Australian primary bond curve

Curve last updated on 15 November 2019 at 14.34.57 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight10.750000.75000Effective
1 month300.920000.92000Effective
3 months910.950000.95000Effective

Bond rates

SecurityBid/payOffer/receive
GSBG20.AU-RBA0.810000.81000
GSBU20.AU-RBA0.845000.84500
GSBI21.AU-RBA0.800000.80000
GSBW21.AU-RBA0.760000.76000
GSBM22.AU-RBA0.740000.74000
GSBU22.AU-RBA0.740000.74000
GSBG23.AU-RBA0.755000.75500
GSBG24.AU-RBA0.805000.80500
GSBG25.AU-RBA0.885000.88500
GSBG26.AU-RBA0.965000.96500
GSBG27.AU-RBA1.045001.04500
GSBU27.AU-RBA1.100001.10000
GSBI28.AU-RBA1.140001.14000
GSBU28.AU-RBA1.160001.16000
GSBG29.AU-RBA1.170001.17000
GSBG33.AU-RBA1.290001.29000
GSBK35.AU-RBA1.425001.42500
GSBG37.AU-RBA1.510001.51000
GSBK39.AU-RBA1.595001.59500
GSBE47.AU-RBA1.785001.78500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
22 November 201910.749990.749990.999980.99998
23 November 201920.755840.755840.999960.99996
24 November 201930.761690.761690.999940.99994
25 November 201940.767540.767540.999920.99992
26 November 201950.773390.773390.999890.99989
27 November 201960.779240.779240.999870.99987
28 November 201970.785090.785090.999850.99985
29 November 201980.790940.790940.999830.99983
30 November 201990.796800.796800.999800.99980
1 December 2019100.802650.802650.999780.99978
2 December 2019110.808500.808500.999760.99976
3 December 2019120.814350.814350.999730.99973
4 December 2019130.820200.820200.999710.99971
5 December 2019140.826050.826050.999680.99968
6 December 2019150.831900.831900.999660.99966
7 December 2019160.837750.837750.999630.99963
8 December 2019170.843600.843600.999610.99961
9 December 2019180.849450.849450.999580.99958
10 December 2019190.855300.855300.999550.99955
11 December 2019200.861150.861150.999530.99953
12 December 2019210.867000.867000.999500.99950
13 December 2019220.872850.872850.999470.99947
14 December 2019230.878700.878700.999450.99945
15 December 2019240.884550.884550.999420.99942
16 December 2019250.890400.890400.999390.99939
17 December 2019260.896250.896250.999360.99936
18 December 2019270.902100.902100.999330.99933
19 December 2019280.907950.907950.999300.99930
20 December 2019290.913800.913800.999270.99927
21 December 2019300.919650.919650.999240.99924
22 December 2019310.920130.920130.999220.99922
23 December 2019320.920610.920610.999190.99919
24 December 2019330.921090.921090.999170.99917
25 December 2019340.921570.921570.999140.99914
26 December 2019350.922050.922050.999120.99912
27 December 2019360.922530.922530.999090.99909
28 December 2019370.923010.923010.999060.99906
29 December 2019380.923490.923490.999040.99904
30 December 2019390.923960.923960.999010.99901
31 December 2019400.924440.924440.998990.99899
1 January 2020410.924920.924920.998960.99896
2 January 2020420.925400.925400.998940.99894
3 January 2020430.925880.925880.998910.99891
4 January 2020440.926360.926360.998880.99888
5 January 2020450.926840.926840.998860.99886
6 January 2020460.927320.927320.998830.99883
7 January 2020470.927800.927800.998810.99881
8 January 2020480.928280.928280.998780.99878
9 January 2020490.928760.928760.998750.99875
10 January 2020500.929230.929230.998730.99873
11 January 2020510.929710.929710.998700.99870
12 January 2020520.930190.930190.998680.99868
13 January 2020530.930670.930670.998650.99865
14 January 2020540.931150.931150.998620.99862
15 January 2020550.931630.931630.998600.99860
16 January 2020560.932110.932110.998570.99857
17 January 2020570.932590.932590.998540.99854
18 January 2020580.933070.933070.998520.99852
19 January 2020590.933550.933550.998490.99849
