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US Treasury yields in June 2010

10Y average3.204%
10Y month-end2.970%30 Jun 2010
Month high3.390%3 Jun 2010
Month low2.970%29 Jun 2010

10-year yield, daily

10Y3.392.972.9706-0106-1606-30

Month-end curve compared

Tenor30 Jun 2010vs. prior monthvs. a year ago
1-month0.170%+2bp±0bp
3-month0.180%+2bp-1bp
6-month0.220%±0bp-13bp
1-year0.320%-2bp-24bp
2-year0.610%-15bp-50bp
3-year1.000%-26bp-64bp
5-year1.790%-31bp-75bp
7-year2.420%-33bp-77bp
10-year2.970%-34bp-56bp
20-year3.740%-31bp-56bp
30-year3.910%-31bp-41bp

Month-end 10Y–2Y slope: +236bp

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 3.204% in June 2010 and ended at 2.970% (-34bp m/m).