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  
20191.7713%1.8858%1.9580%
20212.1892%2.2866%2.3512%
20232.4071%2.5507%2.6757%
20252.6113%-2.9347%
20282.7710%3.1132%3.2322%
15/01/2018
EOD
15/01/2018
EOD
15/01/2018
EOD
Swaps  
1Y IRS1.8650%
3Y IRS2.1875%
5Y IRS2.5575%
7Y IRS2.7200%
10Y IRS2.9025%
12Y IRS3.0025%
15Y IRS3.1150%
15/01/2018
EOD