|
|
|
|
|
|
|
| 0.08
|
3.05
|
| 0.25
|
3.04
|
| 0.50
|
3.06
|
| 1
|
3.06
|
| 2
|
3.06
|
| 3
|
3.08
|
| 4
|
3.11
|
| 5
|
3.14
|
| 6
|
3.17
|
| 7
|
3.21
|
| 8
|
3.26
|
| 9
|
3.27
|
| 10
|
3.24
|
| 11
|
3.35
|
| 12
|
3.43
|
| 13
|
3.51
|
| 14
|
3.48
|
| 15
|
3.50
|
| 16
|
3.55
|
| 17
|
3.62
|
| 18
|
3.65
|
| 19
|
3.66
|
| 20
|
3.67
|
| 21
|
3.72
|
| 22
|
3.80
|
| 23
|
3.90
|
| 24
|
4.00
|
| 25
|
4.07
|
| 26
|
4.09
|
| 27
|
4.09
|
| 28
|
4.27
|
| 29
|
4.56
|
| 30
|
4.81
|
| 31
|
5.03
|
| 32
|
5.20
|
| 33
|
5.34
|
| 34
|
5.45
|
| 35
|
5.53
|
| 36
|
5.57
|
| 37
|
5.59
|
| 38
|
5.59
|
| 39
|
5.56
|
| 40
|
5.50
|
| 41
|
5.43
|
| 42
|
5.35
|
| 43
|
5.24
|
| 44
|
5.13
|
| 45
|
5.00
|
| 46
|
4.87
|
| 47
|
4.72
|
| 48
|
4.58
|
| 49
|
4.43
|
| |
|
|
|
| Symbol
|
Avg. Bidding Yield (%)
|
Change Yield (bp)
|
Avg. Bid-Offer
Spread (bp)
|
Maturity
|
TTM (yrs.)
|
| |
| T-BILL1M |
3.024901
|
-1
|
4
|
|
0.076712
|
| T-BILL3M |
3.019917
|
0
|
4
|
|
0.249315
|
| T-BILL6M |
3.040063
|
-1
|
4
|
|
0.498630
|
| T-BILL1Y |
3.035660
|
0
|
4
|
|
1.000000
|
| LB133A |
3.038571
|
0
|
4
|
13/03/2013 |
1.106849
|
| LB137A |
3.064286
|
1
|
6
|
13/07/2013 |
1.441096
|
| LB13OA |
3.072429
|
1
|
6
|
17/10/2013 |
1.704110
|
| LB143A |
3.063429
|
0
|
7
|
05/03/2014 |
2.084932
|
| LB145B |
3.010000
|
1
|
4
|
12/05/2014 |
2.271233
|
| LB145A |
3.020000
|
0
|
4
|
14/05/2014 |
2.276712
|
| LB14DA |
3.038571
|
0
|
6
|
03/12/2014 |
2.832877
|
| LB155A |
3.015714
|
1
|
4
|
22/05/2015 |
3.298630
|
| LB157A |
3.027143
|
1
|
7
|
07/07/2015 |
3.424658
|
| LB15DA |
3.012857
|
1
|
4
|
11/12/2015 |
3.854795
|
| LB167A |
3.082857
|
0
|
7
|
27/07/2016 |
4.482192
|
| LB16NA |
3.097143
|
0
|
5
|
18/11/2016 |
4.794520
|
| LB171A |
3.111429
|
0
|
7
|
18/01/2017 |
4.961644
|
| LB175A |
3.114286
|
0
|
7
|
26/05/2017 |
5.312329
|
| LB176A |
3.089643
|
1
|
3
|
16/06/2017 |
5.369863
|
| LB17OA |
3.132857
|
1
|
4
|
10/10/2017 |
5.687671
|
| LB183A |
3.157143
|
0
|
7
|
07/03/2018 |
6.093151
|
| LB183B |
3.164286
|
0
|
8
|
13/03/2018 |
6.109589
|
| LB191A |
3.171429
|
0
|
5
|
12/01/2019 |
6.945206
|
| LB193A |
3.177857
|
1
|
3
|
08/03/2019 |
7.095891
|
| LB196A |
3.202857
|
2
|
5
|
13/06/2019 |
7.361644
|
| LB198A |
3.207143
|
1
|
7
|
13/08/2019 |
7.528767
|
| LB19DA |
3.214286
|
1
|
7
|
03/12/2019 |
7.835617
|
| LB213A |
3.224286
|
1
|
6
|
31/03/2021 |
9.161644
|
| LB214A |
3.228571
|
1
|
6
|
09/04/2021 |
9.186301
|
| LB21DA |
3.207143
|
1
|
4
|
17/12/2021 |
9.876713
|
| LB22NA |
3.260000
|
0
|
6
|
08/11/2022 |
10.769860
|
| LB233A |
3.298571
|
0
|
7
|
13/03/2023 |
11.112330
|
| LB236A |
3.321429
|
0
|
7
|
16/06/2023 |
11.372600
|
| LB244A |
3.372857
|
1
|
7
|
09/04/2024 |
12.189040
|
| LB24DA |
3.417143
|
0
|
7
|
20/12/2024 |
12.887670
|
| LB25DA |
3.412857
|
0
|
6
|
12/12/2025 |
13.865750
|
| LB267A |
3.472857
|
0
|
8
|
07/07/2026 |
14.432880
|
| LB283A |
3.501429
|
0
|
9
|
13/03/2028 |
16.117810
|
| LB296A |
3.512857
|
0
|
9
|
22/06/2029 |
17.394520
|
| LB316A |
3.552857
|
0
|
6
|
20/06/2031 |
19.389040
|
| LB326A |
3.571429
|
0
|
7
|
25/06/2032 |
20.405480
|
| LB383A |
3.791429
|
0
|
8
|
13/03/2038 |
26.123290
|
| LB396A |
3.825714
|
0
|
9
|
13/06/2039 |
27.375340
|
| LB406A |
3.950000
|
0
|
9
|
22/06/2040 |
28.402740
|
| LB416A |
4.045714
|
1
|
9
|
14/06/2041 |
29.380820
|
| LB616A |
4.237143
|
0
|
10
|
17/06/2061 |
49.402740
|
| |
|