June 2020

KEY OBSERVATIONS
For the month of June 2020, the yield on the 10-year US Treasury Note ended at 0.66%, 1 basis point higher from the previous month. The Bloomberg Barclays US Corporate Index tightened by 24 basis points to 1.50% over Treasuries. The A Rated Corporate Credit Spread decreased by 18 basis points to 1.13%. The BBB Rated Corporate Credit Spread tightened by 34 basis points to 1.94%