spread data without a Bloomberg or data subscription on another platform (Markit). Wall Street Journal data center has current and 52 wk ranges for a number of indices (http://online.wsj.com/mdc/public/page/2_3022-bondbnchmrk.html), but if you’re looking for a historical data download I don’t know what to tell you.
outside of bloomberg, i get it from steph96…
on a more serious note, bondsonline.com has a paid subscription service where you can download historical credit spreads per S&P bond rating/term to maturity. they had a reasonable price of $40ish for the whole dataset for any particular date until they went nuts recently i think and tried to offer some crazy fee for an annual subscription.
Reuters
ML and Barclays have it on their client login as well.
The fed has some data on their site, but it is very generic and limited.
grover33 Wrote: ------------------------------------------------------- > The fed has some data on their site, but it is > very generic and limited. Yeah, I think they have historical spreads for 2 ratings.
get market yield on finra and calculate spread yourself. http://cxa.marketwatch.com/finra/BondCenter/Default.aspx cheers.