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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
Month-end curve compared
| Tenor | 31 Dec 2001 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-month | 1.680% | -19bp | – |
| 3-month | 1.740% | -4bp | -415bp |
| 6-month | 1.830% | +4bp | -387bp |
| 1-year | 2.170% | +11bp | -315bp |
| 2-year | 3.070% | +23bp | -204bp |
| 3-year | 3.590% | +29bp | -147bp |
| 5-year | 4.380% | +30bp | -61bp |
| 7-year | 4.840% | +29bp | -32bp |
| 10-year | 5.070% | +29bp | -5bp |
| 20-year | 5.740% | +20bp | +15bp |
| 30-year | 5.480% | +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).