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US Treasury yields in July 2007

10Y average5.004%
10Y month-end4.780%31 Jul 2007
Month high5.190%6 Jul 2007
Month low4.780%31 Jul 2007

10-year yield, daily

10Y5.194.7807-0207-1707-31

Month-end curve compared

Tenor31 Jul 2007vs. prior monthvs. a year ago
1-month5.130%+85bp+11bp
3-month4.960%+14bp-14bp
6-month4.990%+6bp-19bp
1-year4.850%-6bp-26bp
2-year4.560%-31bp-41bp
3-year4.550%-34bp-38bp
5-year4.600%-32bp-31bp
7-year4.670%-29bp-26bp
10-year4.780%-25bp-21bp
20-year5.000%-21bp-17bp
30-year4.920%-20bp-15bp

Month-end 10Y–2Y slope: +22bp

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 5.004% in July 2007 and ended at 4.780% (-25bp m/m).