Tuesday, May 17, 2016

20 years of SGS 10yr bonds - April 2016


almost 20 years of SGS 10yr bonds 

https://secure.sgs.gov.sg/fdanet/BenchmarkPricesAndYields.aspx

May 1998 to May 2016 (Monthly)
END OF
PERIOD
AVERAGE
BUYING RATES
OF GOVT
SECURITIES
DEALERS

10-YEAR
BOND YIELD
AVERAGE
BUYING RATES
OF GOVT
SECURITIES
DEALERS

10-YEAR
BOND PRICE
1998May--
Jun5.30102.50
Jul5.43101.45
Aug5.6999.50
Sep5.25102.85
Oct4.36109.90
Nov4.62107.70
Dec4.48108.75
1999Jan4.35100.20
Feb4.4499.45
Mar4.22101.25
Apr3.98103.15
May4.4699.30
Jun4.5998.35
Jul4.8396.60
Aug4.7597.15
Sep4.5998.35
Oct4.6597.95
Nov4.5498.80
Dec4.5698.65
2000Jan4.4899.25
Feb4.27100.80
Mar4.20101.25
Apr4.17101.50
May4.4899.25
Jun4.6799.65
Jul4.53100.75
Aug4.57100.45
Sep4.45101.36
Oct4.34102.25
Nov4.17103.60
Dec4.09104.18
2001Jan3.69107.37
Feb3.54108.58
Mar3.66107.53
Apr3.62107.80
May3.56108.22
Jun3.6499.86
Jul3.62100.06
Aug3.55100.60
Sep3.41101.80
Oct2.97105.45
Nov3.49101.05
Dec3.9797.28
2002Jan3.9197.76
Feb3.8098.61
Mar3.9897.23
Apr3.9197.83
May3.9397.65
Jun3.7098.38
Jul3.7298.18
Aug3.5199.88
Sep3.31101.61
Oct3.04103.83
Nov2.97104.40
Dec2.55107.95
2003Jan2.44108.88
Feb2.24110.58
Mar2.05112.16
Apr2.10111.62
May1.89113.42
Jun2.2899.69
Jul3.0793.00
Aug3.7287.98
Sep3.5489.46
Oct3.9586.47
Nov4.0385.97
Dec3.7588.10
2004Jan3.3990.84
Feb3.3691.19
Mar3.0793.41
Apr3.2692.03
May3.3191.73
Jun3.6899.53
Jul3.53100.76
Aug3.34102.34
Sep3.29102.79
Oct3.09104.42
Nov2.91105.98
Dec2.58108.72
2005Jan2.94105.63
Feb3.05104.62
Mar3.14103.86
Apr2.87106.08
May2.63108.01
Jun2.62108.03
Jul2.62107.93
Aug2.82106.26
Sep2.85105.96
Oct3.03104.47
Nov3.22103.05
Dec3.21103.06
2006Jan3.35101.97
Feb3.50102.19
Mar3.59101.42
Apr3.51102.03
May3.43102.74
Jun3.57101.49
Jul3.51102.02
Aug3.40102.98
Sep3.20104.64
Oct3.19104.70
Nov3.02106.10
Dec3.05105.85
2007Jan3.18104.69
Feb3.08105.49
Mar2.91106.88
Apr2.68108.80
May2.92106.71
Jun2.86107.15
Jul2.98106.12
Aug2.92106.54
Sep2.70108.27
Oct2.81107.30
Nov2.81107.23
Dec2.68108.26
2008Jan2.21111.94
Feb2.40110.36
Mar2.27111.32
Apr2.44109.83
May3.51104.16
Jun3.59103.49
Jul3.21106.74
Aug3.19106.93
Sep3.21106.69
Oct2.95108.87
Nov2.29114.90
Dec2.05117.03
2009Jan2.07116.66
Feb2.06116.71
Mar2.03116.81
Apr2.04116.58
May2.6199.03
Jun2.5999.20
Jul2.41100.77
Aug2.47100.29
Sep2.45100.42
Oct2.5599.56
Nov2.47100.29
Dec2.6698.70
2010Jan2.5499.70
Feb2.6998.48
Mar2.8397.34
Apr2.6798.62
May2.79104.09
Jun2.37107.87
Jul1.95111.86
Aug1.99111.33
Sep2.02110.96
Oct1.98111.27
Nov2.29108.35
Dec2.71104.54
2011Jan2.57105.70
Feb2.60105.44
Mar2.48106.39
Apr2.41106.98
May2.3998.79
Jun2.3199.46
Jul2.02102.02
Aug1.64105.44
Sep1.62105.64
Oct1.75104.36
Nov1.68104.96
Dec1.63105.42
2012Jan1.54106.17
Feb1.48106.66
Mar1.66105.02
Apr1.55105.91
May1.46106.60
Jun1.61114.17
Jul1.40116.17
Aug1.38116.23
Sep1.47115.25
Oct1.34116.42
Nov1.30116.62
Dec1.30116.56
2013Jan1.42115.20
Feb1.52114.17
Mar1.54113.84
Apr1.37115.30
May1.81111.19
Jun2.51102.11
Jul2.47102.42
Aug2.67100.66
Sep2.35103.44
Oct2.15105.17
Nov2.40103.02
Dec2.56101.61
2014Jan2.46102.40
Feb2.46102.40
Mar2.49102.10
Apr2.42102.69
May2.24104.21
Jun2.32103.47
Jul2.46104.82
Aug2.27106.49
Sep2.47104.60
Oct2.29106.21
Nov2.19107.07
Dec2.28106.21
2015Jan1.88109.78
Feb2.23106.52
Mar2.27106.12
Apr2.25106.32
May2.4299.62
Jun2.6997.25
Jul2.6397.77
Aug2.8596.00
Sep2.5498.61
Oct2.4699.27
Nov2.5198.85
Dec2.6098.15
2016Jan2.26100.97
Feb2.28100.82
Mar1.84104.51
Apr2.00103.12
  • Data reflects bid rates quoted by SGS Primary Dealers to each other based on standard market lot transactions as specified in the Rules and Market Practices of the SGS Market. Prices quoted to non-Primary Dealers may be different, subject to factors such as transaction size and administrative costs.
  • Figures before 2000 are the modes of closing bid prices quoted by SGS primary dealers.
  • Figures after 2000 are the average of closing bid rates quoted by SGS primary dealers.
  • Overnight repo rates are closing offer rates quoted by SGS primary dealers.
  • The 7-year benchmark was discontinued on 1 February 2011.
  • The final 3-month T-bill was issued on 20th June 2013.
  • The final 6-month T-bill was issued on 27th December 2013.
  • The SGS Overnight Repo rate was discontinued on 1 January 2014.
  • Yield is quoted as % p.a.
  • Bond price is quoted in S$ per S$100 of principal amount, excluding any applicable accrued interest (i.e. on clean basis).