I found historical
monthly average rates for Moody's AAA and Baa bonds here:
http://www.federalreserve.gov/releases/h15/data.htm (near the end of the table)
I found historical rates for the
last business day of the month for Moody’s AA bonds here:
http://www.soa.org/ccm/cms-service/stream/...&g11n.enc=UTF-8(click on “moody_agreement.html”)
Anyone have a link to
AA monthly averages?
Caution to anyone replying: Do not post rates here, they are copyrighted. The links that Pax described have agreements with Moody's to distribute only certain rates in a very limited manner (and is why you have to go through the "agreement section" stating you will not share them on the SOA site to be able to see them).
To my knowledge, the Aa monthly averages (or daily rates) are not available in the public domain. However, you can personally go to Moody's site every day and retrieve the daily Aa rate (I actually do this), but need a subscription ($8000/yr.) to be able to directly access historical rates.
Effen
Jul 9 2004, 11:00 AM
Any reason why the SOA hasn't updated for the June 30th rate?