Average YTM on Moody's BAA Rated Bonds These data were downloaded from http://www.psmfc.org/efin/getdata.html Direct questions to efin@psmfc.org Data is from release G13 at http://www.federalreserve.gov/Releases/ Monthly data are from series RIMLPBAAR_N.M Annual data are from series RIMLPBAAR_N.A. The following explain these series IDS: R.*:Rate R.I.*:Rate of interest in money and capital markets R.I.M.*:Moody's Investor Service R.I.M.L.:Long-term or Capital Market R.I.M.L.P.:Private, all industries R.I.M.L.P.BAAR.:BAA Rating _N.:Not seasonally adjusted .M:Monthly .A:Twelve months ending December Monthly averages are computed from daily averages. Annual averages are computed from monthly averages. Variables are: Year, Month, Value Month=13 indicates annual average **************Begin Data******************* 1981 1 15.03 1981 2 15.37 1981 3 15.34 1981 4 15.56 1981 5 15.95 1981 6 15.80 1981 7 16.17 1981 8 16.34 1981 9 16.92 1981 10 17.11 1981 11 16.39 1981 12 16.55 1981 13 16.04 1982 1 17.10 1982 2 17.18 1982 3 16.82 1982 4 16.78 1982 5 16.64 1982 6 16.92 1982 7 16.80 1982 8 16.32 1982 9 15.63 1982 10 14.73 1982 11 14.30 1982 12 14.14 1982 13 16.11 1983 1 13.94 1983 2 13.95 1983 3 13.61 1983 4 13.29 1983 5 13.09 1983 6 13.37 1983 7 13.39 1983 8 13.64 1983 9 13.55 1983 10 13.46 1983 11 13.61 1983 12 13.75 1983 13 13.55 1984 1 13.65 1984 2 13.59 1984 3 13.99 1984 4 14.31 1984 5 14.74 1984 6 15.05 1984 7 15.15 1984 8 14.63 1984 9 14.35 1984 10 13.94 1984 11 13.48 1984 12 13.40 1984 13 14.19 1985 1 13.26 1985 2 13.23 1985 3 13.69 1985 4 13.51 1985 5 13.15 1985 6 12.40 1985 7 12.43 1985 8 12.50 1985 9 12.48 1985 10 12.36 1985 11 11.99 1985 12 11.58 1985 13 12.72 1986 1 11.44 1986 2 11.11 1986 3 10.50 1986 4 10.19 1986 5 10.29 1986 6 10.34 1986 7 10.16 1986 8 10.18 1986 9 10.20 1986 10 10.24 1986 11 10.07 1986 12 9.970 1986 13 10.39 1987 1 9.720 1987 2 9.650 1987 3 9.610 1987 4 10.04 1987 5 10.51 1987 6 10.52 1987 7 10.61 1987 8 10.80 1987 9 11.31 1987 10 11.62 1987 11 11.23 1987 12 11.29 1987 13 10.58 1988 1 11.07 1988 2 10.62 1988 3 10.57 1988 4 10.90 1988 5 11.04 1988 6 11.00 1988 7 11.11 1988 8 11.21 1988 9 10.90 1988 10 10.41 1988 11 10.48 1988 12 10.65 1988 13 10.83 1989 1 10.65 1989 2 10.61 1989 3 10.67 1989 4 10.61 1989 5 10.46 1989 6 10.03 1989 7 9.870 1989 8 9.880 1989 9 9.910 1989 10 9.810 1989 11 9.810 1989 12 9.820 1989 13 10.18 1990 1 9.940 1990 2 10.14 1990 3 10.21 1990 4 10.30 1990 5 10.41 1990 6 10.22 1990 7 10.20 1990 