Australian primary bond curve

Curve last updated on 9 April 2021 at 05.58.53 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight10.030000.03000Effective
1 month300.030000.03000Effective

Bond rates

SecurityBid/payOffer/receive
GSBI21.AU-RBA0.020000.02000
GSBW21.AU-RBA0.020000.02000
GSBM22.AU-RBA0.065000.06500
GSBU22.AU-RBA0.070000.07000
GSBG23.AU-RBA0.075000.07500
GSBG24.AU-RBA0.105000.10500
GSBG25.AU-RBA0.405000.40500
GSBG26.AU-RBA0.655000.65500
GSBG27.AU-RBA0.895000.89500
GSBU27.AU-RBA1.045001.04500
GSBI28.AU-RBA1.160001.16000
GSBU28.AU-RBA1.255001.25500
GSBG29.AU-RBA1.335001.33500
GSBG33.AU-RBA1.805001.80500
GSBK35.AU-RBA2.045002.04500
GSBG37.AU-RBA2.170002.17000
GSBK39.AU-RBA2.325002.32500
GSBE47.AU-RBA2.575002.57500



Calculated output

Day-count convention : Actual/365
Date adjustment : None

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
11 April 202110.030000.030001.000001.00000
12 April 202120.030000.030001.000001.00000
13 April 202130.030000.030001.000001.00000
14 April 202140.030000.030001.000001.00000
15 April 202150.030000.030001.000001.00000
16 April 202160.030000.030001.000001.00000
17 April 202170.030000.030000.999990.99999
18 April 202180.030000.030000.999990.99999
19 April 202190.030000.030000.999990.99999
20 April 2021100.030000.030000.999990.99999
21 April 2021110.030000.030000.999990.99999
22 April 2021120.030000.030000.999990.99999
23 April 2021130.030000.030000.999990.99999
24 April 2021140.030000.030000.999990.99999
25 April 2021150.030000.030000.999990.99999
26 April 2021160.030000.030000.999990.99999
27 April 2021170.030000.030000.999990.99999
28 April 2021180.030000.030000.999990.99999
29 April 2021190.030000.030000.999980.99998
30 April 2021200.030000.030000.999980.99998
1 May 2021210.030000.030000.999980.99998
2 May 2021220.030000.030000.999980.99998
3 May 2021230.030000.030000.999980.99998
4 May 2021240.030000.030000.999980.99998
5 May 2021250.030000.030000.999980.99998
6 May 2021260.030000.030000.999980.99998
7 May 2021270.030000.030000.999980.99998
8 May 2021280.030000.030000.999980.99998
9 May 2021290.030000.030000.999980.99998
10 May 2021300.030000.030000.999980.99998
11 May 2021310.028030.028030.999980.99998
12 May 2021320.026070.026070.999980.99998
13 May 2021330.024100.024100.999980.99998
14 May 2021340.022140.022140.999980.99998
15 May 2021350.020170.020170.999980.99998
16 May 2021360.020170.020170.999980.99998
17 May 2021370.020170.020170.999980.99998
18 May 2021380.020170.020170.999980.99998
19 May 2021390.020170.020170.999980.99998
20 May 2021400.020170.020170.999980.99998
21 May 2021410.020170.020170.999980.99998
22 May 2021420.020170.020170.999980.99998
23 May 2021430.020170.020170.999980.99998
24 May 2021440.020160.020160.999980.99998
25 May 2021450.020160.020160.999980.99998
26 May 2021460.020160.020160.999970.99997
27 May 2021470.020160.020160.999970.99997
28 May 2021480.020160.020160.999970.99997
29 May 2021490.020160.020160.999970.99997
30 May 2021500.020160.020160.999970.99997
31 May 2021510.020160.020160.999970.99997
1 June 2021520.020160.020160.999970.99997
2 June 2021530.020160.020160.999970.99997
3 June 2021540.020160.020160.999970.99997
4 June 2021550.020150.020150.999970.99997
5 June 2021560.020150.020150.999970.99997
6 June 2021570.020150.020150.999970.99997
7 June 2021580.020150.020150.999970.99997
8 June 2021590.020150.020150.999970.99997
9 June 2021600.020150.020150.999970.99997
10 June 2021610.020150.020150.999970.99997
11 June 2021620.020150.020150.999970.99997
12 June 2021630.020150.020150.999970.99997
13 June 2021640.020150.020150.999960.99996
14 June 2021650.020150.020150.999960.99996
15 June 2021660.020140.020140.999960.99996
16 June 2021670.020140.020140.999960.99996
17 June 2021680.020140.020140.999960.99996
18 June 2021690.020140.020140.999960.99996
