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Credit spreads are a key economic indicator. They are the difference between yields on corporate and government debt. They are a measure of confidence in the private sector, they provide insight into economic culture.

Where can I find a free and reliable online daily historical data source that indicates how credit spreads are moving by region?

CDX and iTraxx quotes provide exactly this information but as an individual, you struggle to even pay Markit to provide them - they generally only have corporate clients.

Quandl.com has databases of bond yield by credit rating which could be used in conjunction with government interest rates to get an indication of how spreads are moving but the data is not reliable and there is little explanation of what regions/markets the databases cover.

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  • $\begingroup$ hmm so it looks like you can view buit not extract at Markit (but you can view till 2010 or prior - lot of data there, even intraday! (was looking at markit.com/markit.jsp?jsppage=trindices.jsp). Sadly, I wouldn't really trust any other source other than BBG which is obviously not free. Having said that, have been away from a trading desk for a bit so maybe someone else has alternatives. $\endgroup$ – Mehness Dec 7 '16 at 15:36
  • $\begingroup$ Thanks! I got the free Markit log in after posting this. I see the index levels I need and you can query specific dates. It doesn't seem like you can pull a date range though - this is what I'm trying to do so I can analyse a timeseries. $\endgroup$ – DVCITIS Dec 7 '16 at 15:42
  • $\begingroup$ yes they have a lot of high quality data going back a long time, any desk I've been has always used / contributed to em, good luck! $\endgroup$ – Mehness Dec 7 '16 at 16:02

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