8 10.41 1990 9 10.64 1990 10 10.74 1990 11 10.62 1990 12 10.43 1990 13 10.36 1991 1 10.45 1991 2 10.07 1991 3 10.09 1991 4 9.940 1991 5 9.860 1991 6 9.960 1991 7 9.890 1991 8 9.650 1991 9 9.510 1991 10 9.490 1991 11 9.450 1991 12 9.260 1991 13 9.800 1992 1 9.130 1992 2 9.230 1992 3 9.250 1992 4 9.210 1992 5 9.130 1992 6 9.050 1992 7 8.840 1992 8 8.650 1992 9 8.620 1992 10 8.840 1992 11 8.960 1992 12 8.810 1992 13 8.980 1993 1 8.670 1993 2 8.390 1993 3 8.150 1993 4 8.140 1993 5 8.210 1993 6 8.070 1993 7 7.930 1993 8 7.600 1993 9 7.340 1993 10 7.310 1993 11 7.660 1993 12 7.690 1993 13 7.930 1994 1 7.650 1994 2 7.760 1994 3 8.130 1994 4 8.520 1994 5 8.620 1994 6 8.650 1994 7 8.800 1994 8 8.740 1994 9 8.980 1994 10 9.200 1994 11 9.320 1994 12 9.100 1994 13 8.630 1995 1 9.080 1995 2 8.850 1995 3 8.700 1995 4 8.600 1995 5 8.200 1995 6 7.900 1995 7 8.040 1995 8 8.190 1995 9 7.930 1995 10 7.750 1995 11 7.680 1995 12 7.490 1995 13 8.200 1996 1 7.470 1996 2 7.630 1996 3 8.030 1996 4 8.190 1996 5 8.300 1996 6 8.400 1996 7 8.350 1996 8 8.180 1996 9 8.350 1996 10 8.070 1996 11 7.790 1996 12 7.890 1996 13 8.050 1997 1 8.090 1997 2 7.940 1997 3 8.180 1997 4 8.340 1997 5 8.200 1997 6 8.020 1997 7 7.750 1997 8 7.820 1997 9 7.700 1997 10 7.570 1997 11 7.420 1997 12 7.320 1997 13 7.870 1998 1 7.190 1998 2 7.250 1998 3 7.320 1998 4 7.330 1998 5 7.300 1998 6 7.130 1998 7 7.150 1998 8 7.140 1998 9 7.090 1998 10 7.180 1998 11 7.340 1998 12 7.230 1998 13 7.220 1999 1 7.290 1999 2 7.390 1999 3 7.530 1999 4 7.480 1999 5 7.720 1999 6 8.020 1999 7 7.950 1999 8 8.150 1999 9 8.200 1999 10 8.380 1999 11 8.150 1999 12 8.190 1999 13 7.880 2000 1 8.330 2000 2 8.290 2000 3 8.370 2000 4 8.400 2000 5 8.900 2000 6 8.480 2000 7 8.350 2000 8 8.260 2000 9 8.350 2000 10 8.340 2000 11 8.280 2000 12 8.020 2001 1 7.930 2001 2 7.870 2001 3 7.840 2001 4 8.070 2001 5 8.070 2001 6 7.970 2001 7 7.970 2001 8 7.850 2001 9 8.030 2001 10 7.910 2001 11 7.810 2001 12 8.050 2001 13 7.950 2002 1 7.870 2002 2 7.890 2002 3 8.110 2002 4 8.030 2002 5 8.090 2002 6 7.950 2002 7 7.900 2002 8 7.580 2002 9 7.400 2002 10 7.730 2002 11 7.620 2002 12 7.450 2003 1 7.350 2003 2 7.060 2003 3 6.950 2003 4 6.850 2003 5 6.380 2003 6 6.190 2003 7 6.620 2003 8 7.010 2003 9 6.790 2003 10 6.730 2003 11 6.660 2003 12 6.600 2004 1 6.440 2004 2 6.270 2004 3 6.110 2004 4 6.460 2004 5 6.750 2004 6 6.780 2004 7 6.620 2004 8 6.460 2004 9 6.270 2004 10 6.210 2004 11 6.200 2004 12 6.150 2005 1 6.020 2005 2 5.820 2005 