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  
20191.7180%1.8765%1.9715%
20212.2488%2.3390%2.4117%
20232.4662%2.6087%2.7300%
20252.6650%-2.9877%
20282.8110%3.1547%3.2680%
18/01/2018
EOD
18/01/2018
EOD
18/01/2018
EOD
Swaps  
1Y IRS1.8950%
3Y IRS2.2450%
5Y IRS2.6200%
7Y IRS2.7750%
10Y IRS2.9475%
12Y IRS3.0400%
15Y IRS3.1450%
18/01/2018
EOD