Bond Market Data
Government Bond Yield Curves for Selected Periods
 
PH - LCY Government Bonds Latest Closing
(29-Oct-2014)
YTD
(bp)
MTD
(bp)
1 Month 1.500 125.0 12.7
3 Month 1.250 92.5 25.0
6 Month 1.500 107.5 25.0
1 Year 1.700 97.5 2.4
2 Year 2.300 17.5 16.8
3 Year 2.399 30.0 18.8
4 Year 2.860 34.0 19.1
5 Year 3.875 96.4 12.5
7 Year 3.875 32.5     0.0
10 Year 4.023 42.3 17.2
20 Year 4.582 4.9 49.4
25 Year 4.807 50.8 24.2
PH - USD Denominated Government Bonds Latest Closing
(29-Oct-2014)
YTD
(bp)
MTD
(bp)
3 Year 1.212 52.5 19.4
6 Year 2.467 74.7 30.2
7 Year 2.628 75.7 38.7
9 Year 3.424 89.0 28.2
10 Year 3.733 80.2 20.0
12 Year 3.589 78.5 28.3
18 Year 4.039 86.5 31.9
15 Year 4.103 85.3 31.7
20 Year 4.010 89.1 38.9
23 Year 3.916 78.3 30.8
United States (T-Bond) Latest Closing
(29-Oct-2014)
YTD
(bp)
MTD
(bp)
1 Month 0.005 0.5 0.5
3 Month 0.010 5.6 0.5
6 Month 0.061 2.5 3.1
1 Year 0.102 1.0 0.5
2 Year 0.481 10.1 8.6
3 Year 0.902 13.7 13.6
5 Year 1.584 15.7 17.3
7 Year 2.011 44.0 19.2
10 Year 2.317 71.1 17.1
30 Year 3.050 91.8 14.7
 
Government Bond Yield Curves for Selected Periods