Irish government bond data source overnment bond data sourced from ntmamaturity datematurity monthsterm bucket long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long long longauction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction auction short yield days pre and post auction med yield days pre and pend day bond yields for day medium days pre and post auction days pre and post auction medium ng- post auction basis points medium- basis points basis points medium basis points time days longy basis points time days ltim


Date	Bond	Amount	Amount EUR	Y(0) Average Yield
7/15/1999 8/19/1999 11/18/1999 2/17/2000 3/16/2000 4/20/2000 6/15/2000 3/21/2002 5/16/2002 7/18/2002 9/19/2002 10/17/2002 4/17/2003 6/19/2003 8/21/2003 11/20/2003 2/19/2004 3/18/2004 4/15/2004 5/19/2004 6/17/2004 9/15/2005 10/20/2005 3/24/2009 4/21/2009 5/19/2009 8/18/2009 9/15/2009 11/17/2009 1/19/2010 2/16/2010 3/16/2010 4/20/2010 5/18/2010 6/15/2010 7/20/2010 8/17/2010 9/21/2010 3/13/2014 4/10/2014 5/8/2014 7/10/2014	4% Treasury Bond 2010 4% Treasury Bond 2010 4% Treasury Bond 2010 4.6% Treasury Bond 2016 4% Treasury Bond 2010 4% Treasury Bond 2010 4% Treasury Bond 2010 5% Treasury Bond 2013 5% Treasury Bond 2013 5% Treasury Bond 2013 5% Treasury Bond 2013 4.6% Treasury Bond 2016 4.6% Treasury Bond 2016 4.6% Treasury Bond 2016 5% Treasury Bond 2013 5% Treasury Bond 2013 4.5% Treasury Bond 2020 4.5% Treasury Bond 2020 4.5% Treasury Bond 2020 4.5% Treasury Bond 2020 4.5% Treasury Bond 2020 4.5% Treasury Bond 2020 4.5% Treasury Bond 2020 4.5% Treasury Bond 2020 4.5% Treasury Bond 2018 4.4% Treasury Bond 2019 4.5% Treasury Bond 2018 4.5% Treasury Bond 2020 5.9% Treasury Bond 2019 5.4% Treasury Bond 2025 4.5% Treasury Bond 2020 4.5% Treasury Bond 2020 5.0% Treasury Bond 2020 4.5% Treasury Bond 2020 4.5% Treasury Bond 2018 5.0% Treasury Bond 2020 5.0% Treasury Bond 2020 4.5% Treasury Bond 2018 3.4% Treasury Bond 2024 3.4% Treasury Bond 2024 3.4% Treasury Bond 2024 3.4% Treasury Bond 2024	129.5 121.9 200.6 147.6 182.0 150.0 149.0 600.0 720.0 720.0 600.0 720.0 650.0 600.0 720.0 600.0 700.0 600.0 720.0 750.0 600.0 600.0 840.0 910.0 758.0 700.0 748.0 887.0 802.0 1284.0 1031.0 1000.0 750.0 949.0 750.0 899.0 1059.0 1000.0 1000.0 1000.0 750.0 500.0

	Maturity YRS		Term Bucket	SML	Type	Cover
4/18/2010 4/18/2010 4/18/2010 4/18/2016 4/18/2010 4/18/2010 4/18/2010 4/18/2013 4/18/2013 4/18/2013 4/18/2013 4/18/2016 4/18/2016 4/18/2016 4/18/2013 4/18/2013 4/18/2020 4/18/2020 4/18/2020 4/18/2020 4/18/2020 4/18/2020 4/18/2020 4/18/2020 10/18/2018 6/18/2019 10/18/2018 4/18/2020 10/18/2019 3/13/2025 4/18/2020 4/18/2020 10/18/2020 4/18/2020 10/18/2018 10/18/2020 10/18/2020 10/18/2018 3/18/2024 3/18/2024 3/18/2024 3/18/2024	11 11 11 16 10 10 10 11 11 11 11 14 13 13 10 10 16 16 16 16 16 15 15 11 9 10 9 11 10 15 10 10 10 10 8 10 10 8 10 10 10 10					2.97 3.44 2.53 3.4 4.5 5.2 1.7 2.1 2.3 1.5 2.2 2.8 2.4 2.2 3.7 2.6 3.0 3.4 3.3 2.9 4.2 3 2.3 2.7 1.1 1.8 2.7 2.3 2.5 3.0 2.3 2.6 3.0 3.1 2.9 3.0 2.4 2.9 2.88 2.80 2.76 2.74


