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US Treasury yields in February 2003

10Y average3.903%
10Y month-end3.710%28 Feb 2003
Month high4.020%5 Feb 2003
Month low3.710%28 Feb 2003

10-year yield, daily

10Y4.023.7102-0302-1402-28

Month-end curve compared

Tenor28 Feb 2003vs. prior monthvs. a year ago
1-month1.210%+4bp-55bp
3-month1.200%+2bp-59bp
6-month1.190%±0bp-68bp
1-year1.240%-7bp-101bp
2-year1.530%-19bp-153bp
3-year1.910%-25bp-173bp
5-year2.690%-33bp-158bp
7-year3.240%-31bp-146bp
10-year3.710%-29bp-117bp
20-year4.700%-23bp-91bp

Month-end 10Y–2Y slope: +218bp

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 3.903% in February 2003 and ended at 3.710% (-29bp m/m).