Bond Market Data

TTM (Yrs.) Yield (%) TTM (Yrs.) Yield (%) TTM (Yrs.) Yield (%) TTM (Yrs.) Yield (%) TTM (Yrs.) Yield (%)
Remark:
1. The above yields are based upon average bids quoted by primary dealers, after 15% data cut-off from top and bottom when ranked by value.
2. Average bidding yields of 1-month, 3-month, 6-month and 1-year T-bills are bond equivalent yield converted from average simple yields.
3. Spreads (bp) are differences bid and offer yields.
4. The cut-off time for daily quotation of T-bills and Government bonds is 16:00.
5. The highlighted rows are on-the-run benchmark bond.
6. The highlighted rows are synthetic quote statistics.
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