Download Category: 2020

Key Observations
For the month of February 2020, the yield on the 10-year US Treasury Note ended at 1.15%, 36 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 20 basis points to 1.22% over Treasuries. The A Rated Corporate Credit Spread increased by 19 basis points to 0.96%. The BBB Rated Corporate Credit Spreads widened by 24 basis points to 1.54%.

Key Observations
For the month of January 2020, the yield on the 10-year US Treasury Note ended at 1.51%, 41 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 9 basis points to 1.02% over Treasuries. The A Rated Corporate Credit Spread increased by 7 basis points to 0.77%. The BBB Rated Corporate Credit Spreads widened by 10 basis points to 1.30%.