Bond Market Data
Government Bond Yield Curves for Selected Periods
 
PH - LCY Government Bonds Latest Closing
(31-Mar-2015)
YTD
(bp)
MTD
(bp)
1 Month 2.437 6.2 9.2
3 Month 2.304 7.1 39.1
6 Month 2.606 18.1 38.6
1 Year 2.326 9.9 19.7
2 Year 2.810 6.0 20.9
3 Year 2.975 10.0 5.0
4 Year 3.107 19.3 4.3
5 Year 3.132 19.5 13.3
7 Year 3.700 20.0 25.0
10 Year 4.167 30.4 18.4
20 Year 5.079 10.4 14.5
25 Year 4.022 46.3     0.0
PH - USD Denominated Government Bonds Latest Closing
(31-Mar-2015)
YTD
(bp)
MTD
(bp)
4 Year 1.970 0.6 9.6
5 Year 2.096 13.2 7.5
6 Year 2.139 33.2 10.7
9 Year 2.614 46.9 12.9
10 Year 3.183 26.3 2.1
15 Year 3.520 42.3 5.9
17 Year 3.512 34.0 9.6
19 Year 3.490 38.3 11.6
22 Year 3.492 33.6 12.0
25 Year 3.569 356.9 3.8
United States (T-Bond) Latest Closing
(31-Mar-2015)
YTD
(bp)
MTD
(bp)
1 Month 0.010     0.0 1.0
3 Month 0.020 1.5 1.0
6 Month 0.132 1.6 6.6
1 Year 0.229 1.6 4.1
2 Year 0.555 10.9 6.3
3 Year 0.879 19.1 11.8
5 Year 1.370 28.3 12.9
7 Year 1.707 26.4 11.0
10 Year 1.923 24.8 7.0
30 Year 2.536 21.6 5.4
 
Government Bond Yield Curves for Selected Periods