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I am looking for alternatives or relatively similar information about historical data for yields and/or asset swap spreads for bond indices in major currency. I would like to gather the info by rating (IG and HY) and per duration bucket. I am not looking for real time data, but historical series for statistical analysis.

I know that Markit provides these infos and much more for iboxx indices but at very expansive prices. Are there alternative sources cheaper to that ?

Thank you very much in advance for any suggestion

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As always the question for free available, good quality and highly technical data series is a tough one.

You can find OAS Spreads for US Corporate Bonds on FRED Database: For HY: https://fred.stlouisfed.org/series/BAMLH0A0HYM2

For BBB IG Corporate Bonds: https://fred.stlouisfed.org/series/BAMLC0A4CBBB

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