20 January 2020600.934030.934030.998470.99847
21 January 2020610.934500.934500.998440.99844
22 January 2020620.934980.934980.998410.99841
23 January 2020630.935460.935460.998390.99839
24 January 2020640.935940.935940.998360.99836
25 January 2020650.936420.936420.998330.99833
26 January 2020660.936900.936900.998310.99831
27 January 2020670.937380.937380.998280.99828
28 January 2020680.937860.937860.998250.99825
29 January 2020690.938340.938340.998230.99823
30 January 2020700.938820.938820.998200.99820
31 January 2020710.939300.939300.998170.99817
1 February 2020720.939770.939770.998150.99815
2 February 2020730.940250.940250.998120.99812
3 February 2020740.940730.940730.998090.99809
4 February 2020750.941210.941210.998070.99807
5 February 2020760.941690.941690.998040.99804
6 February 2020770.942170.942170.998010.99801
7 February 2020780.942650.942650.997990.99799
8 February 2020790.943130.943130.997960.99796
9 February 2020800.943610.943610.997930.99793
10 February 2020810.944090.944090.997910.99791
11 February 2020820.944570.944570.997880.99788
12 February 2020830.945040.945040.997850.99785
13 February 2020840.945520.945520.997830.99783
14 February 2020850.946000.946000.997800.99780
15 February 2020860.946480.946480.997770.99777
16 February 2020870.946960.946960.997750.99775
17 February 2020880.947440.947440.997720.99772
18 February 2020890.947920.947920.997690.99769
19 February 2020900.948400.948400.997660.99766
20 February 2020910.948880.948880.997640.99764
21 February 2020920.946290.946290.997620.99762
22 February 2020930.943700.943700.997600.99760
23 February 2020940.941110.941110.997580.99758
24 February 2020950.938520.938520.997560.99756
25 February 2020960.935930.935930.997540.99754
26 February 2020970.933340.933340.997520.99752
27 February 2020980.930750.930750.997500.99750
28 February 2020990.928160.928160.997490.99749
29 February 20201000.925580.925580.997470.99747
1 March 20201010.922990.922990.997450.99745
2 March 20201020.920400.920400.997430.99743
3 March 20201030.917810.917810.997410.99741
4 March 20201040.915220.915220.997400.99740
5 March 20201050.912630.912630.997380.99738
6 March 20201060.910040.910040.997360.99736
7 March 20201070.907450.907450.997340.99734
8 March 20201080.904860.904860.997330.99733
9 March 20201090.902270.902270.997310.99731
10 March 20201100.899690.899690.997290.99729
11 March 20201110.897100.897100.997280.99728
12 March 20201120.894510.894510.997260.99726
13 March 20201130.891920.891920.997240.99724
14 March 20201140.889330.889330.997230.99723
15 March 20201150.886740.886740.997210.99721
16 March 20201160.884150.884150.997190.99719
17 March 20201170.881560.881560.997180.99718
18 March 20201180.878970.878970.997160.99716
19 March 20201190.876380.876380.997150.99715
20 March 20201200.873800.873800.997130.99713
21 March 20201210.871210.871210.997120.99712
22 March 20201220.868620.868620.997100.99710
23 March 20201230.866030.866030.997090.99709
24 March 20201240.863440.863440.997070.99707
25 March 20201250.860850.860850.997060.99706
26 March 20201260.858260.858260.997040.99704
27 March 20201270.855670.855670.997030.99703
28 March 20201280.853080.853080.997010.99701
29 March 20201290.850490.850490.997000.99700
30 March 20201300.847910.847910.996980.99698
31 March 20201310.845320.845320.996970.99697
1 April 20201320.842730.842730.996960.99696
2 April 20201330.840140.840140.996940.99694
3 April 20201340.837550.837550.996930.99693
4 April 20201350.834960.834960.996920.99692
5 April 20201360.832370.832370.996900.99690
6 April 20201370.829780.829780.996890.99689
