Download Category: Yield Spread Analysis

29 Dec 2018

November 2018

November 2018

Key Observations

For the month of November 2018, the yield on the 10-year US Treasury Note ended at 2.99%, 15 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 19 basis points to 1.37% over Treasuries. The A Rated Corporate Credit Spread increased by 13 basis points to 1.09%. The BBB Rated Corporate Credit Spreads widened by 25 basis points to 1.77%.

05 Dec 2018

October 2018

October 2018

Key Observations

For the month of October 2018, the yield on the 10-year US Treasury Note ended at 3.14%, 8 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index widened by 12 basis points to 1.18% over Treasuries. The A Rated Corporate Credit Spread increased by 11 basis points to 0.96%. The BBB Rated Corporate Credit Spreads widened by 16 basis points to 1.52%.

29 Nov 2018

October 2018

October 2018

Key Observations

For the month of October 2018, the yield on the 10-year US Treasury Note ended at 3.14%, 8 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index widened by 12 basis points to 1.18% over Treasuries. The A Rated Corporate Credit Spread increased by 11 basis points to 0.96%. The BBB Rated Corporate Credit Spreads widened by 16 basis points to 1.52%.

06 Sep 2018

September 2018

September 2018

Key Observations

For the month of September 2018, the yield on the 5-year US Treasury Note ended at 2.95%, 21 basis points higher from the previous month. The Bloomberg Barclays US High Yield Index tightened by 22 basis points to 3.16% over Treasuries. The BB Rated Corporate Credit Spread decreased by 15 basis points to 2.06%. The B Rated Corporate Credit Spreads tightened by 23 basis points to 3.12%. The CCC Rated Corporate Credit Spread decreased by 27 basis points to 5.84%.

06 Aug 2018

August 2018

August 2018

Key Observations

For the month of August 2018, the yield on the 10-year US Treasury Note ended at 2.86%, 10 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 5 basis points to 1.14% over Treasuries. The A Rated Corporate Credit Spread increased by 3 basis points to 0.92%. The BBB Rated Corporate Credit Spreads widened by 6 basis points to 1.47%.

06 Jul 2018

July 2018

July 2018

Key Observations

For the month of July 2018, the yield on the 10-year US Treasury Note ended at 2.96%, 10 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 14 basis points to 1.09% over Treasuries. The A Rated Corporate Credit Spread decreased by 12 basis points to .89%. The BBB Rated Corporate Credit Spreads tightened by 16 basis points to 1.41%.

06 Jun 2018

June 2018

June 2018

Key Observations

For the month of June 2018, the yield on the 10-year US Treasury Note ended at 2.86%, remaining the same from the previous month. The Bloomberg Barclays US Corporate Index widened by 8 basis points to 1.23% over Treasuries. The A Rated Corporate Credit Spread increased by 7 basis points to 1.01%. The BBB Rated Corporate Credit Spreads widened by 8 basis points to 1.57%.

06 May 2018

May 2018

May 2018

Key Observations

For the month of May 2018, the yield on the 10-year US Treasury Note ended at 2.86%, 9 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 7 basis point to 1.15% over Treasuries. The A Rated Corporate Credit Spread increased by 6 basis points to 0.94%. The BBB Rated Corporate Credit Spread widened by 10 basis point to 1.49%.

06 Apr 2018

April 2018

April 2018

Key Observations

For the month of April 2018, the yield on the 10-year US Treasury Note ended at 2.95%, 21 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 1 basis point to 1.08% over Treasuries. The A Rated Corporate Credit Spread decreased by 2 basis points to 0.88%. The BBB Rated Corporate Credit Spreads widened by 1 basis point to 1.39%.

06 Mar 2018

March 2018

March 2018

Key Observations

For the month of March 2018, the yield on the 10-year US Treasury ended at 2.74%, 12 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 13 basis points to 1.09% over Treasuries. The A Rated Corporate Credit Spread increased by 12 basis points to 0.90%. The BBB Rated Corporate Credit Spreads widened by 15 basis points to 1.38%.