In need of assistance collecting data

As part of my dissertation i am trying to see whether Bailey and Chan's research they did on macroeconomic influence on commodity future's spread in 1983, is more or less relevant and applicable when applied today. Given the 'financialisation' of the commodity futures market from the year 2000.
In doing so i need data from two corporate bond portfolios (rated AAA, and another rated BBB), across the time period 1990-present. And find the difference between these yields). This acts as a proxy for risk premiums on bonds (note i will also collect t-bill and remove this from the corp bond yield to account for storage effects)
I will then collect commodity future spreads for the same time period,
and use a dividend yield for the same time period for the whole US market index (as a proxy for stock premiums)
Run a regression to on the two time periods (1990-2000, 2010-present), and see whether the relationship between commodity futures spread and the macro factors (proxied by the variables above), is more or less relevant after the financialisation period.

Is anyone able to direct me where to get the data from? I have tried many sources but have so far been unsuccessful.

Thanks in advance.