Download Category: Yield Spread Analysis

05 Dec 2019

November 2019

November 2019

Key Observations
For the month of November 2019, the yield on the 10-year US Treasury Note ended at 1.78%, 9 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 5 basis points to 1.05% over Treasuries. The A Rated Corporate Credit Spread decreased by 5 basis points to 0.79%. The BBB Rated Corporate Credit Spreads tightened by 7 basis points to 1.34%.

15 Nov 2019

October 2019

October 2019

Key Observations
For the month of October 2019, the yield on the 5-year US Treasury Note ended at 1.52%, 3 basis points lower from the previous month. The Bloomberg Barclays US High Yield Index widened by 19 basis points to 3.92% over Treasuries. The BB Rated Corporate Credit Spread remained the same at 2.15%. The B Rated Corporate Credit Spread widened by 28 basis points to 3.98%. The CCC Rated Corporate Credit Spread increased by 65 basis points to 10.12%.

15 Oct 2019

September 2019

September 2019

Key Observations
For the month of September 2019, the yield on the 10-year US Treasury Note ended at 1.67%, 17 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 5 basis points to 1.15% over Treasuries. The A Rated Corporate Credit Spread decreased by 3 basis points to 0.89%. The BBB Rated Corporate Credit Spreads tightened by 7 basis points to 1.47%.

06 Sep 2019

August 2019

August 2019

Key Observations
For the month of August 2019, the yield on the 5-year US Treasury Note ended at 1.39%, 44 basis points lower from the previous month. The Bloomberg Barclays US High Yield Index widened by 22 basis points to 3.93% over Treasuries. The BB Rated Corporate Credit Spread decreased by 3 basis points to 2.21%. The B Rated Corporate Credit Spreads widened by 32 basis points to 4.05%. The CCC Rated Corporate Credit Spread increased by 100 basis points to 9.74%.

11 Aug 2019

July 2019

July 2019

Key Observations
For the month of July 2019, the yield on the 10-year US Treasury Note ended at 2.02%, 1 basis point higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 7 basis points to 1.08% over Treasuries. The A Rated Corporate Credit Spread decreased by 6 basis points to 0.82%. The BBB Rated Corporate Credit Spreads tightened by 8 basis points to 1.38%

11 Jul 2019

June 2019

June 2019

Key Observations

For the month of June 2019, the yield on the 10-year US Treasury Note ended at 2.01%, 12 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 13 basis points to 1.15% over Treasuries. The A Rated Corporate Credit Spread decreased by 12 basis points to 0.88%. The BBB Rated Corporate Credit Spreads tightened by 16 basis points to 1.46%

05 Jun 2019

May 2019

May 2019

Key Observations

For the month of May 2019, the yield on the 10-year US Treasury Note ended at 2.13%, 37 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 17 basis points to 1.28% over Treasuries. The A Rated Corporate Credit Spread increased by 15 basis points to 1.00%. The BBB Rated Corporate Credit Spreads widened by 21 basis points to 1.62%.

07 May 2019

April 2019

April 2019

Key Observations

For the month of April 2019, the yield on the 10-year US Treasury Note ended at 2.50%, 9 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 8 basis points to 1.11% over Treasuries. The A Rated Corporate Credit Spread decreased by 6 basis points to 0.85%. The BBB Rated Corporate Credit Spreads tightened by 12 basis points to 1.41%.

09 Apr 2019

March 2019

March 2019

Key Observations

For the month of March 2019, the yield on the 10-year US Treasury Note ended at 2.41%, 31 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 4 basis points to 1.19% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 0.91%. The BBB Rated Corporate Credit Spreads tightened by 6 basis points to 1.53%.

11 Mar 2019

February 2019

February 2019

Key Observations

For the month of February 2019, the yield on the 10-year US Treasury Note ended at 2.72%, 9 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 5 basis points to 1.23% over Treasuries. The A Rated Corporate Credit Spread decreased by 3 basis points to 0.93%. The BBB Rated Corporate Credit Spreads tightened by 11 basis points to 1.59%.