US Yield Spread
|
DATE |
BAA |
DGS10 |
Spread |
| 125 |
2014-10-01 |
4.69 |
2.42 |
2.27 |
| 126 |
2014-12-01 |
4.74 |
2.22 |
2.52 |
| 127 |
2015-01-01 |
4.45 |
NaN |
NaN |
| 128 |
2015-04-01 |
4.48 |
1.87 |
2.61 |
| 129 |
2015-05-01 |
4.89 |
2.12 |
2.77 |
| 130 |
2015-06-01 |
5.13 |
2.19 |
2.94 |
| 131 |
2015-07-01 |
5.20 |
2.43 |
2.77 |
| 132 |
2015-09-01 |
5.34 |
2.17 |
3.17 |
| 133 |
2015-10-01 |
5.34 |
2.05 |
3.29 |
| 134 |
2015-12-01 |
5.46 |
2.15 |
3.31 |
| 135 |
2016-01-01 |
5.45 |
NaN |
NaN |
| 136 |
2016-02-01 |
5.34 |
1.97 |
3.37 |
| 137 |
2016-03-01 |
5.13 |
1.83 |
3.30 |
| 138 |
2016-04-01 |
4.79 |
1.79 |
3.00 |
| 139 |
2016-06-01 |
4.53 |
1.85 |
2.68 |
| 140 |
2016-07-01 |
4.22 |
1.46 |
2.76 |
| 141 |
2016-08-01 |
4.24 |
1.51 |
2.73 |
| 142 |
2016-09-01 |
4.31 |
1.57 |
2.74 |
| 143 |
2016-11-01 |
4.71 |
1.83 |
2.88 |
| 144 |
2016-12-01 |
4.83 |
2.45 |
2.38 |
| 145 |
2017-02-01 |
4.64 |
2.48 |
2.16 |
| 146 |
2017-03-01 |
4.68 |
2.46 |
2.22 |
| 147 |
2017-05-01 |
4.55 |
2.33 |
2.22 |
| 148 |
2017-06-01 |
4.37 |
2.21 |
2.16 |
| 149 |
2017-08-01 |
4.31 |
2.26 |
2.05 |
| 150 |
2017-09-01 |
4.30 |
2.16 |
2.14 |
| 151 |
2017-11-01 |
4.27 |
2.37 |
1.90 |
| 152 |
2017-12-01 |
4.22 |
2.37 |
1.85 |
| 153 |
2018-01-01 |
4.26 |
NaN |
NaN |
| 154 |
2018-02-01 |
4.51 |
2.78 |
1.73 |
| 155 |
2018-03-01 |
4.64 |
2.81 |
1.83 |
| 156 |
2018-05-01 |
4.83 |
2.97 |
1.86 |
| 157 |
2018-06-01 |
4.83 |
2.89 |
1.94 |
| 158 |
2018-08-01 |
4.77 |
3.00 |
1.77 |
| 159 |
2018-10-01 |
5.07 |
3.09 |
1.98 |
| 160 |
2018-11-01 |
5.22 |
3.14 |
2.08 |
| 161 |
2019-01-01 |
5.12 |
NaN |
NaN |
| 162 |
2019-02-01 |
4.95 |
2.70 |
2.25 |
| 163 |
2019-03-01 |
4.84 |
2.76 |
2.08 |
| 164 |
2019-04-01 |
4.70 |
2.49 |
2.21 |
| 165 |
2019-05-01 |
4.63 |
2.52 |
2.11 |
| 166 |
2019-07-01 |
4.28 |
2.03 |
2.25 |
| 167 |
2019-08-01 |
3.87 |
1.90 |
1.97 |
| 168 |
2019-10-01 |
3.92 |
1.65 |
2.27 |
| 169 |
2019-11-01 |
3.94 |
1.73 |
2.21 |
| 170 |
2020-01-01 |
3.77 |
NaN |
NaN |
| 171 |
2020-04-01 |
4.13 |
0.62 |
3.51 |
| 172 |
2020-05-01 |
3.95 |
0.64 |
3.31 |
| 173 |
2020-06-01 |
3.64 |
0.66 |
2.98 |
| 174 |
2020-07-01 |
3.31 |
0.69 |
2.62 |
| 175 |
2020-09-01 |
3.36 |
0.68 |
2.68 |
| 176 |
2020-10-01 |
3.44 |
0.68 |
2.76 |
| 177 |
2020-12-01 |
3.16 |
0.92 |
2.24 |
| 178 |
2021-01-01 |
3.24 |
NaN |
NaN |
| 179 |
2021-02-01 |
3.42 |
1.09 |
2.33 |
| 180 |
2021-03-01 |
3.74 |
1.45 |
2.29 |
| 181 |
2021-04-01 |
3.60 |
1.69 |
1.91 |
| 182 |
2021-06-01 |
3.44 |
1.62 |
1.82 |
| 183 |
2021-07-01 |
3.24 |
1.48 |
1.76 |
| 184 |
2021-09-01 |
3.23 |
1.31 |
1.92 |
| 185 |
2021-10-01 |
3.35 |
1.48 |
1.87 |
| 186 |
2021-11-01 |
3.28 |
1.58 |
1.70 |
| 187 |
2021-12-01 |
3.30 |
1.43 |
1.87 |
| 188 |
2022-02-01 |
3.97 |
1.81 |
2.16 |
| 189 |
2022-03-01 |
4.29 |
1.72 |
2.57 |
| 190 |
2022-04-01 |
4.66 |
2.39 |
2.27 |
| 191 |
2022-06-01 |
5.27 |
2.94 |
2.33 |
| 192 |
2022-07-01 |
5.21 |
2.88 |
2.33 |
| 193 |
2022-08-01 |
5.15 |
2.60 |
2.55 |
| 194 |
2022-09-01 |
5.69 |
3.26 |
2.43 |
| 195 |
2022-11-01 |
6.07 |
4.07 |
2.00 |
| 196 |
2022-12-01 |
5.59 |
3.53 |
2.06 |
| 197 |
2023-02-01 |
5.59 |
3.39 |
2.20 |
| 198 |
2023-03-01 |
5.71 |
4.01 |
1.70 |
| 199 |
2023-05-01 |
5.77 |
3.59 |
2.18 |
| 200 |
2023-06-01 |
5.75 |
3.61 |
2.14 |
| 201 |
2023-08-01 |
6.02 |
4.05 |
1.97 |
| 202 |
2023-09-01 |
6.16 |
4.18 |
1.98 |
| 203 |
2023-11-01 |
6.29 |
4.77 |
1.52 |
| 204 |
2023-12-01 |
5.64 |
4.22 |
1.42 |