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US Treasury yields in December 2001

10Y average5.088%
10Y month-end5.070%31 Dec 2001
Month high5.260%17 Dec 2001
Month low4.700%4 Dec 2001

10-year yield, daily

10Y5.264.705.0712-0312-1712-31

Month-end curve compared

Tenor31 Dec 2001vs. prior monthvs. a year ago
1-month1.680%-19bp–
3-month1.740%-4bp-415bp
6-month1.830%+4bp-387bp
1-year2.170%+11bp-315bp
2-year3.070%+23bp-204bp
3-year3.590%+29bp-147bp
5-year4.380%+30bp-61bp
7-year4.840%+29bp-32bp
10-year5.070%+29bp-5bp
20-year5.740%+20bp+15bp
30-year5.480%+21bp+2bp

Month-end 10Y–2Y slope: +200bp

JGB yields from Japan's Ministry of Finance; US yields are the Treasury's daily par yield curve. Percent per year; 1 bp = 0.01%. Not investment advice.

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The 10-year yield averaged 5.088% in December 2001 and ended at 5.070% (+29bp m/m).