Download Category: Yield Spread Analysis

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%.

08 Feb 2019

January 2019

January 2019

Key Observations

For the month of January 2019, the yield on the 5-year US Treasury Note ended at 2.44%, 7 basis points lower from the previous month. The Bloomberg Barclays US High Yield Index tightened by 103 basis points to 4.23% over Treasuries. The BB Rated Corporate Credit Spread decreased by 90 basis points to 2.64%. The B Rated Corporate Credit Spreads tightened by 113 basis points to 4.18%. The CCC Rated Corporate Credit Spread decreased by 146 basis points to 8.43%.

29 Jan 2019

December 2018

December 2018

Key Observations

For the month of December 2018, the yield on the 5-year US Treasury Note ended at 2.51%, 30 basis points lower from the previous month. The Bloomberg Barclays US High Yield Index widened by 108 basis points to 5.26% over Treasuries. The BB Rated Corporate Credit Spread increased by 79 basis points to 3.54%. The B Rated Corporate Credit Spreads widened by 115 basis points to 5.31%. The CCC Rated Corporate Credit Spread increased by 180 basis points to 9.89%.