19 June 2021700.020140.020140.999960.99996
20 June 2021710.020140.020140.999960.99996
21 June 2021720.020140.020140.999960.99996
22 June 2021730.020140.020140.999960.99996
23 June 2021740.020140.020140.999960.99996
24 June 2021750.020140.020140.999960.99996
25 June 2021760.020140.020140.999960.99996
26 June 2021770.020130.020130.999960.99996
27 June 2021780.020130.020130.999960.99996
28 June 2021790.020130.020130.999960.99996
29 June 2021800.020130.020130.999960.99996
30 June 2021810.020130.020130.999960.99996
1 July 2021820.020130.020130.999950.99995
2 July 2021830.020130.020130.999950.99995
3 July 2021840.020130.020130.999950.99995
4 July 2021850.020130.020130.999950.99995
5 July 2021860.020130.020130.999950.99995
6 July 2021870.020130.020130.999950.99995
7 July 2021880.020120.020120.999950.99995
8 July 2021890.020120.020120.999950.99995
9 July 2021900.020120.020120.999950.99995
10 July 2021910.020120.020120.999950.99995
11 July 2021920.020120.020120.999950.99995
12 July 2021930.020120.020120.999950.99995
13 July 2021940.020120.020120.999950.99995
14 July 2021950.020120.020120.999950.99995
15 July 2021960.020120.020120.999950.99995
16 July 2021970.020120.020120.999950.99995
17 July 2021980.020120.020120.999950.99995
18 July 2021990.020110.020110.999950.99995
19 July 20211000.020110.020110.999940.99994
20 July 20211010.020110.020110.999940.99994
21 July 20211020.020110.020110.999940.99994
22 July 20211030.020110.020110.999940.99994
23 July 20211040.020110.020110.999940.99994
24 July 20211050.020110.020110.999940.99994
25 July 20211060.020110.020110.999940.99994
26 July 20211070.020110.020110.999940.99994
27 July 20211080.020110.020110.999940.99994
28 July 20211090.020110.020110.999940.99994
29 July 20211100.020100.020100.999940.99994
30 July 20211110.020100.020100.999940.99994
31 July 20211120.020100.020100.999940.99994
1 August 20211130.020100.020100.999940.99994
2 August 20211140.020100.020100.999940.99994
3 August 20211150.020100.020100.999940.99994
4 August 20211160.020100.020100.999940.99994
5 August 20211170.020100.020100.999940.99994
6 August 20211180.020100.020100.999940.99994
7 August 20211190.020100.020100.999930.99993
8 August 20211200.020090.020090.999930.99993
9 August 20211210.020090.020090.999930.99993
10 August 20211220.020090.020090.999930.99993
11 August 20211230.020090.020090.999930.99993
12 August 20211240.020090.020090.999930.99993
13 August 20211250.020090.020090.999930.99993
14 August 20211260.020090.020090.999930.99993
15 August 20211270.020090.020090.999930.99993
16 August 20211280.020090.020090.999930.99993
17 August 20211290.020090.020090.999930.99993
18 August 20211300.020090.020090.999930.99993
19 August 20211310.020080.020080.999930.99993
20 August 20211320.020080.020080.999930.99993
21 August 20211330.020080.020080.999930.99993
22 August 20211340.020080.020080.999930.99993
23 August 20211350.020080.020080.999930.99993
24 August 20211360.020080.020080.999930.99993
25 August 20211370.020080.020080.999920.99992
26 August 20211380.020080.020080.999920.99992
27 August 20211390.020080.020080.999920.99992
28 August 20211400.020080.020080.999920.99992
29 August 20211410.020080.020080.999920.99992
30 August 20211420.020070.020070.999920.99992
31 August 20211430.020070.020070.999920.99992
1 September 20211440.020070.020070.999920.99992
2 September 20211450.020070.020070.999920.99992
3 September 20211460.020070.020070.999920.99992
4 September 20211470.020070.020070.999920.99992
5 September 20211480.020070.020070.999920.99992
6 September 20211490.020070.020070.999920.99992
7 September 20211500.020070.020070.999920.99992
8 September 20211510.020070.020070.999920.99992
9 September 20211520.020070.020070.999920.99992
10 September 20211530.020060.020060.999920.99992
11 September 20211540.020060.020060.999920.99992
