Download Category: Yield Spread Analysis

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%.

06 Feb 2018

February 2018

February 2018

Key Observations

For the month of February 2018, the yield on the 10-year US Treasury ended at 2.86%, 15 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index widened by 10 basis points to 0.96% over Treasuries. The A Rated Corporate Credit Spread increased by 9 basis points to 0.78%. The BBB Rated Corporate Credit Spreads widened by 11 basis points to 1.23%.

06 Jan 2018

January 2018

January 2018

Key Observations

For the month of January 2018, the yield on the 10-year US Treasury ended at 2.71%, 30 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 7 basis points to 0.86% over Treasuries. The A Rated Corporate Credit Spread decreased by 4 basis points to 0.69%. The BBB Rated Corporate Credit Spreads tightened by 12 basis points to 1.12%.

06 Dec 2017

December 2017

December 2017

Key Observations

For the month of December 2017, the yield on the 10-year US Treasury ended at 2.41%, unchanged from the previous month. The Bloomberg Barclays US Corporate Index tightened by 4 basis points to 0.93% over Treasuries. The A Rated Corporate Credit Spread decreased by 3 basis points to 0.73%. The BBB Rated Corporate Credit Spreads tightened by 4 basis points to 1.24%.

06 Nov 2017

November 2017

November 2017

Key Observations

For the month of November 2017, the yield on the 10-year US Treasury ended at 2.41%, 3 basis points higher from where it began. The Bloomberg Barclays US Corporate Index widened by 2 basis points to 0.97% over Treasuries. The A Rated Corporate Credit Spread increased by 2 basis points to 0.76%. The BBB Rated Corporate Credit Spreads widened by 3 basis points to 1.28%.

06 Sep 2017

September 2017

September 2017

Key Observations

For the month of September 2017, the yield on the 10-year US Treasury ended at 2.33%, 21 basis points higher from where it began. The Bloomberg Barclays US Corporate Index tightened by 9 basis points to 1.01% over Treasuries. The A Rated Corporate Credit Spread decreased by 8 basis points to 0.80%. The BBB Rated Corporate Credit Spreads tightened by 11 basis points to 1.31%.