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US Treasury yields in November 2006

10Y average4.595%
10Y month-end4.460%30 Nov 2006
Month high4.720%3 Nov 2006
Month low4.460%30 Nov 2006

10-year yield, daily

10Y4.724.4611-0111-1511-30

Month-end curve compared

Tenor30 Nov 2006vs. prior monthvs. a year ago
1-month5.220%+4bp+122bp
3-month5.030%-5bp+108bp
6-month5.100%-3bp+79bp
1-year4.940%-5bp+60bp
2-year4.620%-9bp+20bp
3-year4.520%-10bp+11bp
5-year4.450%-12bp+3bp
7-year4.450%-12bp±0bp
10-year4.460%-15bp-3bp
20-year4.660%-15bp-15bp
30-year4.560%-16bp–

Month-end 10Y–2Y slope: -16bp

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 4.595% in November 2006 and ended at 4.460% (-15bp m/m).