Bond Market Data
Government Bond Yield Curves for Selected Periods
 
PH - LCY Government Bonds Latest Closing
(5-Feb-2016)
YTD
(bp)
MTD
(bp)
1 Month 2.407 26.3 26.3
3 Month 1.450 121.7 42.5
6 Month 1.993 92.5 2.8
1 Year 2.025 34.6 0.1
2 Year 3.455 53.0 26.0
3 Year 3.000 66.3 14.7
4 Year 4.022 14.7 41.2
5 Year 3.940 1.5 29.0
7 Year 4.578 0.7 7.8
10 Year 4.084 1.6 12.3
20 Year 5.431 9.1 2.6
25 Year 4.909 1.7 7.1
PH - USD Denominated Government Bonds Latest Closing
(5-Feb-2016)
YTD
(bp)
MTD
(bp)
4 Year 1.807 0.4 0.4
5 Year 1.692 36.7 20.9
6 Year 1.927 24.1 12.5
9 Year 2.979 0.2 0.2
10 Year 3.271     0.0     0.0
15 Year 4.051 1.0 1.0
17 Year 3.550 43.0 6.4
19 Year 3.556 45.3 12.0
22 Year 3.496 32.4 9.7
25 Year 3.450 40.4 7.6
United States (T-Bond) Latest Closing
(5-Feb-2016)
YTD
(bp)
MTD
(bp)
1 Month 0.208 8.6 1.0
3 Month 0.290 12.7 2.0
6 Month 0.433 4.1 1.0
1 Year 0.531 6.7 8.2
2 Year 0.722 32.6 5.2
3 Year 0.895 41.2 7.1
5 Year 1.240 52.0 8.8
7 Year 1.570 52.2 9.7
10 Year 1.836 43.4 8.5
30 Year 2.668 34.8 7.6
 
Government Bond Yield Curves for Selected Periods