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US Treasury yields in December 2002

10Y average4.032%
10Y month-end3.830%31 Dec 2002
Month high4.240%3 Dec 2002
Month low3.820%30 Dec 2002

10-year yield, daily

10Y4.243.823.8312-0212-1612-31

Month-end curve compared

Tenor31 Dec 2002vs. prior monthvs. a year ago
1-month1.200%-5bp-48bp
3-month1.220%±0bp-52bp
6-month1.230%-7bp-60bp
1-year1.320%-24bp-85bp
2-year1.610%-47bp-146bp
3-year1.990%-52bp-160bp
5-year2.780%-50bp-160bp
7-year3.360%-52bp-148bp
10-year3.830%-39bp-124bp
20-year4.830%-35bp-91bp

Month-end 10Y–2Y slope: +222bp

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 4.032% in December 2002 and ended at 3.830% (-39bp m/m).