The Yield Curve

Yieldbroker historic yield curve

Rates

Bills   OIS   
1m1.660%1.4975%
2m1.700%1.4975%
3m1.740%1.5000%
4m1.785%1.5000%
5m1.845%1.5025%
6m1.915%1.5075%
12m-1.5550%
01/12/2017
10am AEST
01/12/2017
EOD
CGS  NSWTC  QTC  
20181.7098%1.7100%1.7115%
20202.0619%2.0763%2.0823%
20222.2810%2.3127%2.4377%
20242.3731%2.5807%2.6675%
20272.5562%2.8794%3.0290%
14/12/2017
EOD
14/12/2017
EOD
14/12/2017
EOD
Swaps  
1Y IRS1.8200%
3Y IRS2.1000%
5Y IRS2.4200%
7Y IRS2.5600%
10Y IRS2.7275%
12Y IRS2.8200%
15Y IRS2.9325%
14/12/2017
EOD