Bond Market Data
Government Bond Yield Curves for Selected Periods
 
PH - LCY Government Bonds Latest Closing
(29-Aug-2014)
YTD
(bp)
MTD
(bp)
1 Month 1.250 100.0 12.5
3 Month 1.250 92.5 12.5
6 Month 1.625 120.0     0.0
1 Year 1.850 112.5 2.5
2 Year 2.366 24.1 4.4
3 Year 2.625 52.6 7.5
4 Year 2.997 20.3 6.0
5 Year 3.750 83.9 25.0
7 Year 3.718 16.8 1.7
10 Year 4.140 54.0 11.5
20 Year 5.150 51.8 5.0
25 Year 5.118 19.8 0.6
PH - USD Denominated Government Bonds Latest Closing
(29-Aug-2014)
YTD
(bp)
MTD
(bp)
3 Year 1.224 51.3 5.1
6 Year 2.665 54.9 6.9
7 Year 2.782 60.3 8.2
9 Year 3.542 77.2 11.9
10 Year 3.843 69.2 7.4
12 Year 3.638 73.6 18.6
18 Year 4.154 75.0 16.8
15 Year 4.149 80.7 21.5
20 Year 4.164 73.7 22.8
23 Year 3.981 71.8 23.5
United States (T-Bond) Latest Closing
(29-Aug-2014)
YTD
(bp)
MTD
(bp)
1 Month 0.010     0.0 1.0
3 Month 0.020 4.6     0.0
6 Month 0.046 4.1     0.0
1 Year 0.081 3.0 3.0
2 Year 0.488 10.8 3.9
3 Year 0.929 16.4 6.2
5 Year 1.625 11.6 12.8
7 Year 2.041 41.0 19.2
10 Year 2.343 68.5 21.5
30 Year 3.079 88.9 23.8
 
Government Bond Yield Curves for Selected Periods