The Yield Curve

Yieldbroker historic yield curve

Rates

Bills   OIS   
1m1.615%1.4975%
2m1.715%1.5000%
3m1.770%1.4950%
4m1.840%1.4925%
5m1.930%1.4900%
6m2.005%1.4850%
12m-1.4875%
06/12/2016
10am AEST
06/12/2016
EOD
CGS  NSWTC  QTC  
20171.6655%1.7500%1.8300%
20191.9300%1.9970%2.0827%
20212.1425%2.3125%2.4255%
20232.4403%2.6285%2.7945%
20262.7675%2.9900%3.2117%
06/12/2016
EOD
06/12/2016
EOD
06/12/2016
EOD
Swaps  
1Y IRS1.7800%
3Y IRS2.0550%
5Y IRS2.5275%
7Y IRS2.7350%
10Y IRS2.9550%
12Y IRS3.0650%
15Y IRS3.1850%
06/12/2016
EOD