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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
Month-end curve compared
| Tenor | 31 Dec 2007 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-month | 2.760% | -87bp | -199bp |
| 3-month | 3.360% | +21bp | -166bp |
| 6-month | 3.490% | +12bp | -160bp |
| 1-year | 3.340% | +8bp | -166bp |
| 2-year | 3.050% | +1bp | -177bp |
| 3-year | 3.070% | -2bp | -167bp |
| 5-year | 3.450% | +4bp | -125bp |
| 7-year | 3.700% | +6bp | -100bp |
| 10-year | 4.040% | +7bp | -67bp |
| 20-year | 4.500% | +6bp | -41bp |
| 30-year | 4.450% | +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).