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US Treasury yields in June 2006

10Y average5.106%
10Y month-end5.150%30 Jun 2006
Month high5.250%26 Jun 2006
Month low4.970%13 Jun 2006

10-year yield, daily

10Y5.254.975.1506-0106-1606-30

Month-end curve compared

Tenor30 Jun 2006vs. prior monthvs. a year ago
1-month4.540%-21bp+155bp
3-month5.010%+15bp+188bp
6-month5.240%+16bp+190bp
1-year5.210%+14bp+176bp
2-year5.160%+12bp+150bp
3-year5.130%+10bp+146bp
5-year5.100%+6bp+138bp
7-year5.110%+5bp+131bp
10-year5.150%+3bp+121bp
20-year5.310%-4bp+103bp
30-year5.190%-2bp–

Month-end 10Y–2Y slope: -1bp

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 5.106% in June 2006 and ended at 5.150% (+3bp m/m).