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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
Month-end curve compared
| Tenor | 31 Aug 2007 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-month | 4.020% | -111bp | -110bp |
| 3-month | 4.010% | -95bp | -104bp |
| 6-month | 4.210% | -78bp | -90bp |
| 1-year | 4.190% | -66bp | -82bp |
| 2-year | 4.150% | -41bp | -64bp |
| 3-year | 4.160% | -39bp | -55bp |
| 5-year | 4.250% | -35bp | -45bp |
| 7-year | 4.360% | -31bp | -34bp |
| 10-year | 4.540% | -24bp | -20bp |
| 20-year | 4.870% | -13bp | -8bp |
| 30-year | 4.830% | -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).