ISIN	Difference between Average yield Y(0) and end of day Y(0) 1.05 -0.02 0.00 0.01 -0.06 0.03 0.01 -0.02 0.00 -0.03 -0.03 -0.06 0.03 0.01 0.00 0.02 -0.01 -0.01 0.00 0.03 0.00 0.00 0.00 -0.09 0.00 0.02 0.00 0.00 -0.06 -0.02 0.00 0.00 0.00 -0.10 0.02 -0.04 0.00 -0.03 0.05 0.00 -0.06 0.01	Yield of Bond at Auction date Y(0) 5.0180 5.0940 5.2700 5.9510 5.5060 5.5220 5.4300 5.4490 5.4640 5.1050 4.5420 5.0050 4.4830 4.0700 4.2110 4.3280 4.6430 4.4320 4.6630 4.8210 4.7740 3.3580 3.5080 5.7210 5.0850 5.2060 4.5450 4.9170 4.6750 5.4600 4.7490 4.4310 4.6880 4.6230 5.1100 5.4980 5.3840 5.9910 3.0150 2.9130 2.6730 2.3250	-10	-9	-8	-7
IE0006857423 IE0006857423 IE0006857423 IE0006857530 IE0006857423 IE0006857423 IE0006857423 IE0031256328 IE0031256328 IE0031256328 IE0031256328 IE0006857530 IE0006857530 IE0006857530 IE0031256328 IE0031256328 IE0034074488 IE0034074488 IE0034074488 IE0034074488 IE0034074488 IE0034074488 IE0034074488 IE0034074488 IE00B28HXX02 IE00B2QTFG59 IE00B28HXX02 IE0034074488 IE00B6089D15 IE00B4TV0D44 IE0034074488 IE0034074488 IE00B60Z6194 IE0034074488 IE00B28HXX02 IE00B60Z6194 IE00B60Z6194 IE00B28HXX02 IE00B6X95T99 IE00B6X95T99 IE00B6X95T99 IE00B6X95T99			4.806 5.231 5.301 5.864 5.777 5.433 5.364 5.411 5.414 5.205 4.641 4.84 4.533 3.989 4.115 4.446 4.678 4.609 4.505 4.675 4.81 3.317 3.4 5.901 5.064 5.105 4.614 4.906 4.717 5.49 4.802 4.522 4.618 5.283 4.508 5.397 5.04 5.54 3.076 2.978 2.845 2.323

Short

Medium

4.02	4.01	4.02	4.03	4.05

Long

End of Day Bond Yields for day ---> Y(t)

-6	-5	-4	-3	-2	-1	1	2	3
5.018 5.276 5.236 5.891 5.697 5.416 5.377 5.409 5.393 5.166 4.762 4.761 4.551 3.912 4.189 4.455 4.619 4.461 4.582 4.774 4.81 3.349 3.436 5.973 5.199 5.054 4.599 4.97 4.718 5.474 4.929 4.499 4.607 4.722 4.768 5.352 5.107 5.433 3.034 3.016 2.809 2.397					4.888 5.113 5.223 5.975 5.57 5.519 5.412 5.442 5.485 5.117 4.575 5.025 4.482 4.05 4.201 4.34 4.618 4.445 4.682 4.779 4.771 3.347 3.476 5.879 5.078 5.165 4.561 4.944 4.8 5.54 4.736 4.45 4.721 4.694 4.903 5.595 5.442 6.229 3.035 2.939 2.727 2.307	4.981 5.084 5.311 5.912 5.486 5.52 5.357 5.479 5.481 5.059 4.599 5.029 4.488 4.073 4.2 4.302 4.659 4.439 4.62 4.805 4.743 3.39 3.444 5.588 5.135 5.196 4.535 4.912 4.717 5.471 4.737 4.46 4.723 4.58 5.148 5.493 5.338 5.991 3.027 2.926 2.651 2.307


