August 2020

Key Observations

For the month of August 2020, the yield on the 10-year US Treasury Note ended at 0.71%, 18 basis points higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 4 basis points to 1.29% over Treasuries. The A Rated Corporate Credit Spread remained the same at 0.97%. The BBB Rated Corporate Credit Spread tightened by 6 basis points to 1.67%