Download Category: 2024

12 Jun 2024

May 2024

May 2024

KEY OBSERVATIONS
For the month of May 2024, the yield on the 10-year US Treasury Note ended at 4.50%, 18 basis points lower from the previous month. The Bloomberg US Corporate Index tightened by 2 basis points to 0.85% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 0.72%. The BBB Rated Corporate Credit Spread decreased by 3 basis points to 1.04%.

06 May 2024

April 2024

April 2024

KEY OBSERVATIONS
For the month of April 2024, the yield on the 10-year US Treasury Note ended at 4.68%, 48 basis points higher from the previous month. The Bloomberg US Corporate Index tightened by 3 basis points to 0.87% over Treasuries. The A Rated Corporate Credit Spread decreased by 3 basis points to 0.74%. The BBB Rated Corporate Credit Spread decreased by 3 basis points to 1.07%.

06 Apr 2024

March 2024

March 2024

KEY OBSERVATIONS
For the month of March 2024, the yield on the 10-year US Treasury Note ended at 4.20%, 5 basis points lower from the previous month. The Bloomberg US Corporate Index tightened by 6 basis points to 0.90% over Treasuries. The A Rated Corporate Credit Spread decreased by 5 basis points to 0.77%. The BBB Rated Corporate Credit Spread decreased by 8 basis points to 1.10%.

11 Mar 2024

February 2024

February 2024

KEY OBSERVATIONS
For the month of February 2024, the yield on the 10-year US Treasury Note ended at 4.25%, 34 basis points higher from the previous month. The Bloomberg US Corporate Index remained the same at 0.96% over Treasuries. The A Rated Corporate Credit Spread remained the same at 0.82%. The BBB Rated Corporate Credit Spread remained the same at 1.18%.

05 Feb 2024

January 2024

January 2024

KEY OBSERVATIONS
For the month of January 2024, the yield on the 10-year US Treasury Note ended at 3.91%, 3 basis points higher from the previous month. The Bloomberg US Corporate Index tightened by 3 basis points to 0.96% over Treasuries. The A Rated Corporate Credit Spread decreased by 3 basis points to 0.82%. The BBB Rated Corporate Credit Spread decreased by 3 basis points to 1.18%.