The Yield Curve

Yieldbroker historic yield curve

Rates

Bills   OIS   
1m1.620%1.4975%
2m1.710%1.4850%
3m1.725%1.4575%
4m1.790%1.4350%
5m1.855%1.4200%
6m1.925%1.4075%
12m-1.3450%
25/08/2016
10am AEST
25/08/2016
EOD
CGS  NSWTC  QTC  
20171.4450%1.6195%1.5687%
20191.3975%1.5687%1.6672%
20211.5100%1.7025%1.8325%
20231.6800%1.9100%2.0957%
20261.8508%2.1150%2.3537%
25/08/2016
EOD
25/08/2016
EOD
25/08/2016
EOD
Swaps  
1Y IRS1.6400%
3Y IRS1.6200%
5Y IRS1.8525%
7Y IRS1.9400%
10Y IRS2.0625%
12Y IRS2.1425%
15Y IRS2.2375%
25/08/2016
EOD