Download Category: 2021

KEY OBSERVATIONS
For the month of February 2021, the yield on the 10-year US Treasury Note ended at 1.41%, 34 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 7 basis points to 0.90% over Treasuries. The A Rated Corporate Credit Spread decreased by 6 basis points to 0.69%. The BBB Rated Corporate Credit Spread decreased by 8 basis points to 1.13%.

KEY OBSERVATIONS
For the month of January 2021, the yield on the 10-year US Treasury Note ended at 1.07%, 15 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index widened by 1 basis point to 0.97% over Treasuries. The A Rated Corporate Credit Spread increased by 2 basis points to 0.75%. The BBB Rated Corporate Credit Spread remained the same at 1.21%.