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US Treasury yields in 2011
10Y average2.782%No. 28 of 37
Year-end1.890%30 Dec 2011
Year high3.750%8 Feb 2011
Year low1.720%22 Sep 2011
10-year yield, monthly average
By tenor: average and year-end
| Tenor | Average | Year-end | y/y |
|---|---|---|---|
| 1-month | 0.040% | 0.010% | -6bp |
| 3-month | 0.053% | 0.020% | -10bp |
| 6-month | 0.096% | 0.060% | -13bp |
| 1-year | 0.181% | 0.120% | -17bp |
| 2-year | 0.449% | 0.250% | -36bp |
| 3-year | 0.747% | 0.360% | -66bp |
| 5-year | 1.518% | 0.830% | -118bp |
| 7-year | 2.157% | 1.350% | -136bp |
| 10-year | 2.782% | 1.890% | -141bp |
| 20-year | 3.618% | 2.570% | -156bp |
| 30-year | 3.911% | 2.890% | -145bp |
- January 2011
- February 2011
- March 2011
- April 2011
- May 2011
- June 2011
- July 2011
- August 2011
- September 2011
- October 2011
- November 2011
- December 2011
Japan vs. US 10-year yield
2.782%
1.124%
Average gap (US minus Japan): +166bp
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 2.782% in 2011 (No. 28 of 37 years) and ended the year at 1.890% (-141bp y/y).