7 April 20201380.827190.827190.996880.99688
8 April 20201390.824600.824600.996860.99686
9 April 20201400.822020.822020.996850.99685
10 April 20201410.819430.819430.996840.99684
11 April 20201420.816840.816840.996830.99683
12 April 20201430.814250.814250.996820.99682
13 April 20201440.811660.811660.996800.99680
14 April 20201450.809070.809070.996790.99679
15 April 20201460.806480.806480.996780.99678
16 April 20201470.806640.806640.996760.99676
17 April 20201480.806800.806800.996730.99673
18 April 20201490.806950.806950.996710.99671
19 April 20201500.807110.807110.996690.99669
20 April 20201510.807270.807270.996670.99667
21 April 20201520.807420.807420.996640.99664
22 April 20201530.807580.807580.996620.99662
23 April 20201540.807740.807740.996600.99660
24 April 20201550.807900.807900.996580.99658
25 April 20201560.808050.808050.996550.99655
26 April 20201570.808210.808210.996530.99653
27 April 20201580.808370.808370.996510.99651
28 April 20201590.808520.808520.996480.99648
29 April 20201600.808680.808680.996460.99646
30 April 20201610.808840.808840.996440.99644
1 May 20201620.809000.809000.996420.99642
2 May 20201630.809150.809150.996390.99639
3 May 20201640.809310.809310.996370.99637
4 May 20201650.809470.809470.996350.99635
5 May 20201660.809630.809630.996320.99632
6 May 20201670.809780.809780.996300.99630
7 May 20201680.809940.809940.996280.99628
8 May 20201690.810100.810100.996260.99626
9 May 20201700.810250.810250.996230.99623
10 May 20201710.810410.810410.996210.99621
11 May 20201720.810570.810570.996190.99619
12 May 20201730.810730.810730.996160.99616
13 May 20201740.810880.810880.996140.99614
14 May 20201750.811040.811040.996120.99612
15 May 20201760.811200.811200.996100.99610
16 May 20201770.811350.811350.996070.99607
17 May 20201780.811510.811510.996050.99605
18 May 20201790.811670.811670.996030.99603
19 May 20201800.811830.811830.996000.99600
20 May 20201810.811980.811980.995980.99598
21 May 20201820.812140.812140.995960.99596
22 May 20201830.812300.812300.995940.99594
23 May 20201840.812450.812450.995910.99591
24 May 20201850.812610.812610.995890.99589
25 May 20201860.812770.812770.995870.99587
26 May 20201870.812930.812930.995840.99584
27 May 20201880.813080.813080.995820.99582
28 May 20201890.813240.813240.995800.99580
29 May 20201900.813400.813400.995770.99577
30 May 20201910.813550.813550.995750.99575
31 May 20201920.813710.813710.995730.99573
1 June 20201930.813870.813870.995710.99571
2 June 20201940.814030.814030.995680.99568
3 June 20201950.814180.814180.995660.99566
4 June 20201960.814340.814340.995640.99564
5 June 20201970.814500.814500.995610.99561
6 June 20201980.814650.814650.995590.99559
7 June 20201990.814810.814810.995570.99557
8 June 20202000.814970.814970.995540.99554
9 June 20202010.815130.815130.995520.99552
10 June 20202020.815280.815280.995500.99550
11 June 20202030.815440.815440.995480.99548
12 June 20202040.815600.815600.995450.99545
13 June 20202050.815750.815750.995430.99543
14 June 20202060.815910.815910.995410.99541
15 June 20202070.816070.816070.995380.99538
16 June 20202080.816230.816230.995360.99536
17 June 20202090.816380.816380.995340.99534
18 June 20202100.816540.816540.995310.99531
19 June 20202110.816700.816700.995290.99529
20 June 20202120.816850.816850.995270.99527
21 June 20202130.817010.817010.995240.99524
22 June 20202140.817170.817170.995220.99522
23 June 20202150.817330.817330.995200.99520
24 June 20202160.817480.817480.995170.99517
25 June 20202170.817640.817640.995150.99515
26 June 20202180.817800.817800.995130.99513
27 June 20202190.817950.817950.995100.99510
28 June 20202200.818110.818110.995080.99508
