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US Treasury yields in December 2007

10Y average4.098%
10Y month-end4.040%31 Dec 2007
Month high4.300%26 Dec 2007
Month low3.890%3 Dec 2007

10-year yield, daily

10Y4.303.894.0412-0312-1712-31

Month-end curve compared

Tenor31 Dec 2007vs. prior monthvs. a year ago
1-month2.760%-87bp-199bp
3-month3.360%+21bp-166bp
6-month3.490%+12bp-160bp
1-year3.340%+8bp-166bp
2-year3.050%+1bp-177bp
3-year3.070%-2bp-167bp
5-year3.450%+4bp-125bp
7-year3.700%+6bp-100bp
10-year4.040%+7bp-67bp
20-year4.500%+6bp-41bp
30-year4.450%+5bp-36bp

Month-end 10Y–2Y slope: +99bp

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 4.098% in December 2007 and ended at 4.040% (+7bp m/m).