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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
Month-end curve compared
| Tenor | 29 Dec 2006 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-month | 4.750% | -47bp | +74bp |
| 3-month | 5.020% | -1bp | +94bp |
| 6-month | 5.090% | -1bp | +72bp |
| 1-year | 5.000% | +6bp | +62bp |
| 2-year | 4.820% | +20bp | +41bp |
| 3-year | 4.740% | +22bp | +37bp |
| 5-year | 4.700% | +25bp | +35bp |
| 7-year | 4.700% | +25bp | +34bp |
| 10-year | 4.710% | +25bp | +32bp |
| 20-year | 4.910% | +25bp | +30bp |
| 30-year | 4.810% | +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).