The Yield Curve

Yieldbroker historic yield curve

Rates

Bills   OIS   
1m1.615%1.4975%
2m1.715%1.4775%
3m1.745%1.4650%
4m1.815%1.4600%
5m1.885%1.4475%
6m1.965%1.4375%
12m-1.4000%
29/09/2016
10am AEST
29/09/2016
EOD
CGS  NSWTC  QTC  
20171.6337%1.7537%1.7275%
20191.5802%1.7195%1.7947%
20211.6625%1.8392%1.9725%
20231.8235%2.0142%2.2062%
20261.9675%2.2087%2.4477%
29/09/2016
EOD
29/09/2016
EOD
29/09/2016
EOD
Swaps  
1Y IRS1.6950%
3Y IRS1.6875%
5Y IRS1.9350%
7Y IRS2.0175%
10Y IRS2.1425%
12Y IRS2.2250%
15Y IRS2.3250%
29/09/2016
EOD