The Yield Curve

Yieldbroker historic yield curve

Rates

Bills   OIS   
1m1.595%1.4975%
2m1.645%1.5000%
3m1.685%1.5000%
4m1.735%1.5050%
5m1.785%1.5075%
6m1.835%1.5100%
12m-1.5650%
21/08/2017
10am AEST
21/08/2017
EOD
CGS  NSWTC  QTC  
20181.6515%1.7050%1.7125%
20201.9900%2.0277%2.0536%
20222.1744%2.2902%2.4265%
20242.3844%2.6090%2.7230%
20272.6372%2.9527%3.1242%
21/08/2017
EOD
21/08/2017
EOD
21/08/2017
EOD
Swaps  
1Y IRS1.7700%
3Y IRS2.0525%
5Y IRS2.4225%
7Y IRS2.6025%
10Y IRS2.8075%
12Y IRS2.9150%
15Y IRS3.0375%
21/08/2017
EOD