Source: Board of Governors of the Federal Reserve System (US)  

Release: H.8 Assets and Liabilities of Commercial Banks in the United States  

Units:  Billions of U.S. Dollars, Seasonally Adjusted

Frequency:  Monthly

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Source: U.S. Bureau of Economic Analysis  

Release: Gross Domestic Product  

Units:  Billions of Dollars, Seasonally Adjusted Annual Rate

Frequency:  Quarterly

BEA Account Code: A126RC

A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Source: U.S. Department of the Treasury  

Release: Corporate Bond Yield Curve  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

The spot rate for any maturity is defined as the yield on a bond that gives a single payment at that maturity. This is called a zero coupon bond. Because high quality zero coupon bonds are not generally available, the HQM methodology computes the spot rates so as to make them consistent with the yields on other high quality bonds. The HQM yield curve uses data from a set of high quality corporate bonds rated AAA, AA, or A that accurately represent the high quality corporate bond market.

The HQM methodology projects yields beyond 30 years maturity out to 100 years maturity to get discount rates for long-dated pension liabilities.

For more information see https://www.treasury.gov/resource-center/economic-policy/corp-bond-yield/Pages/Corp-Yield-Bond-Curve-Papers.aspx

Source: Board of Governors of the Federal Reserve System (US)  

Release: H.15 Selected Interest Rates  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Discount Basis

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Source: Moody’s  

Release: Moody's Daily Corporate Bond Yield Averages

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

These instruments are based on bonds with maturities 20 years and above.

© 2017, Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “Moody’s”). All rights reserved. Moody’s ratings and other information (“Moody’s Information”) are proprietary to Moody’s and/or its licensors and are protected by copyright and other intellectual property laws. Moody’s Information is licensed to Client by Moody’s. MOODY’S INFORMATION MAY NOT BE COPIED OR OTHERWISE REPRODUCED, REPACKAGED, FURTHER TRANSMITTED, TRANSFERRED, DISSEMINATED, REDISTRIBUTED OR RESOLD, OR STORED FOR SUBSEQUENT USE FOR ANY SUCH PURPOSE, IN WHOLE OR IN PART, IN ANY FORM OR MANNER OR BY ANY MEANS WHATSOEVER, BY ANY PERSON WITHOUT MOODY’S PRIOR WRITTEN CONSENT.