Bond Yields DailyHome › US Treasury yield history › 2011
US Treasury yields in December 2011
10Y average1.978%
10Y month-end1.890%30 Dec 2011
Month high2.110%1 Dec 2011
Month low1.820%19 Dec 2011
10-year yield, daily
Month-end curve compared
| Tenor | 30 Dec 2011 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-month | 0.010% | -1bp | -6bp |
| 3-month | 0.020% | +1bp | -10bp |
| 6-month | 0.060% | ±0bp | -13bp |
| 1-year | 0.120% | ±0bp | -17bp |
| 2-year | 0.250% | ±0bp | -36bp |
| 3-year | 0.360% | -5bp | -66bp |
| 5-year | 0.830% | -13bp | -118bp |
| 7-year | 1.350% | -18bp | -136bp |
| 10-year | 1.890% | -19bp | -141bp |
| 20-year | 2.570% | -20bp | -156bp |
| 30-year | 2.890% | -17bp | -145bp |
Month-end 10Y–2Y slope: +164bp
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.
About this page
The 10-year yield averaged 1.978% in December 2011 and ended at 1.890% (-19bp m/m).