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  
20191.8675%1.9075%1.9825%
20212.2075%2.3137%2.4110%
20232.4587%2.6137%2.7290%
20252.7025%-3.0035%
20282.8875%3.2554%3.3475%
21/05/2018
EOD
21/05/2018
EOD
21/05/2018
EOD
Swaps  
1Y IRS1.9775%
3Y IRS2.2675%
5Y IRS2.6650%
7Y IRS2.8525%
10Y IRS3.0450%
12Y IRS3.1375%
15Y IRS3.2350%
21/05/2018
EOD