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%