The Yield Curve

Yieldbroker historic yield curve

Rates

Bills   OIS   
1m1.630%1.4975%
2m1.675%1.4975%
3m1.720%1.5000%
4m1.765%1.5000%
5m1.830%1.5025%
6m1.890%1.5075%
12m-1.5600%
20/11/2017
10am AEST
20/11/2017
EOD
CGS  NSWTC  QTC  
20181.7090%1.7258%1.7060%
20201.9200%1.9795%1.9925%
20222.1670%2.2132%2.3465%
20242.2972%2.5245%2.6252%
20272.5423%2.8702%3.0315%
20/11/2017
EOD
20/11/2017
EOD
20/11/2017
EOD
Swaps  
1Y IRS1.7775%
3Y IRS2.0025%
5Y IRS2.3500%
7Y IRS2.5300%
10Y IRS2.7325%
12Y IRS2.8425%
15Y IRS2.9600%
20/11/2017
EOD