Yield curves are a valuable tool for economic analysis. It is particularly interesting to analyse the difference between Government Debt yields and Corporate Debt yields (credit spreads). This gives insight into confidence within the financial markets and economic health in general.

The government yield curve is easily accessible here but corporate yields are more difficult. I need a curve built from an index which gives an indication of the whole market.

There are some datasets available on quandl which give yields for different types of bonds. The S&P 500 Bond Index provides some good perspective on S&P 500 bonds. I can't find anything though that gives an indication of either corporate bond prices or yields at different maturities. The maturity breakdown is needed to build a yield curve.

Does anyone know where corporate bond yield curve data (corporate bond index yields/prices by maturity) is published for free? I'm particularly interested in XML/JSON resources.

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    $\begingroup$ Just a comment, because you don't get XML/JSON and it's not entirely free, but: markit.com publishes the iBoxx indices which are used for example by EIOPA to obtain some risk corrections. It is possible to register for free and have a look at the data, but maybe a sales rep will call in you in some months... $\endgroup$ Nov 29, 2015 at 10:08


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