Download Category: Yield Spread Analysis

11 Apr 2023

March 2023

March 2023

KEY OBSERVATIONS
For the month of March 2023, the yield on the 10-year US Treasury Note ended at 3.47%, 45 basis points lower from the previous month. The Bloomberg US Corporate Index widened by 14 basis points to 1.38% over Treasuries. The A Rated Corporate Credit Spread increased by 14 basis points to 1.18%. The BBB Rated Corporate Credit Spread increased by 17 basis points to 1.68%.

09 Mar 2023

February 2023

February 2023

KEY OBSERVATIONS
For the month of February 2023, the yield on the 10-year US Treasury Note ended at 3.92%, 41 basis points higher from the previous month. The Bloomberg US Corporate Index widened by 7 basis points to 1.24% over Treasuries. The A Rated Corporate Credit Spread increased by 7 basis points to 1.04%. The BBB Rated Corporate Credit Spread increased by 7 basis points to 1.51%.

11 Feb 2023

January 2023

January 2023

KEY OBSERVATIONS
For the month of January 2023, the yield on the 10-year US Treasury Note ended at 3.51%, 37 basis points lower from the previous month. The Bloomberg US Corporate Index tightened by 13 basis points to 1.17% over Treasuries. The A Rated Corporate Credit Spread decreased by 12 basis points to 0.97%. The BBB Rated Corporate Credit Spread decreased by 15 basis points to 1.44%.

11 Jan 2023

Decemeber 2022

Decemeber 2022

KEY OBSERVATIONS
For the month of December 2022, the yield on the 10-year US Treasury Note ended at 3.88%, 27 basis points higher from the previous month. The Bloomberg US Corporate Index tightened by 3 basis points to 1.30% over Treasuries. The A Rated Corporate Credit Spread decreased by 3 basis points to 1.09%. The BBB Rated Corporate Credit Spread decreased by 4 basis points to 1.59%.

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%.