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US Treasury yields in September 2003

10Y average4.274%
10Y month-end3.960%30 Sep 2003
Month high4.610%2 Sep 2003
Month low3.960%30 Sep 2003

10-year yield, daily

10Y4.613.9609-0209-1609-30

Month-end curve compared

Tenor30 Sep 2003vs. prior monthvs. a year ago
1-month0.870%-11bp-73bp
3-month0.950%-3bp-62bp
6-month1.010%-5bp-50bp
1-year1.150%-20bp-38bp
2-year1.500%-45bp-22bp
3-year1.950%-56bp-7bp
5-year2.850%-61bp+22bp
7-year3.410%-59bp+16bp
10-year3.960%-49bp+33bp
20-year4.910%-42bp+16bp

Month-end 10Y–2Y slope: +246bp

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 4.274% in September 2003 and ended at 3.960% (-49bp m/m).