4	5	6	7	8	9	10
		4.907 5.071 5.467 5.835 5.48 5.515 5.529 5.488 5.382 4.955 4.584 5.021 4.435 4.19 4.203 4.437 4.586 4.441 4.682 4.726 4.726 3.304 3.609 5.493 5.032 5.38 4.514 4.829 4.812 5.333 4.64 4.567 5.415 4.81 5.063 5.125 5.717 6.461 3.055 2.826 2.667 2.267	4.912 5.16 5.484 5.889 5.551 5.517 5.508 5.485 5.41 5.014 4.514 4.981 4.459 4.149 4.229 4.478 4.586 4.514 4.679 4.766 4.767 3.368 3.594 5.524 5.049 5.429 4.498 4.77 4.849 5.399 4.665 4.582 5.348 4.845 5.06 5.18 5.732 6.233 3.064 2.826 2.713 2.246

0.05

4.04	4.04	4.03	4.03	4.01	4.01	4.01	Medium

-0.03

0.01

		0.0305			0.0615			0.0135			-0.0185				0.0175			0.0295		0.0415			0.0495
		-0.0750			-0.0610			-0.0540			-0.0570				-0.0320			0.0080		0.0220
		0.4320			0.4430			0.4470			0.4440				0.3390			0.3060		0.1650
		-9			-8			-7			-6		-5		-4			-3		-2			-1
		0.00			0.02			0.07			0.07		0.07		0.08			0.08		0.06			0.05
		-0.02			0.00			0.02			-0.04		-0.02		-0.02			-0.02		0.00			0.02
		0.02			0.03			0.03			0.01		0.01		0.01			0.01		0.01			0.03
Y(t) - Y(0) (Basis points)	0.10	Short													0.03
	0.08	-
	0.06														0.01
	0.04														0.01
	0.02														0.00
	0.02														-0.01	-	-9 -8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10
	0.00															-
	0.00															10
	-0.02
	-0.02	10
	-0.04
	-0.06
	-0.08
	-0.10	Time (days)													-0.05
		Time (days)													Time (days)
		Short													0.03
	0.10	Short
	0.08	-5	-4	-3		-2	-1	0	1	2	3	4		Y(t) - Y(0) (Basis points)
	0.06
	0.04
	0.02														0.00
	0.00														-5			-4	-3	-2	-1	0	1	2	3	4	5


	-0.06
	-0.08	Time (days)
	-0.08	Time (days)													Time (days)

0.0000					0.0545	0.0865	0.0275	0.0645	0.1915	0.1075	0.2145	0.2095
0.0000					-0.0220	-0.0210	-0.0270	-0.0100	-0.0380	-0.0370	-0.0840	-0.1160
0.0000					0.0860	0.0710	0.0890	0.1190	0.0830	0.0640	0.0890	0.0960
0.0000					0.0860	2	3	4	5	6	0.0890	0.0960
0					1	2	3	4	5	6	7	8
0.00					-0.03	-0.04	-0.06	-0.06	-0.06	-0.05	-0.04	-0.08
0.00					-0.01	0.01	0.02	0.02	0.02	0.02	0.02	0.00
0.00					0.01	0.02	0.01	0.01	0.02	0.04	0.05	0.04
2 3 4 5 6 7 8 9 10					Y(t) - Y(0) (Basis points)	0.06	Long
						0.05
						0.04
						0.03
						0.02
						0.01
1	2	3	4	5		0.00


					Y(t) - Y(0) (Basis points)
						0.03


9	10
0.9400 0.0700 0.0830-0.0660-0.0200 0.1490 0.0960-0.0320-0.0950-0.1530 0.0480-0.0880-0.0250 0.1530 0.1600 0.1360-0.0120 0.0470 0.0250 0.0100-0.0600 0.0040 0.1490-0.4540-0.0140 0.3210 0.0060-0.1860 0.1010-0.1280-0.2060 0.0880 0.5340 0.0790 0.0250-0.4410 0.4140-0.2130 0.0630-0.0856 0.0510-0.0680	1.0330 0.1540 0.1770-0.0370-0.0830 0.1960 0.0470-0.0960-0.1100-0.2060 0.0480-0.1200 0.0020 0.2130 0.1430 0.1260-0.0420 0.0660 0.0430 0.0210-0.0540 0.0190 0.1580-0.4280-0.1310 0.3080 0.0590-0.2170 0.0540-0.1270-0.2230 0.0680 0.7290 0.1840-0.0060-0.4970 0.4230-0.1160 0.0110-0.0716 0.1020-0.0540