The data you are looking for are called bond spreads, the differential between treasury bonds and various grades of corporate bonds, and how that is changing due to recent events.A search for bond spreads suggests this is information you usually have to pay for. It does look as if BondsOnLine will give you the data to construct your own curve at least down to BBB.http://www.bondsonline.com/Corporate_Bond_Yield_Index.php?fa...I suspect this is the sort of information that firms like Bloomberg and S&P make available to their subscribers.
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