Graph and download economic data for 100-Year High Quality Market (HQM) Corporate Bond Spot Rate (HQMCB100YR) from Jan 1984 to Jul 2025 about bonds, corporate, interest rate, interest, rate, and USA.

United States - 100-Year High Quality Market (HQM) Corporate Bond Spot Rate was 6.33% in June of 2025, according to the United States Federal Reserve. Historically, United States - 100-Year High Quality Market (HQM) Corporate Bond Spot Rate reached a record high of 12.44 in June of 1984 and a record low of 3.10 in November of 2021. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - 100-Year High Quality Market (HQM) Corporate Bond Spot Rate - last updated from the United States Federal Reserve on July of 2025.

Graph and download economic data for Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States (IRLTLT01USM156N) from Apr 1953 to Jun 2025 about long-term, 10-year, bonds, yield, government, interest rate, interest, rate, and USA.

Graph and download economic data for 50-Year High Quality Market (HQM) Corporate Bond Spot Rate (HQMCB50YR) from Jan 1984 to Jul 2025 about bonds, corporate, interest rate, interest, rate, and USA.

The yield on US 10 Year Note Bond Yield rose to 4.23% on August 29, 2025, marking a 0.02 percentage point increase from the previous session. Over the past month, the yield has fallen by 0.15 points, though it remains 0.33 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. US 10 Year Treasury Bond Note Yield - values, historical data, forecasts and news - updated on September of 2025.

The yield on US 30 Year Bond Yield eased to 4.95% on September 2, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.16 points and is 0.83 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 30 Year Bond Yield - values, historical data, forecasts and news - updated on September of 2025.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis (DGS30) from 1977-02-15 to 2025-08-28 about 30-year, maturity, Treasury, interest rate, interest, rate, and USA.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis (DGS20) from 1962-01-02 to 2025-08-28 about 20-year, maturity, Treasury, interest rate, interest, rate, and USA.

Japan LDI: Newly Issued Government Bonds Yield: 10 Year data was reported at 0.130 % pa in Sep 2018. This records an increase from the previous number of 0.110 % pa for Aug 2018. Japan LDI: Newly Issued Government Bonds Yield: 10 Year data is updated monthly, averaging 2.760 % pa from Jan 1975 (Median) to Sep 2018, with 525 observations. The data reached an all-time high of 11.050 % pa in Jan 1975 and a record low of -0.230 % pa in Jun 2016. Japan LDI: Newly Issued Government Bonds Yield: 10 Year data remains active status in CEIC and is reported by Economic and Social Research Institute. The data is categorized under Global Database’s Japan – Table JP.S001: Leading Indicators: 2015=100.

This statistic shows ten leading UK investment funds in the category "sterling corporate bonds" ranked by the performance value in five-year period as of end of November 2023. An investor looking to make a 100 British pound investment in November 2019 with the leading fund would have a value of *** British pounds by the end of November 2024.

In 2023, the country that issued the highest value of sustainable bonds - either from the government or organizations domiciled in that country - was the United States, with almost 100 billion U.S. dollars of fixed income debt issued. China was second, with nearly ** billion U.S. dollars, then Germany with ** billion U.S. dollars. However, it should be noted that the balance between debt for environmental and social purposes was very different between these countries, with the majority of debt issued by France being for social purposes. If just considering the value of green bonds issued (i.e. bonds issued for environmental projects), the highest issuer in 2023 was China. The European sustainable bond market Overall, Europe is the clear leader in the sustainable bond market, having issued more sustainable bonds than any other region since 2014 (including supranational organizations). Given the sustainable bonds issued over this period were for environmental causes, the European green bond market is highly advanced. Types of sustainable bonds While green bonds are the most common type of sustainable bond, there are also social bonds which raise money for social (rather than environmental) causes. In addition, there is the broader category of sustainable bonds, which are for a combination of both social and environmental causes. The category of what is a social cause is somewhat broad, however, generating some controversy. For example while China does issue a high number of green bonds, they issued a far higher value of social bonds in 2020. Much of this debt was labelled as for dealing with the coronavirus (COVID-19) pandemic, which meant it could be classified as social bonds. This is controversial, as in many other countries debt raised for this purpose may not have been not categorized as sustainable. Some have also raised questions about whether such bonds can even be considered sustainable in the first place, given some certifications only required ** percent of the money raised to be used for causes directly related to the fight against COVID-19 (such as manufacturing medical devices, building hospitals, or scientific research).

