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US Treasury yields in November 2007

10Y average4.148%
10Y month-end3.970%30 Nov 2007
Month high4.380%6 Nov 2007
Month low3.830%26 Nov 2007

10-year yield, daily

10Y4.383.833.9711-0111-1611-30

Month-end curve compared

Tenor30 Nov 2007vs. prior monthvs. a year ago
1-month3.630%-38bp-159bp
3-month3.150%-79bp-188bp
6-month3.370%-72bp-173bp
1-year3.260%-78bp-168bp
2-year3.040%-90bp-158bp
3-year3.090%-85bp-143bp
5-year3.410%-75bp-104bp
7-year3.640%-65bp-81bp
10-year3.970%-51bp-49bp
20-year4.440%-35bp-22bp
30-year4.400%-34bp-16bp

Month-end 10Y–2Y slope: +93bp

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 4.148% in November 2007 and ended at 3.970% (-51bp m/m).