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Avg. Bidding Yield    Yield Interpolation   
Start date : (dd/mm/yyyy)
3.05 3.04 3.06 3.06 3.06 3.08 3.11 3.14 3.17 3.21 3.26 3.27 3.24 3.35 3.43 3.51 3.48 3.50 3.55 3.62 3.65 3.66 3.67 3.72 3.80 3.90 4.00 4.07 4.09 4.09 4.27 4.56 4.81 5.03 5.20 5.34 5.45 5.53 5.57 5.59 5.59 5.56 5.50 5.43 5.35 5.24 5.13 5.00 4.87 4.72 4.58 4.43
TTM (Yrs.) Yield (%)
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     
 
Remark
1) The above yields are based upon average bids quoted by primary dealers .
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.

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