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US Treasury yields in July 2003

10Y average3.975%
10Y month-end4.490%31 Jul 2003
Month high4.490%31 Jul 2003
Month low3.560%1 Jul 2003

10-year yield, daily

10Y4.493.5607-0107-1707-31

Month-end curve compared

Tenor31 Jul 2003vs. prior monthvs. a year ago
1-month0.910%+10bp-82bp
3-month0.960%+6bp-75bp
6-month1.020%+4bp-68bp
1-year1.280%+19bp-52bp
2-year1.800%+48bp-43bp
3-year2.330%+67bp-34bp
5-year3.380%+92bp-15bp
7-year3.980%+95bp-11bp
10-year4.490%+95bp-2bp
20-year5.430%+91bp+2bp

Month-end 10Y–2Y slope: +269bp

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 3.975% in July 2003 and ended at 4.490% (+95bp m/m).