3 6.060 2005 4 6.050 2005 5 6.010 2005 6 5.860 2005 7 5.950 2005 8 5.960 2005 9 6.030 2005 10 6.300 2005 11 6.390 2005 12 6.320 2006 1 6.240 2006 2 6.270 2006 3 6.410 2006 4 6.680 2006 5 6.750 2006 6 6.780 2006 7 6.760 2006 8 6.590 2006 9 6.430 2006 10 6.420 2006 11 6.200 2006 12 6.220 2007 1 6.340 2007 2 6.280 2007 3 6.270 2007 4 6.390 2007 5 6.390 2007 6 6.700 2007 7 6.650 2007 8 6.650 2007 9 6.590 2007 10 6.480 2007 11 6.400 2007 12 6.650 2008 1 6.540 2008 2 6.820 2008 3 6.890 2008 4 6.970 2008 5 6.930 2008 6 7.070 2008 7 7.160 2008 8 7.150 2008 9 7.310 2008 10 8.880 2008 11 9.210 2008 12 8.430 2009 1 8.140 2009 2 8.080 2009 3 8.420 2009 4 8.390 2009 5 8.060 2009 6 7.500 2009 7 7.090 2009 8 6.580 2009 9 6.310 2009 10 6.290 2009 11 6.320 2009 12 6.370 2010 1 6.250 2010 2 6.340 2010 3 6.270 2010 4 6.250 2010 5 6.050 2010 6 6.230 2010 7 6.010 2010 8 5.660 2010 9 5.660 2010 10 5.720 2010 11 5.920 2010 12 6.100 2011 1 6.090 2011 2 6.150 2011 3 6.030 2011 4 6.020 2011 5 5.780 2011 6 5.750 2011 7 5.760 2011 8 5.360 2011 9 5.270 2011 10 5.370 2011 11 5.140 2011 12 5.250 2012 1 5.230 2012 2 5.140 2012 3 5.230 2012 4 5.190 2012 5 5.070 2012 6 5.020 2012 7 4.870 2012 8 4.910 2012 9 4.840 2012 10 4.580 2012 11 4.510 2012 12 4.630 2013 1 4.730 2013 2 4.850 2013 3 4.850 2013 4 4.590 2013 5 4.730 2013 6 5.190 2013 7 5.320 2013 8 5.420 2013 9 5.470 2013 10 5.310 2013 11 5.380 2013 12 5.380 2014 1 5.190 2014 2 5.100 2014 3 5.060 2014 4 4.900 2014 5 4.760 2014 6 4.800 2014 7 4.730 2014 8 4.690 2014 9 4.800 2014 10 4.690 2014 11 4.790 2014 12 4.740 2015 1 4.450 2015 2 4.510 2015 3 4.540 2015 4 4.480 2015 5 4.890 2015 6 5.130 2015 7 5.200 2015 8 5.190 2015 9 5.340 2015 10 5.340 2015 11 5.460 2015 12 5.460 2016 1 5.450 2016 2 5.340 2016 3 5.130 2016 4 4.790 2016 5 4.680 2016 6 4.530 2016 7 4.220 2016 8 4.240 2016 9 4.310 2016 10 4.380 2016 11 4.710 2016 12 4.830 2017 1 4.660 2017 2 4.640 2017 3 4.680 2017 4 4.570 2017 5 4.550 2017 6 4.370 2017 7 4.390 2017 8 4.310 2017 9 4.300 2017 10 4.320 2017 11 4.270 2017 12 4.220 2018 1 4.260 2018 2 4.510 2018 3 4.640 2018 4 4.670 2018 5 4.830 2018 6 4.830 2018 7 4.790 2018 8 4.770 2018 9 4.880 2018 10 5.070 2018 11 5.220 2018 12 5.130 2019 1 5.120 2019 2 4.950 2019 3 4.840 2019 4 4.700 2019 5 4.630 2019 6 4.460 2019 7 4.280 2019 8 3.870 2019 9 3.910 2019 10 3.920 2019 11 3.940 2019 12 3.880 2020 1 3.770 2020 2 3.610 2020 3 4.290 2020 4 4.130 2020 5 3.950 2020 6 3.640 2020 7 3.310 2020 8 3.270 2020 9 3.360