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US Treasury yields in September 2006

10Y average4.719%
10Y month-end4.640%29 Sep 2006
Month high4.810%18 Sep 2006
Month low4.560%25 Sep 2006

10-year yield, daily

10Y4.814.564.6409-0109-1809-29

Month-end curve compared

Tenor29 Sep 2006vs. prior monthvs. a year ago
1-month4.600%-52bp+145bp
3-month4.890%-16bp+134bp
6-month5.020%-9bp+109bp
1-year4.910%-10bp+90bp
2-year4.710%-8bp+53bp
3-year4.620%-9bp+44bp
5-year4.590%-11bp+41bp
7-year4.600%-10bp+37bp
10-year4.640%-10bp+30bp
20-year4.840%-11bp+22bp
30-year4.770%-11bp–

Month-end 10Y–2Y slope: -7bp

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 4.719% in September 2006 and ended at 4.640% (-10bp m/m).