Bond Market Data
Government Bond Yield Curves for Selected Periods
 
PH - LCY Government Bonds Latest Closing
(18-Dec-2014)
YTD
(bp)
MTD
(bp)
1 Month 1.796 154.6 49.6
3 Month 2.250 192.5 75.0
6 Month 2.375 195.0 62.5
1 Year 2.400 167.5 40.0
2 Year 2.363 23.8 11.2
3 Year 3.050 95.1 27.4
4 Year 3.250 5.0 12.5
5 Year 3.383 47.2 11.6
7 Year 3.900 35.0 36.8
10 Year 3.839 23.9 10.3
20 Year 5.000 36.8     0.0
25 Year 4.539 77.7 6.7
PH - USD Denominated Government Bonds Latest Closing
(18-Dec-2014)
YTD
(bp)
MTD
(bp)
3 Year 1.051 68.6 6.4
6 Year 2.246 96.8 5.7
7 Year 2.487 89.8 1.2
9 Year 3.275 103.9 5.0
10 Year 3.615 92.0 8.7
12 Year 3.465 90.9 2.3
18 Year 3.897 100.7 3.5
15 Year 4.009 94.7 0.4
20 Year 3.920 98.1 1.3
23 Year 3.871 82.8 0.9
United States (T-Bond) Latest Closing
(18-Dec-2014)
YTD
(bp)
MTD
(bp)
1 Month 0.020 1.0 1.5
3 Month 0.036 3.0 2.5
6 Month 0.107 2.0 4.1
1 Year 0.239 12.7 12.2
2 Year 0.631 25.1 16.3
3 Year 1.091 32.6 24.2
5 Year 1.662 7.9 18.1
7 Year 2.001 45.0 12.1
10 Year 2.208 82.1 4.4
30 Year 2.818 115.0 7.1
 
Government Bond Yield Curves for Selected Periods