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%.
Download Category: Yield Spread Analysis
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%
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%.
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%.
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%.
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%.
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%.
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%.
July 2021
KEY OBSERVATIONS
For the month of July 2021, the yield on the 10-year US Treasury Note ended at 1.22%, 25 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 6 basis points to 0.86% over Treasuries. The A Rated Corporate Credit Spread increased by 5 basis points to 0.68%. The BBB Rated Corporate Credit Spread increased by 5 basis points to 1.05%.
June 2021
KEY OBSERVATIONS
For the month of June 2021, the yield on the 10-year US Treasury Note ended at 1.47%, 13 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index tightened by 4 basis points to 0.80% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 0.63%. The BBB Rated Corporate Credit Spread decreased by 4 basis points to 1.00%.