2 | 4 | 8 | 16 | |
0 to 5 | 0.5549 | 0.2609 | 0.1285 | 0.0826 |
(−4.6645) | (−4.6827) | (−4.2328) | (−3.8094) | |
[0000] | [0000] | [0000] | [0.0001] | |
5 to 10 | 0.5561 | 0.2712 | 0.1254 | 0.0845 |
(−3.7082) | (−3.7308) | (−3.4169) | (−3.0818) | |
[0.0002] | [0.0002] | [0.0006] | [0.0021] | |
10 to 15 | 0.5290 | 0.2553 | 0.1229 | 0.0816 |
(−3.3161) | (−3.3126) | (−3.081) | (−2.8275) | |
[0.0009] | [0.0009] | [0.0021] | [0.0047] | |
15 to 20 | 0.5186 | 0.2603 | 0.1311 | 0.0839 |
(−4.6061) | (−4.4957) | (−4.0906) | (−3.7348) | |
[0000] | [0000] | [0000] | [0.0002] | |
20 to 30 | 0.5398 | 0.2703 | 0.1354 | 0.0903 |
(−4.5526) | (−4.4608) | (−4.0519) | (−3.7096) | |
[0000] | [0000] | [0.0001] | [0.0002] | |
Bond Index | 0.5667 | 0.2733 | 0.1320 | 0.0879 |
(−3.305) | (−3.4467) | (−3.2122) | (−2.974) | |
[0.0009] | [0.0006] | [0.0013] | [0.0029] | |
Sovereign Bonds | 0.5706 | 0.2778 | 0.1352 | 0.0896 |
(−3.485) | (−3.6419) | (−3.408) | (−3.1782) | |
[0.0005] | [0.0003] | [0.0007] | [0.0015] |