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US Treasury yields in January 2010

10Y average3.733%
10Y month-end3.630%29 Jan 2010
Month high3.850%4 Jan 2010
Month low3.620%21 Jan 2010

10-year yield, daily

10Y3.853.623.6301-0401-1501-29

Month-end curve compared

Tenor29 Jan 2010vs. prior monthvs. a year ago
1-month0.020%-2bp-13bp
3-month0.080%+2bp-16bp
6-month0.150%-5bp-21bp
1-year0.300%-17bp-21bp
2-year0.820%-32bp-12bp
3-year1.380%-32bp+6bp
5-year2.340%-35bp+49bp
7-year3.080%-31bp+81bp
10-year3.630%-22bp+76bp
20-year4.380%-20bp+52bp
30-year4.510%-12bp+93bp

Month-end 10Y–2Y slope: +281bp

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 3.733% in January 2010 and ended at 3.630% (-22bp m/m).