Download Category: Yield Spread Analysis

03 Nov 2022

October 2022

October 2022

KEY OBSERVATIONS
For the month of October 2022, the yield on the 10-year US Treasury Note ended at 4.05%, 22 basis points higher from the previous month. The Bloomberg US Corporate Index tightened by 1 basis point to 1.58% over Treasuries. The A Rated Corporate Credit Spread increased by 2 basis points to 1.37%. The BBB Rated Corporate Credit Spread decreased by 2 basis points to 1.90%.

05 Oct 2022

September 2022

September 2022

KEY OBSERVATIONS
For the month of September 2022, the yield on the 10-year US Treasury Note ended at 3.83%, 63 basis points higher from the previous month. The Bloomberg US Corporate Index widened by 19 basis points to 1.59% over Treasuries. The A Rated Corporate Credit Spread increased by 21 basis points to 1.35%. The BBB Rated Corporate Credit Spread increased by 18 basis points to 1.92%.

05 Sep 2022

August 2022

August 2022

KEY OBSERVATIONS
For the month of August 2022, the yield on the 10-year US Treasury Note ended at 3.20%, 55 basis points higher from the previous month. The Bloomberg US Corporate Index tightened by 4 basis points to 1.40% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 1.14%. The BBB Rated Corporate Credit Spread decreased by 5 basis points to 1.74%.

05 Aug 2022

July 2022

July 2022

KEY OBSERVATIONS
For the month of July 2022, the yield on the 10-year US Treasury Note ended at 2.65%, 37 basis points lower from the previous month. The Bloomberg US Corporate Index tightened by 11 basis points to 1.44% over Treasuries. The A Rated Corporate Credit Spread decreased by 10 basis points to 1.16%. The BBB Rated Corporate Credit Spread decreased by 13 basis points to 1.79%.

08 Jul 2022

June 2022

June 2022

KEY OBSERVATIONS
For the month of June 2022, the yield on the 10-year US Treasury Note ended at 3.02%, 17 basis points higher from the previous month. The Bloomberg US Corporate Index widened by 25 basis points to 1.55% over Treasuries. The A Rated Corporate Credit Spread increased by 21 basis points to 1.26%. The BBB Rated Corporate Credit Spread increased by 31 basis points to 1.92%.

10 Jun 2022

May 2022

May 2022

KEY OBSERVATIONS
For the month of May 2022, the yield on the 10-year US Treasury Note ended at 2.85%, 9 basis points lower from the previous month. The Bloomberg US Corporate Index tightened by 5 basis points to 1.30% over Treasuries. The A Rated Corporate Credit Spread decreased by 7 basis points to 1.05%. The BBB Rated Corporate Credit Spread decreased by 2 basis points to 1.61%.

03 May 2022

April 2022

April 2022

KEY OBSERVATIONS
For the month of April 2022, the yield on the 10-year US Treasury Note ended at 2.94%, 60 basis points higher from the previous month. The Bloomberg US Corporate Index widened by 19 basis points to 1.35% over Treasuries. The A Rated Corporate Credit Spread increased by 18 basis points to 1.12%. The BBB Rated Corporate Credit Spread increased by 21 basis points to 1.63%.

06 Apr 2022

March 2022

March 2022

KEY OBSERVATIONS
For the month of March 2022, the yield on the 10-year US Treasury Note ended at 2.34%, 51 basis points higher from the previous month. The Bloomberg US Corporate Index tightened by 6 basis points to 1.16% over Treasuries. The A Rated Corporate Credit Spread decreased by 8 basis points to 0.94%. The BBB Rated Corporate Credit Spread decreased by 4 basis points to 1.42%.

04 Mar 2022

February 2022

February 2022

KEY OBSERVATIONS
For the month of February 2022, the yield on the 10-year US Treasury Note ended at 1.83%, 5 basis points higher from the previous month. The Bloomberg US Corporate Index widened by 16 basis points to 1.22% over Treasuries. The A Rated Corporate Credit Spread increased by 15 basis points to 1.02%. The BBB Rated Corporate Credit Spread increased by 18 basis points to 1.46%

10 Feb 2022

January 2022

January 2022

KEY OBSERVATIONS
For the month of January 2022, the yield on the 10-year US Treasury Note ended at 1.78%, 27 basis points higher from the previous month. The Bloomberg US Corporate Index widened by 14 basis points to 1.06% over Treasuries. The A Rated Corporate Credit Spread increased by 13 basis points to 0.87%. The BBB Rated Corporate Credit Spread increased by 15 basis points to 1.28%.