12 September 20211550.020060.020060.999910.99991
13 September 20211560.020060.020060.999910.99991
14 September 20211570.020060.020060.999910.99991
15 September 20211580.020060.020060.999910.99991
16 September 20211590.020060.020060.999910.99991
17 September 20211600.020060.020060.999910.99991
18 September 20211610.020060.020060.999910.99991
19 September 20211620.020060.020060.999910.99991
20 September 20211630.020060.020060.999910.99991
21 September 20211640.020050.020050.999910.99991
22 September 20211650.020050.020050.999910.99991
23 September 20211660.020050.020050.999910.99991
24 September 20211670.020050.020050.999910.99991
25 September 20211680.020050.020050.999910.99991
26 September 20211690.020050.020050.999910.99991
27 September 20211700.020050.020050.999910.99991
28 September 20211710.020050.020050.999910.99991
29 September 20211720.020050.020050.999910.99991
30 September 20211730.020050.020050.999910.99991
1 October 20211740.020050.020050.999900.99990
2 October 20211750.020040.020040.999900.99990
3 October 20211760.020040.020040.999900.99990
4 October 20211770.020040.020040.999900.99990
5 October 20211780.020040.020040.999900.99990
6 October 20211790.020040.020040.999900.99990
7 October 20211800.020040.020040.999900.99990
8 October 20211810.020040.020040.999900.99990
9 October 20211820.020040.020040.999900.99990
10 October 20211830.020040.020040.999900.99990
11 October 20211840.020040.020040.999900.99990
12 October 20211850.020040.020040.999900.99990
13 October 20211860.020030.020030.999900.99990
14 October 20211870.020030.020030.999900.99990
15 October 20211880.020030.020030.999900.99990
16 October 20211890.020030.020030.999900.99990
17 October 20211900.020030.020030.999900.99990
18 October 20211910.020030.020030.999900.99990
19 October 20211920.020030.020030.999890.99989
20 October 20211930.020030.020030.999890.99989
21 October 20211940.020030.020030.999890.99989
22 October 20211950.020030.020030.999890.99989
23 October 20211960.020030.020030.999890.99989
24 October 20211970.020020.020020.999890.99989
25 October 20211980.020020.020020.999890.99989
26 October 20211990.020020.020020.999890.99989
27 October 20212000.020020.020020.999890.99989
28 October 20212010.020020.020020.999890.99989
29 October 20212020.020020.020020.999890.99989
30 October 20212030.020020.020020.999890.99989
31 October 20212040.020020.020020.999890.99989
1 November 20212050.020020.020020.999890.99989
2 November 20212060.020020.020020.999890.99989
3 November 20212070.020020.020020.999890.99989
4 November 20212080.020010.020010.999890.99989
5 November 20212090.020010.020010.999890.99989
6 November 20212100.020010.020010.999880.99988
7 November 20212110.020010.020010.999880.99988
8 November 20212120.020010.020010.999880.99988
9 November 20212130.020010.020010.999880.99988
10 November 20212140.020010.020010.999880.99988
11 November 20212150.020010.020010.999880.99988
12 November 20212160.020010.020010.999880.99988
13 November 20212170.020010.020010.999880.99988
14 November 20212180.020000.020000.999880.99988
15 November 20212190.020000.020000.999880.99988
16 November 20212200.020000.020000.999880.99988
17 November 20212210.020000.020000.999880.99988
18 November 20212220.020000.020000.999880.99988
19 November 20212230.020000.020000.999880.99988
20 November 20212240.020000.020000.999880.99988
21 November 20212250.020000.020000.999880.99988
22 November 20212260.020000.020000.999880.99988
23 November 20212270.020000.020000.999880.99988
24 November 20212280.020000.020000.999880.99988
25 November 20212290.019990.019990.999870.99987
26 November 20212300.019990.019990.999870.99987
27 November 20212310.019990.019990.999870.99987
28 November 20212320.019990.019990.999870.99987
29 November 20212330.019990.019990.999870.99987
