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  
20192.0075%2.0178%2.0680%
20212.2263%2.3710%2.4390%
20232.4460%2.6425%2.7600%
20252.6187%-2.9768%
20282.7475%3.1627%3.2715%
18/04/2018
EOD
18/04/2018
EOD
18/04/2018
EOD
Swaps  
1Y IRS2.0250%
3Y IRS2.2925%
5Y IRS2.6350%
7Y IRS2.7775%
10Y IRS2.9275%
12Y IRS3.0100%
15Y IRS3.1000%
18/04/2018
EOD