Download Category: 2019

09 Apr 2019

March 2019

March 2019

Key Observations

For the month of March 2019, the yield on the 10-year US Treasury Note ended at 2.41%, 31 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 4 basis points to 1.19% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 0.91%. The BBB Rated Corporate Credit Spreads tightened by 6 basis points to 1.53%.

11 Mar 2019

February 2019

February 2019

Key Observations

For the month of February 2019, the yield on the 10-year US Treasury Note ended at 2.72%, 9 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 5 basis points to 1.23% over Treasuries. The A Rated Corporate Credit Spread decreased by 3 basis points to 0.93%. The BBB Rated Corporate Credit Spreads tightened by 11 basis points to 1.59%.

08 Feb 2019

January 2019

January 2019

Key Observations

For the month of January 2019, the yield on the 5-year US Treasury Note ended at 2.44%, 7 basis points lower from the previous month. The Bloomberg Barclays US High Yield Index tightened by 103 basis points to 4.23% over Treasuries. The BB Rated Corporate Credit Spread decreased by 90 basis points to 2.64%. The B Rated Corporate Credit Spreads tightened by 113 basis points to 4.18%. The CCC Rated Corporate Credit Spread decreased by 146 basis points to 8.43%.