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  
20191.8533%1.8995%1.9855%
20212.1703%2.2925%2.3926%
20232.4099%2.5898%2.7051%
20252.6298%-2.9552%
20282.8038%3.1975%3.2920%
24/05/2018
EOD
24/05/2018
EOD
24/05/2018
EOD
Swaps  
1Y IRS1.9650%
3Y IRS2.2400%
5Y IRS2.6250%
7Y IRS2.8025%
10Y IRS2.9850%
12Y IRS3.0750%
15Y IRS3.1725%
24/05/2018
EOD