March 2020

KEY OBSERVATIONS
For the month of March 2020, the yield on the 10-year US Treasury Note ended at 0.67%, 48 basis points lower from the previous month. The Bloomberg Barclays US Corporate Index widened by 150 basis points to 2.72% over Treasuries. The A Rated Corporate Credit Spread increased by 115 basis points to 2.11%. The BBB Rated Corporate Credit Spreads widened by 199 basis points to 3.53%.