Download Category: 2021

11 Jan 2022

December 2021

December 2021

KEY OBSERVATIONS
For the month of December 2021, the yield on the 10-year US Treasury Note ended at 1.51%, 6 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 7 basis points to 0.92% over Treasuries. The A Rated Corporate Credit Spread decreased by 6 basis points to 0.74%. The BBB Rated Corporate Credit Spread decreased by 8 basis points to 1.13%.

07 Dec 2021

November 2021

November 2021

KEY OBSERVATIONS
For the month of November 2021, the yield on the 10-year US Treasury Note ended at 1.45%, 11 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 12 basis points to 0.99% over Treasuries. The A Rated Corporate Credit Spread increased by 10 basis points to 0.80%. The BBB Rated Corporate Credit Spread increased by 15 basis points to 1.21%.

12 Nov 2021

October 2021

October 2021

KEY OBSERVATIONS
For the month of October 2021, the yield on the 10-year US Treasury Note ended at 1.56%, 7 basis points higher from the previous month. The Bloomberg US Corporate Index widened by 3 basis points to 0.87% over Treasuries. The A Rated Corporate Credit Spread increased by 3 basis points to 0.70%. The BBB Rated Corporate Credit Spread increased by 2 basis points to 1.06%.

05 Oct 2021

September 2021

September 2021

KEY OBSERVATIONS
For the month of September 2021, the yield on the 10-year US Treasury Note ended at 1.49%, 18 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 3 basis points to 0.84% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 0.67%. The BBB Rated Corporate Credit Spread decreased by 3 basis points to 1.04%.

03 Sep 2021

August 2021

August 2021

KEY OBSERVATIONS
For the month of August 2021, the yield on the 10-year US Treasury Note ended at 1.31%, 9 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index widened by 1 basis point to 0.87% over Treasuries. The A Rated Corporate Credit Spread increased by 1 basis point to 0.69%. The BBB Rated Corporate Credit Spread increased by 2 basis points to 1.07%.

05 Aug 2021

July 2021

July 2021

KEY OBSERVATIONS
For the month of July 2021, the yield on the 10-year US Treasury Note ended at 1.22%, 25 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 6 basis points to 0.86% over Treasuries. The A Rated Corporate Credit Spread increased by 5 basis points to 0.68%. The BBB Rated Corporate Credit Spread increased by 5 basis points to 1.05%.

08 Jul 2021

June 2021

June 2021

KEY OBSERVATIONS
For the month of June 2021, the yield on the 10-year US Treasury Note ended at 1.47%, 13 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 4 basis points to 0.80% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 0.63%. The BBB Rated Corporate Credit Spread decreased by 4 basis points to 1.00%.

03 Jun 2021

May 2021

May 2021

KEY OBSERVATIONS
For the month of May 2021, the yield on the 10-year US Treasury Note ended at 1.60%, 3 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 4 basis points to 0.84% over Treasuries. The A Rated Corporate Credit Spread decreased by 4 basis points to 0.65%. The BBB Rated Corporate Credit Spread decreased by 5 basis points to 1.04%.

12 May 2021

April 2021

April 2021

KEY OBSERVATIONS
For the month of April 2021, the yield on the 10-year US Treasury Note ended at 1.63%, 11 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 3 basis points to 0.88% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 0.69%. The BBB Rated Corporate Credit Spread decreased by 3 basis points to 1.09%.

05 Apr 2021

March 2021

March 2021

KEY OBSERVATIONS
For the month of March 2021, the yield on the 10-year US Treasury Note ended at 1.74%, 33 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index widened by 1 basis point to 0.91% over Treasuries. The A Rated Corporate Credit Spread increased by 2 basis points to 0.71%. The BBB Rated Corporate Credit Spread decreased by 1 basis point to 1.12%.