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US Treasury yields in June 2011

10Y average3.002%
10Y month-end3.180%30 Jun 2011
Month high3.180%30 Jun 2011
Month low2.880%24 Jun 2011

10-year yield, daily

10Y3.182.8806-0106-1606-30

Month-end curve compared

Tenor30 Jun 2011vs. prior monthvs. a year ago
1-month0.010%-3bp-16bp
3-month0.030%-3bp-15bp
6-month0.100%-2bp-12bp
1-year0.190%+1bp-13bp
2-year0.450%±0bp-16bp
3-year0.810%+2bp-19bp
5-year1.760%+8bp-3bp
7-year2.500%+13bp+8bp
10-year3.180%+13bp+21bp
20-year4.090%+18bp+35bp
30-year4.380%+16bp+47bp

Month-end 10Y–2Y slope: +273bp

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 3.002% in June 2011 and ended at 3.180% (+13bp m/m).