The chart above shows the rate at which municipalities can borrow in the short term money markets. It is calculated every Wednesday by the Securities Industry And Financial Markets Association.
Here are a few other credit indicators highlighted by the blogger Accrued Interest.
Calculated Risk also promises a daily update on credit conditions. See here and here.
The St. Louis Federal Reserve has a good section on interest rates, plus much more.
Markit.com contains a wealth of vital information on credit derivatives. Unfortunately, the charts usually go back only about three months, so it is difficult to get historical perspective. Someone at markit needs to take this website in hand and give it a good scrubbing, especially in synthesizing the data and providing the historical material.