This statistic depicts *** leading UK investment funds in the category "sterling corporate bonds" ranked by ******** performance period as of end of November 2024. An investor looking to make a 100 British pound investment in November 2023 with Neuberger Berman Corporate Hybrid Bond P GBP Hedged fund would have a value of ****** British pounds by the end of November 2024.

Korea LDCI: Interest Rate Spread: 3 Year Treasury Bonds Less Call Rate data was reported at 0.600 NA in Dec 2007. This records an increase from the previous number of 0.500 NA for Nov 2007. Korea LDCI: Interest Rate Spread: 3 Year Treasury Bonds Less Call Rate data is updated monthly, averaging 0.750 NA from Jan 1995 (Median) to Dec 2007, with 156 observations. The data reached an all-time high of 4.200 NA in Feb 2000 and a record low of -8.700 NA in Mar 1998. Korea LDCI: Interest Rate Spread: 3 Year Treasury Bonds Less Call Rate data remains active status in CEIC and is reported by Statistics Korea. The data is categorized under Global Database’s Korea – Table KR.S004: Composite Economic Index: 2000=100.

Graph and download economic data for Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United Kingdom (IRLTLT01GBM156N) from Jan 1960 to Jul 2025 about long-term, 10-year, United Kingdom, bonds, yield, government, interest rate, interest, and rate.

Ireland ISEQ Bonds: Irish Stock Exchange: Value Index: More than 10 Years data was reported at 139.630 30Jun2004=100 in Oct 2018. This records an increase from the previous number of 139.410 30Jun2004=100 for Sep 2018. Ireland ISEQ Bonds: Irish Stock Exchange: Value Index: More than 10 Years data is updated monthly, averaging 105.390 30Jun2004=100 from Mar 2003 (Median) to Oct 2018, with 188 observations. The data reached an all-time high of 154.350 30Jun2004=100 in Jul 2016 and a record low of 63.380 30Jun2004=100 in Jun 2011. Ireland ISEQ Bonds: Irish Stock Exchange: Value Index: More than 10 Years data remains active status in CEIC and is reported by Irish Stock Exchange. The data is categorized under Global Database’s Ireland – Table IE.Z001: Irish Stock Exchange: Index.

Graph and download economic data for 100-Year High Quality Market (HQM) Corporate Bond Spot Rate from Jan 1984 to Jun 2025 about bonds, corporate, interest rate, interest, rate, and USA.

Korea LDCI: MoM: Int Rate Spread: 3 Year Treasury Bonds Less Call Rate data was reported at 0.100 % in Dec 2012. This stayed constant from the previous number of 0.100 % for Nov 2012. Korea LDCI: MoM: Int Rate Spread: 3 Year Treasury Bonds Less Call Rate data is updated monthly, averaging 0.000 % from Feb 1995 (Median) to Dec 2012, with 215 observations. The data reached an all-time high of 2.200 % in May 1998 and a record low of -2.800 % in Jan 1998. Korea LDCI: MoM: Int Rate Spread: 3 Year Treasury Bonds Less Call Rate data remains active status in CEIC and is reported by Statistics Korea. The data is categorized under Global Database’s Korea – Table KR.S003: Composite Economic Index: 2005=100.

This dataset includes 50 TIFF files showing promissory notes from Lancaster County in Virginia. They were created to issue short-term debts to individuals or companies. These documents were collected in association with the Dangerous Harbor Project which used courthouse documents to identify escaped unfree laborers in the 17th century Chesapeake and the punishments associated with their escape. To learn more about this project, please go to the Dangerous Harbor Website.

Lucror Analytics: Proprietary Bond Data Data for Credit Quality & Bond Valuation

At Lucror Analytics, we provide cutting-edge corporate data solutions tailored to fixed income professionals and organizations in the financial sector. Our datasets encompass issuer and issue-level credit quality, bond fair value metrics, and proprietary scores designed to offer nuanced, actionable insights into global bond markets that help you stay ahead of the curve. Covering over 3,300 global issuers and over 80,000 bonds, we empower our clients to make data-driven decisions with confidence and precision.

By leveraging our proprietary C-Score, V-Score , and V-Score I models, which utilize CDS and OAS data, we provide unparalleled granularity in credit analysis and valuation. Whether you are a portfolio manager, credit analyst, or institutional investor, Lucror’s data solutions deliver actionable insights to enhance strategies, identify mispricing opportunities, and assess market trends.

