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  
20191.8175%1.8443%1.9337%
20212.1837%2.2902%2.3588%
20232.4657%2.6435%2.7466%
20252.7333%-3.0568%
20282.9262%3.3050%3.3937%
16/02/2018
EOD
16/02/2018
EOD
16/02/2018
EOD
Swaps  
1Y IRS1.8625%
3Y IRS2.2250%
5Y IRS2.6525%
7Y IRS2.8600%
10Y IRS3.0750%
12Y IRS3.1825%
15Y IRS3.2950%
16/02/2018
EOD