29 June 20202210.818270.818270.995060.99506
30 June 20202220.818430.818430.995030.99503
1 July 20202230.818580.818580.995010.99501
2 July 20202240.818740.818740.994990.99499
3 July 20202250.818900.818900.994960.99496
4 July 20202260.819060.819060.994940.99494
5 July 20202270.819210.819210.994920.99492
6 July 20202280.819370.819370.994890.99489
7 July 20202290.819530.819530.994870.99487
8 July 20202300.819680.819680.994850.99485
9 July 20202310.819840.819840.994820.99482
10 July 20202320.820000.820000.994800.99480
11 July 20202330.820160.820160.994780.99478
12 July 20202340.820310.820310.994750.99475
13 July 20202350.820470.820470.994730.99473
14 July 20202360.820630.820630.994710.99471
15 July 20202370.820780.820780.994680.99468
16 July 20202380.820940.820940.994660.99466
17 July 20202390.821100.821100.994640.99464
18 July 20202400.821260.821260.994610.99461
19 July 20202410.821410.821410.994590.99459
20 July 20202420.821570.821570.994570.99457
21 July 20202430.821730.821730.994540.99454
22 July 20202440.821880.821880.994520.99452
23 July 20202450.822040.822040.994500.99450
24 July 20202460.822200.822200.994470.99447
25 July 20202470.822360.822360.994450.99445
26 July 20202480.822510.822510.994430.99443
27 July 20202490.822670.822670.994400.99440
28 July 20202500.822830.822830.994380.99438
29 July 20202510.822980.822980.994360.99436
30 July 20202520.823140.823140.994330.99433
31 July 20202530.823300.823300.994310.99431
1 August 20202540.823460.823460.994290.99429
2 August 20202550.823610.823610.994260.99426
3 August 20202560.823770.823770.994240.99424
4 August 20202570.823930.823930.994220.99422
5 August 20202580.824080.824080.994190.99419
6 August 20202590.824240.824240.994170.99417
7 August 20202600.824400.824400.994140.99414
8 August 20202610.824560.824560.994120.99412
9 August 20202620.824710.824710.994100.99410
10 August 20202630.824870.824870.994070.99407
11 August 20202640.825030.825030.994050.99405
12 August 20202650.825180.825180.994030.99403
13 August 20202660.825340.825340.994000.99400
14 August 20202670.825500.825500.993980.99398
15 August 20202680.825660.825660.993960.99396
16 August 20202690.825810.825810.993930.99393
17 August 20202700.825970.825970.993910.99391
18 August 20202710.826130.826130.993890.99389
19 August 20202720.826280.826280.993860.99386
20 August 20202730.826440.826440.993840.99384
21 August 20202740.826600.826600.993810.99381
22 August 20202750.826760.826760.993790.99379
23 August 20202760.826910.826910.993770.99377
24 August 20202770.827070.827070.993740.99374
25 August 20202780.827230.827230.993720.99372
26 August 20202790.827380.827380.993700.99370
27 August 20202800.827540.827540.993670.99367
28 August 20202810.827700.827700.993650.99365
29 August 20202820.827860.827860.993620.99362
30 August 20202830.828010.828010.993600.99360
31 August 20202840.828170.828170.993580.99358
1 September 20202850.828330.828330.993550.99355
2 September 20202860.828480.828480.993530.99353
3 September 20202870.828640.828640.993510.99351
4 September 20202880.828800.828800.993480.99348
5 September 20202890.828960.828960.993460.99346
6 September 20202900.829110.829110.993430.99343
7 September 20202910.829270.829270.993410.99341
8 September 20202920.829430.829430.993390.99339
9 September 20202930.829590.829590.993360.99336
10 September 20202940.829740.829740.993340.99334
11 September 20202950.829900.829900.993320.99332
12 September 20202960.830060.830060.993290.99329
13 September 20202970.830210.830210.993270.99327
14 September 20202980.830370.830370.993240.99324
15 September 20202990.830530.830530.993220.99322
