Market Briefing: US Bond Yields - Yardeni Research
Market Briefing: US Bond Yields
Yardeni Research, Inc.
October 13, 2023
Dr. Edward Yardeni
516-972-7683 eyardeni@
Mali Quintana
480-664-1333 aquintana@
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Table Of Contents Table Of Contents
US Government Bond Yield
1
US Mortgage Rate & Bond Yield
2
US High-Yield Corporate Bond Yield & Spread
3
US Municipal Yield & Spread
4
Bond Yield
5-7
October 13, 2023 / Market Briefing: US Bond Yields
Yardeni Research, Inc.
US Government Bond Yield
Figure 1.
18
10-YEAR US TREASURY BOND YIELD
16
(percent, monthly)
18 Latest (4.38)
16
14
14
12
12
10
10
8
8
6
6
Sep
4
4
2
2
0
0
53 55 57 59 61 63 65 67 69 71 73 75 77 79 81 83 85 87 89 91 93 95 97 99 01 03 05 07 09 11 13 15 17 19 21 23 25 27
Note: Shaded areas are recessions according to the National Bureau of Economic Research. Source: Haver Analytics.
Figure 2.
6.0
10-YEAR US TREASURY BOND YIELD
5.5
(percent, daily)
5.0
4.5
6.0 Latest (4.63)
5.5
5.0 10/13
4.5
4.0
4.0
3.5
3.5
3.0
3.0
2.5
2.5
2.0
2.0
1.5
1.5
1.0
1.0
.5
.5
.0
.0
2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Source: Federal Reserve Board.
Page 1 / October 13, 2023 / Market Briefing: US Bond Yields
Yardeni Research, Inc.
US Mortgage Rate & Bond Yield
Figure 3.
8.5
8.0 US INTEREST RATES (percent, daily)
7.5
7.0
6.5
30-Year Mortgage Rate (8.09) 10-Year Treasury Yield (4.63)
8.5
10/12
8.0
7.5
7.0
6.5
6.0
6.0
5.5
5.5
5.0
5.0
4.5
10/13
4.5
4.0
4.0
3.5
3.5
3.0
3.0
2.5
2.5
2.0
2.0
1.5
1.5
1.0
1.0
.5
.5
.0
.0
2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Source: Board of Governors of the Federal Reserve System.
Figure 4.
4
30-YEAR MORTGAGE RATE MINUS 10-YEAR US TREASURY BOND YIELD (basis points, daily)
3 Spread (3)
2
4 10/12
3
2
1
1
0
0
2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Source: The Wall Street Journal and Federal Reserve Board.
Page 2 / October 13, 2023 / Market Briefing: US Bond Yields
Yardeni Research, Inc.
US High-Yield Corporate Bond Yield & Spread
Figure 5.
30
YIELD ON US HIGH-YIELD CORPORATE BONDS (percent, daily)
30 Latest (9.07)
25
25
20
20
15
15
10
10
10/13
5
5
0
0
97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Note: Shaded areas are recessions according to the National Bureau of Economic Research. Source: Bank of America Merrill Lynch.
Figure 6.
2600
YIELD SPREAD US HIGH-YIELD CORPORATE LESS
2400
10-YEAR US TREASURY BOND
(basis points, daily)
2200
2600 Latest (444)
2400
2200
2000
2000
1800
1800
1600
1600
1400
1400
1200
1200
1000
1000
800
800
600
600
400
10/13 400
200
200
97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Note: Shaded areas are recessions according to the National Bureau of Economic Research. Source: Bank of America Merrill Lynch and Federal Reserve Board.
Page 3 / October 13, 2023 / Market Briefing: US Bond Yields
Yardeni Research, Inc.
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