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US Treasury yields in August 2007

10Y average4.675%
10Y month-end4.540%31 Aug 2007
Month high4.840%8 Aug 2007
Month low4.510%30 Aug 2007

10-year yield, daily

10Y4.844.514.5408-0108-1608-31

Month-end curve compared

Tenor31 Aug 2007vs. prior monthvs. a year ago
1-month4.020%-111bp-110bp
3-month4.010%-95bp-104bp
6-month4.210%-78bp-90bp
1-year4.190%-66bp-82bp
2-year4.150%-41bp-64bp
3-year4.160%-39bp-55bp
5-year4.250%-35bp-45bp
7-year4.360%-31bp-34bp
10-year4.540%-24bp-20bp
20-year4.870%-13bp-8bp
30-year4.830%-9bp-5bp

Month-end 10Y–2Y slope: +39bp

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 4.675% in August 2007 and ended at 4.540% (-24bp m/m).