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US Treasury yields in December 2006

10Y average4.564%
10Y month-end4.710%29 Dec 2006
Month high4.710%29 Dec 2006
Month low4.430%1 Dec 2006

10-year yield, daily

10Y4.714.4312-0112-1512-29

Month-end curve compared

Tenor29 Dec 2006vs. prior monthvs. a year ago
1-month4.750%-47bp+74bp
3-month5.020%-1bp+94bp
6-month5.090%-1bp+72bp
1-year5.000%+6bp+62bp
2-year4.820%+20bp+41bp
3-year4.740%+22bp+37bp
5-year4.700%+25bp+35bp
7-year4.700%+25bp+34bp
10-year4.710%+25bp+32bp
20-year4.910%+25bp+30bp
30-year4.810%+25bp–

Month-end 10Y–2Y slope: -11bp

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 4.564% in December 2006 and ended at 4.710% (+25bp m/m).