Download Category: Yield Spread Analysis

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%.

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%.