Bond Market Data
Government Bond Yield Curves for Selected Periods
 
PH - LCY Government Bonds Latest Closing
(31-Jul-2014)
YTD
(bp)
MTD
(bp)
1 Month 1.375 112.5 41.4
3 Month 1.375 105.0 22.5
6 Month 1.625 120.0 32.5
1 Year 1.875 115.0 17.5
2 Year 2.410 28.5 10.6
3 Year 2.700 60.1 8.7
4 Year 2.937 26.3 3.9
5 Year 3.500 58.9     0.0
7 Year 3.701 15.1 9.7
10 Year 4.025 42.5 12.5
20 Year 5.100 46.8 5.0
25 Year 5.112 20.4 4.3
PH - USD Denominated Government Bonds Latest Closing
(31-Jul-2014)
YTD
(bp)
MTD
(bp)
3 Year 1.275 46.2 10.4
6 Year 2.734 48.0 5.6
7 Year 2.864 52.1 7.2
9 Year 3.661 65.3 3.2
10 Year 3.917 61.8 1.6
12 Year 3.824 55.0 2.0
18 Year 4.322 58.2 7.3
15 Year 4.364 59.2 5.2
20 Year 4.392 50.9 0.9
23 Year 4.216 48.3 4.0
United States (T-Bond) Latest Closing
(31-Jul-2014)
YTD
(bp)
MTD
(bp)
1 Month 0.000 1.0 0.5
3 Month 0.020 4.6     0.0
6 Month 0.046 4.1 1.5
1 Year 0.112     0.0 1.5
2 Year 0.528 14.8 7.1
3 Year 0.991 22.6 12.4
5 Year 1.753 1.2 12.3
7 Year 2.233 21.8 9.8
10 Year 2.558 47.0 2.7
30 Year 3.317 65.1 4.3
 
Government Bond Yield Curves for Selected Periods