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US Treasury yields in February 2010

10Y average3.691%
10Y month-end3.610%26 Feb 2010
Month high3.800%22 Feb 2010
Month low3.590%5 Feb 2010

10-year yield, daily

10Y3.803.593.6102-0102-1202-26

Month-end curve compared

Tenor26 Feb 2010vs. prior monthvs. a year ago
1-month0.090%+7bp-7bp
3-month0.130%+5bp-13bp
6-month0.190%+4bp-26bp
1-year0.320%+2bp-40bp
2-year0.810%-1bp-19bp
3-year1.360%-2bp-4bp
5-year2.300%-4bp+31bp
7-year3.050%-3bp+36bp
10-year3.610%-2bp+59bp
20-year4.400%+2bp+42bp
30-year4.550%+4bp+84bp

Month-end 10Y–2Y slope: +280bp

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 3.691% in February 2010 and ended at 3.610% (-2bp m/m).