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  
20191.8250%1.8525%1.9530%
20212.1990%2.3137%2.3730%
20232.4745%2.6502%2.7512%
20252.7163%-3.0362%
20282.9012%3.2850%3.3625%
20/02/2018
EOD
20/02/2018
EOD
20/02/2018
EOD
Swaps  
1Y IRS1.8800%
3Y IRS2.2450%
5Y IRS2.6550%
7Y IRS2.8450%
10Y IRS3.0500%
12Y IRS3.1525%
15Y IRS3.2625%
20/02/2018
EOD