Bond Market Data
Government Bond Yield Curves for Selected Periods
 
PH - LCY Government Bonds Latest Closing
(2-Jul-2015)
YTD
(bp)
MTD
(bp)
1 Month 2.435 6.0 1.3
3 Month 2.425 5.0 34.9
6 Month 2.300 12.5 10.2
1 Year 2.443 1.8 1.3
2 Year 2.707 4.3 0.8
3 Year 3.024 5.2 0.5
4 Year 3.100 20.0 67.2
5 Year 3.872 54.5 1.8
7 Year 4.167 26.7 44.8
10 Year 4.447 58.3 9.2
20 Year 4.678 29.7 2.7
25 Year 4.022 46.3     0.0
PH - USD Denominated Government Bonds Latest Closing
(2-Jul-2015)
YTD
(bp)
MTD
(bp)
4 Year 2.061 8.5 0.2
5 Year 2.207 2.1 1.1
6 Year 2.363 10.8 1.0
9 Year 2.954 12.9 2.7
10 Year 3.316 13.0 1.7
15 Year 3.870 7.3 1.1
17 Year 3.896 4.4 1.3
19 Year 3.922 4.9 0.4
22 Year 3.912 8.4 0.5
25 Year 3.891 389.1 0.9
United States (T-Bond) Latest Closing
(2-Jul-2015)
YTD
(bp)
MTD
(bp)
1 Month 0.000 1.0 1.0
3 Month 0.000 3.6 0.5
6 Month 0.097 2.0 1.5
1 Year 0.244 3.1 2.0
2 Year 0.627 3.8 1.6
3 Year 0.990 8.0 1.4
5 Year 1.632 2.1 1.6
7 Year 2.084 11.3 0.5
10 Year 2.382 21.1 2.9
30 Year 3.187 43.5 6.3
 
Government Bond Yield Curves for Selected Periods