What Makes Lucror’s Bond Data Unique?

Proprietary Credit and Valuation Models Our proprietary C-Score, V-Score, and V-Score I are designed to provide a deeper understanding of credit quality and bond valuation:

C-Score: A composite score (0-100) reflecting an issuer's credit quality based on market pricing signals such as CDS spreads. Responsive to near-real-time market changes, the C-Score offers granular differentiation within and across credit rating categories, helping investors identify mispricing opportunities.

V-Score: Measures the deviation of an issue’s option-adjusted spread (OAS) from the market fair value, indicating whether a bond is overvalued or undervalued relative to the market.

V-Score I: Similar to the V-Score but benchmarked against industry-specific fair value OAS, offering insights into relative valuation within an industry context.

Comprehensive Global Coverage Our datasets cover over 3,300 issuers and 80,000 bonds across global markets, ensuring 90%+ overlap with prominent IG and HY benchmark indices. This extensive coverage provides valuable insights into issuers across sectors and geographies, enabling users to analyze issuer and market dynamics comprehensively.

Data Customization and Flexibility We recognize that different users have unique requirements. Lucror Analytics offers tailored datasets delivered in customizable formats, frequencies, and levels of granularity, ensuring that our data integrates seamlessly into your workflows.

High-Frequency, High-Quality Data Our C-Score, V-Score, and V-Score I models and metrics are updated daily using end-of-day (EOD) data from S&P. This ensures that users have access to current and accurate information, empowering timely and informed decision-making.

How Is the Data Sourced? Lucror Analytics employs a rigorous methodology to source, structure, transform and process data, ensuring reliability and actionable insights:

Proprietary Bond Data Models: Our scores are derived from proprietary quant algorithms based on CDS spreads, OAS, and other issuer and bond data.

Global Data Partnerships: Our collaborations with S&P and other reputable data providers ensure comprehensive and accurate datasets.

Data Cleaning and Structuring: Advanced processes ensure data integrity, transforming raw inputs into actionable insights.

Primary Use Cases

1. Portfolio Construction & Rebalancing Lucror’s C-Score provides a granular view of issuer credit quality, allowing portfolio managers to evaluate risks and identify mispricing opportunities. With CDS-driven insights and daily updates, clients can incorporate near-real-time issuer/bond movements into their credit assessments.

2. Portfolio Optimization The V-Score and V-Score I allow portfolio managers to identify undervalued or overvalued bonds, supporting strategies that optimize returns relative to credit risk. By benchmarking valuations against market and industry standards, users can uncover potential mean-reversion opportunities and enhance portfolio performance.

3. Risk Management With data updated daily, Lucror’s models provide dynamic insights into market risks. Organizations can use this data to monitor shifts in credit quality, assess valuation anomalies, and adjust exposure proactively.

4. Strategic Decision-Making Our comprehensive datasets enable financial institutions to make informed strategic decisions. Whether it’s assessing the fair value of bonds, analyzing industry-specific credit spreads, or understanding broader market trends, Lucror’s data delivers the depth and accuracy required for success.

Why Choose Lucror Analytics? Lucror Analytics is committed to providing high-quality, actionable data solutions tailored to the evolving needs of the financial sector. Our unique combination of proprietary models, rigorous sourcing of high-quality data, and customizable delivery ensures that users have the insights they need to make smarter decisions.

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Ireland ISEQ Bonds: Irish Stock Exchange: Value Index: Under 3 Years data was reported at 83.270 30Jun2004=100 in Jun 2018. This records a decrease from the previous number of 83.590 30Jun2004=100 for May 2018. Ireland ISEQ Bonds: Irish Stock Exchange: Value Index: Under 3 Years data is updated monthly, averaging 96.960 30Jun2004=100 from Mar 2003 (Median) to Jun 2018, with 184 observations. The data reached an all-time high of 102.200 30Jun2004=100 in May 2003 and a record low of 83.270 30Jun2004=100 in Jun 2018. Ireland ISEQ Bonds: Irish Stock Exchange: Value Index: Under 3 Years data remains active status in CEIC and is reported by Irish Stock Exchange. The data is categorized under Global Database’s Ireland – Table IE.Z001: Irish Stock Exchange: Index.