Download Category: Yield Spread Analysis

07 Oct 2020

September 2020

September 2020

KEY OBSERVATIONS
For the month of September 2020, the yield on the 10-year US Treasury Note ended at 0.69%, 2 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 7 basis points to 1.36% over Treasuries. The A Rated Corporate Credit Spread increased by 7 basis points to 1.04%. The BBB Rated Corporate Credit Spread widened by 6 basis points to 1.73%.

17 Sep 2020

August 2020

August 2020

Key Observations

For the month of August 2020, the yield on the 10-year US Treasury Note ended at 0.71%, 18 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 4 basis points to 1.29% over Treasuries. The A Rated Corporate Credit Spread remained the same at 0.97%. The BBB Rated Corporate Credit Spread tightened by 6 basis points to 1.67%

14 Aug 2020

July 2020

July 2020

KEY OBSERVATIONS
For the month of July 2020, the yield on the 10-year US Treasury Note ended at 0.53%, 13 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 17 basis points to 1.33% over Treasuries. The A Rated Corporate Credit Spread decreased by 16 basis points to 0.97%. The BBB Rated Corporate Credit Spread tightened by 21 basis points to 1.73%.

22 Jul 2020

June 2020

June 2020

KEY OBSERVATIONS
For the month of June 2020, the yield on the 10-year US Treasury Note ended at 0.66%, 1 basis point higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 24 basis points to 1.50% over Treasuries. The A Rated Corporate Credit Spread decreased by 18 basis points to 1.13%. The BBB Rated Corporate Credit Spread tightened by 34 basis points to 1.94%

04 Jun 2020

May 2020

May 2020

KEY OBSERVATIONS
For the month of May 2020, the yield on the 10-year US Treasury Note ended at 0.65%, 1 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 28 basis points to 1.74% over Treasuries. The A Rated Corporate Credit Spread decreased by 22 basis points to 1.31%. The BBB Rated Corporate Credit Spread tightened by 36 basis points to 2.28%.

05 May 2020

April 2020

April 2020

Key Observations
For the month of April 2020, the yield on the 10-year US Treasury Note ended at 0.64%, 3 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 70 basis points to 2.02% over Treasuries. The A Rated Corporate Credit Spread decreased by 58 basis points to 1.53%. The BBB Rated Corporate Credit Spreads tightened by 89 basis points to 2.64%.

08 Apr 2020

March 2020

March 2020

KEY OBSERVATIONS
For the month of March 2020, the yield on the 10-year US Treasury Note ended at 0.67%, 48 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 150 basis points to 2.72% over Treasuries. The A Rated Corporate Credit Spread increased by 115 basis points to 2.11%. The BBB Rated Corporate Credit Spreads widened by 199 basis points to 3.53%.

03 Mar 2020

February 2020

February 2020

Key Observations
For the month of February 2020, the yield on the 10-year US Treasury Note ended at 1.15%, 36 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 20 basis points to 1.22% over Treasuries. The A Rated Corporate Credit Spread increased by 19 basis points to 0.96%. The BBB Rated Corporate Credit Spreads widened by 24 basis points to 1.54%.

06 Feb 2020

January 2020

January 2020

Key Observations
For the month of January 2020, the yield on the 10-year US Treasury Note ended at 1.51%, 41 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 9 basis points to 1.02% over Treasuries. The A Rated Corporate Credit Spread increased by 7 basis points to 0.77%. The BBB Rated Corporate Credit Spreads widened by 10 basis points to 1.30%.

20 Jan 2020

December 2019

December 2019

Key Observations
For the month of December 2019, the yield on the 10-year US Treasury Note ended at 1.92%, 14 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 12 basis points to 0.93% over Treasuries. The A Rated Corporate Credit Spread decreased by 9 basis points to 0.70%. The BBB Rated Corporate Credit Spreads tightened by 14 basis points to 1.20%.