Bond Market Data
Government Bond Yield Curves for Selected Periods
 
PH - LCY Government Bonds Latest Closing
(10-Jul-2014)
YTD
(bp)
MTD
(bp)
1 Month 1.250 100.0 28.9
3 Month 1.352 102.7 20.2
6 Month 1.500 107.5 20.0
1 Year 1.750 102.5 5.0
2 Year 2.275 15.0 2.9
3 Year 2.594 49.5 1.9
4 Year 2.869 33.1 10.8
5 Year 3.500 58.9     0.0
7 Year 3.602 5.2 0.2
10 Year 3.900 30.0     0.0
20 Year 5.000 36.8 15.0
25 Year 5.102 21.4 5.3
PH - USD Denominated Government Bonds Latest Closing
(10-Jul-2014)
YTD
(bp)
MTD
(bp)
3 Year 1.230 50.7 5.9
6 Year 2.693 52.1 1.5
7 Year 2.972 41.3 3.6
9 Year 3.707 60.7 1.4
10 Year 3.916 61.9 1.5
12 Year 3.848 52.6 0.4
18 Year 4.433 47.1 3.8
15 Year 4.407 54.9 0.9
20 Year 4.425 47.6 2.4
23 Year 4.261 43.8 0.5
United States (T-Bond) Latest Closing
(10-Jul-2014)
YTD
(bp)
MTD
(bp)
1 Month 0.020 1.0 1.5
3 Month 0.015 5.1 0.5
6 Month 0.046 4.1 1.5
1 Year 0.086 2.5 1.0
2 Year 0.454 7.4 0.3
3 Year 0.939 17.4 7.2
5 Year 1.650 9.2 2.0
7 Year 2.142 30.9 0.7
10 Year 2.536 49.2 0.6
30 Year 3.370 59.8 1.0
 
Government Bond Yield Curves for Selected Periods