Download Category: Yield Spread Analysis

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%.