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US Treasury yields in November 2011

10Y average2.013%
10Y month-end2.080%30 Nov 2011
Month high2.100%8 Nov 2011
Month low1.890%23 Nov 2011

10-year yield, daily

10Y2.101.892.0811-0111-1611-30

Month-end curve compared

Tenor30 Nov 2011vs. prior monthvs. a year ago
1-month0.020%±0bp-16bp
3-month0.010%±0bp-16bp
6-month0.060%±0bp-15bp
1-year0.120%±0bp-15bp
2-year0.250%±0bp-20bp
3-year0.410%±0bp-31bp
5-year0.960%-3bp-51bp
7-year1.530%-5bp-63bp
10-year2.080%-9bp-73bp
20-year2.770%-12bp-103bp
30-year3.060%-10bp-106bp

Month-end 10Y–2Y slope: +183bp

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 2.013% in November 2011 and ended at 2.080% (-9bp m/m).