30 November 20212340.019990.019990.999870.99987
1 December 20212350.019990.019990.999870.99987
2 December 20212360.019990.019990.999870.99987
3 December 20212370.019990.019990.999870.99987
4 December 20212380.019990.019990.999870.99987
5 December 20212390.019990.019990.999870.99987
6 December 20212400.019980.019980.999870.99987
7 December 20212410.019980.019980.999870.99987
8 December 20212420.019980.019980.999870.99987
9 December 20212430.019980.019980.999870.99987
10 December 20212440.019980.019980.999870.99987
11 December 20212450.019980.019980.999870.99987
12 December 20212460.019980.019980.999870.99987
13 December 20212470.019980.019980.999860.99986
14 December 20212480.019980.019980.999860.99986
15 December 20212490.019980.019980.999860.99986
16 December 20212500.019980.019980.999860.99986
17 December 20212510.019970.019970.999860.99986
18 December 20212520.019970.019970.999860.99986
19 December 20212530.019970.019970.999860.99986
20 December 20212540.019970.019970.999860.99986
21 December 20212550.019970.019970.999860.99986
22 December 20212560.020190.020190.999860.99986
23 December 20212570.020420.020420.999860.99986
24 December 20212580.020640.020640.999850.99985
25 December 20212590.020870.020870.999850.99985
26 December 20212600.021090.021090.999850.99985
27 December 20212610.021310.021310.999850.99985
28 December 20212620.021540.021540.999850.99985
29 December 20212630.021760.021760.999840.99984
30 December 20212640.021980.021980.999840.99984
31 December 20212650.022210.022210.999840.99984
1 January 20222660.022430.022430.999840.99984
2 January 20222670.022650.022650.999830.99983
3 January 20222680.022880.022880.999830.99983
4 January 20222690.023100.023100.999830.99983
5 January 20222700.023330.023330.999830.99983
6 January 20222710.023550.023550.999830.99983
7 January 20222720.023770.023770.999820.99982
8 January 20222730.024000.024000.999820.99982
9 January 20222740.024220.024220.999820.99982
10 January 20222750.024440.024440.999820.99982
11 January 20222760.024670.024670.999810.99981
12 January 20222770.024890.024890.999810.99981
13 January 20222780.025110.025110.999810.99981
14 January 20222790.025340.025340.999810.99981
15 January 20222800.025560.025560.999800.99980
16 January 20222810.025780.025780.999800.99980
17 January 20222820.026010.026010.999800.99980
18 January 20222830.026230.026230.999800.99980
19 January 20222840.026460.026460.999790.99979
20 January 20222850.026680.026680.999790.99979
21 January 20222860.026900.026900.999790.99979
22 January 20222870.027130.027130.999790.99979
23 January 20222880.027350.027350.999780.99978
24 January 20222890.027570.027570.999780.99978
25 January 20222900.027800.027800.999780.99978
26 January 20222910.028020.028020.999780.99978
27 January 20222920.028240.028240.999770.99977
28 January 20222930.028470.028470.999770.99977
29 January 20222940.028690.028690.999770.99977
30 January 20222950.028920.028920.999770.99977
31 January 20222960.029140.029140.999760.99976
1 February 20222970.029360.029360.999760.99976
2 February 20222980.029590.029590.999760.99976
3 February 20222990.029810.029810.999760.99976
4 February 20223000.030030.030030.999750.99975
5 February 20223010.030260.030260.999750.99975
6 February 20223020.030480.030480.999750.99975
7 February 20223030.030700.030700.999750.99975
8 February 20223040.030930.030930.999740.99974
9 February 20223050.031150.031150.999740.99974
10 February 20223060.031370.031370.999740.99974
11 February 20223070.031600.031600.999730.99973
12 February 20223080.031820.031820.999730.99973
13 February 20223090.032050.032050.999730.99973
14 February 20223100.032270.032270.999730.99973
15 February 20223110.032490.032490.999720.99972
16 February 20223120.032720.032720.999720.99972
17 February 20223130.032940.032940.999720.99972
18 February 20223140.033160.033160.999710.99971
