by Amruth Sundarkumar | Sep 30, 2022 | Credit Ratings, Macroeconomic news
US Treasury yields rose on Thursday with the 10Y yield up 3bp to 3.79% and the 2Y higher by 7bp to 4.22%. The peak Fed Funds Rate currently stands at 4.47% for the FOMC’s March 2023 meeting. US credit markets saw a widening of CDS spreads, with IG wider by 1.5bp...
by Amruth Sundarkumar | Sep 29, 2022 | Credit Ratings, Macroeconomic news
US Treasury yields fell sharply on Wednesday as buy-side flows took over, following the BoE’s announcement on purchases of UK gilts. The US 10Y yield declined 22bp to 3.76% and the 5Y yield dipped 24bp to 3.98%. The peak Fed Funds Rate currently stands at 4.46%...
by Amruth Sundarkumar | Sep 28, 2022 | Credit Ratings, Macroeconomic news
Long-term US Treasury bond yields continued to rise on Tuesday with the 10Y up 10bp to 3.98% and the 30Y up 15bp to 3.86%. The peak Fed Funds Rate currently stands at 4.56% for the FOMC’s May 2023 meeting, having eased 10bp yesterday. US credit markets saw a...
by Amruth Sundarkumar | Sep 27, 2022 | Credit Ratings, Macroeconomic news
US government bond yields continued to trend higher on Monday with the 10Y Treasury up 15bp to 3.88% and the 2Y up 6bp to 4.32%. The peak Fed Funds Rate currently stands at 4.66% for the FOMC’s May 2023 meeting, having eased by 8bp. US credit markets saw a...
by Amruth Sundarkumar | Sep 26, 2022 | Credit Ratings, Macroeconomic news
US short-end bond yields rose on Friday with 2Y Treasury up 12bp to 4.24% and the 5Y up 8bp to 4.01%. The peak Fed Funds Rate currently stands at 4.74% for the FOMC’s May 2023 meeting, up 7bp. US credit markets saw a widening of IG CDS spreads by 3.5bp with HY...
by Amruth Sundarkumar | Sep 23, 2022 | Credit Ratings, Macroeconomic news
Thursday was a spike in the long-end of the US Treasury curve, leading to a 15bp bear steepening in the 2s10s. 10Y yields jumped 15bp to 3.71% and the 30Y was up 12bp to 3.65% while the 2Y was flat. This comes after the 2s10s curve bear flattened by 16bp in the...