19 February 20223150.033390.033390.999710.99971
20 February 20223160.033610.033610.999710.99971
21 February 20223170.033830.033830.999710.99971
22 February 20223180.034060.034060.999700.99970
23 February 20223190.034280.034280.999700.99970
24 February 20223200.034510.034510.999700.99970
25 February 20223210.034730.034730.999690.99969
26 February 20223220.034950.034950.999690.99969
27 February 20223230.035180.035180.999690.99969
28 February 20223240.035400.035400.999690.99969
1 March 20223250.035620.035620.999680.99968
2 March 20223260.035850.035850.999680.99968
3 March 20223270.036070.036070.999680.99968
4 March 20223280.036290.036290.999670.99967
5 March 20223290.036520.036520.999670.99967
6 March 20223300.036740.036740.999670.99967
7 March 20223310.036970.036970.999660.99966
8 March 20223320.037190.037190.999660.99966
9 March 20223330.037410.037410.999660.99966
10 March 20223340.037640.037640.999660.99966
11 March 20223350.037860.037860.999650.99965
12 March 20223360.038080.038080.999650.99965
13 March 20223370.038310.038310.999650.99965
14 March 20223380.038530.038530.999640.99964
15 March 20223390.038750.038750.999640.99964
16 March 20223400.038980.038980.999640.99964
17 March 20223410.039200.039200.999630.99963
18 March 20223420.039420.039420.999630.99963
19 March 20223430.039650.039650.999630.99963
20 March 20223440.039870.039870.999620.99962
21 March 20223450.040100.040100.999620.99962
22 March 20223460.040320.040320.999620.99962
23 March 20223470.040540.040540.999610.99961
24 March 20223480.040770.040770.999610.99961
25 March 20223490.040990.040990.999610.99961
26 March 20223500.041210.041210.999600.99960
27 March 20223510.041440.041440.999600.99960
28 March 20223520.041660.041660.999600.99960
29 March 20223530.041880.041880.999600.99960
30 March 20223540.042110.042110.999590.99959
31 March 20223550.042330.042330.999590.99959
1 April 20223560.042560.042560.999590.99959
2 April 20223570.042780.042780.999580.99958
3 April 20223580.043000.043000.999580.99958
4 April 20223590.043230.043230.999580.99958
5 April 20223600.043450.043450.999570.99957
6 April 20223610.043670.043670.999570.99957
7 April 20223620.043900.043900.999560.99956
8 April 20223630.044120.044120.999560.99956
9 April 20223640.044340.044340.999560.99956
10 April 20223650.044570.044570.999550.99955
11 May 20223960.051500.051500.999440.99944
10 June 20224260.058210.058210.999320.99932
11 July 20224570.065140.065140.999180.99918
10 August 20224870.066880.066880.999110.99911
9 September 20225170.067850.067850.999040.99904
9 October 20225470.068830.068830.998970.99897
9 November 20225780.069830.069830.998890.99889
10 December 20226090.070940.070940.998820.99882
9 January 20236390.072060.072060.998740.99874
9 February 20236700.073220.073220.998660.99866
11 March 20237000.074350.074350.998580.99858
10 April 20237300.075480.075480.998490.99849
8 April 202410940.104960.104960.996860.99686
8 April 202514590.409000.409000.983780.98378
9 April 202618250.682260.682260.966460.96646
9 April 202721900.946720.946720.944780.94478
10 October 202723741.061181.061180.933310.93331
9 April 202825561.173491.173490.921110.92111
10 April 202929221.398881.398880.894060.89406
10 July 202930131.435991.435990.888220.88822
10 April 203032871.538861.538860.870590.87059
9 April 203136511.675511.675510.845690.84569
10 April 203240181.813291.813290.819050.81905
10 April 203343831.950321.950320.791200.79120
10 April 203447482.046122.046120.766310.76631
11 April 203551142.140892.140890.740850.74085
7 April 203654762.240222.240220.714560.71456
9 April 204173042.563452.563450.598710.59871
9 April 204691302.735802.735800.504430.50443
11 April 2051109582.768462.768460.435550.43555
10 April 2056127842.768462.768460.379220.37922
10 April 2061146102.768462.768460.330170.33017