16 September 20203000.830690.830690.993200.99320
17 September 20203010.830840.830840.993170.99317
18 September 20203020.831000.831000.993150.99315
19 September 20203030.831160.831160.993120.99312
20 September 20203040.831310.831310.993100.99310
21 September 20203050.831470.831470.993080.99308
22 September 20203060.831630.831630.993050.99305
23 September 20203070.831790.831790.993030.99303
24 September 20203080.831940.831940.993000.99300
25 September 20203090.832100.832100.992980.99298
26 September 20203100.832260.832260.992960.99296
27 September 20203110.832410.832410.992930.99293
28 September 20203120.832570.832570.992910.99291
29 September 20203130.832730.832730.992880.99288
30 September 20203140.832890.832890.992860.99286
1 October 20203150.833040.833040.992840.99284
2 October 20203160.833200.833200.992810.99281
3 October 20203170.833360.833360.992790.99279
4 October 20203180.833510.833510.992760.99276
5 October 20203190.833670.833670.992740.99274
6 October 20203200.833830.833830.992720.99272
7 October 20203210.833990.833990.992690.99269
8 October 20203220.834140.834140.992670.99267
9 October 20203230.834300.834300.992640.99264
10 October 20203240.834460.834460.992620.99262
11 October 20203250.834610.834610.992600.99260
12 October 20203260.834770.834770.992570.99257
13 October 20203270.834930.834930.992550.99255
14 October 20203280.835090.835090.992520.99252
15 October 20203290.835240.835240.992500.99250
16 October 20203300.835400.835400.992480.99248
17 October 20203310.835560.835560.992450.99245
18 October 20203320.835710.835710.992430.99243
19 October 20203330.835870.835870.992400.99240
20 October 20203340.836030.836030.992380.99238
21 October 20203350.836190.836190.992350.99235
22 October 20203360.836340.836340.992330.99233
23 October 20203370.836500.836500.992310.99231
24 October 20203380.836660.836660.992280.99228
25 October 20203390.836810.836810.992260.99226
26 October 20203400.836970.836970.992230.99223
27 October 20203410.837130.837130.992210.99221
28 October 20203420.837290.837290.992190.99219
29 October 20203430.837440.837440.992160.99216
30 October 20203440.837600.837600.992140.99214
31 October 20203450.837760.837760.992110.99211
1 November 20203460.837910.837910.992090.99209
2 November 20203470.838070.838070.992060.99206
3 November 20203480.838230.838230.992040.99204
4 November 20203490.838390.838390.992020.99202
5 November 20203500.838540.838540.991990.99199
6 November 20203510.838700.838700.991970.99197
7 November 20203520.838860.838860.991940.99194
8 November 20203530.839020.839020.991920.99192
9 November 20203540.839170.839170.991890.99189
10 November 20203550.839330.839330.991870.99187
11 November 20203560.839490.839490.991850.99185
12 November 20203570.839640.839640.991820.99182
13 November 20203580.839800.839800.991800.99180
14 November 20203590.839960.839960.991770.99177
15 November 20203600.840120.840120.991750.99175
16 November 20203610.840270.840270.991720.99172
17 November 20203620.840430.840430.991700.99170
18 November 20203630.840590.840590.991680.99168
19 November 20203640.840740.840740.991650.99165
20 November 20203650.840900.840900.991630.99163
21 December 20203960.833710.833710.991000.99100
20 January 20214260.826370.826370.990400.99040
20 February 20214570.818770.818770.989800.98980
22 March 20214870.811430.811430.989230.98923
21 April 20215170.804080.804080.988680.98868
21 May 20215470.797070.797070.988130.98813
21 June 20215780.791210.791210.987550.98755
22 July 20216090.785340.785340.986980.98698
21 August 20216390.779670.779670.986440.98644
21 September 20216700.773810.773810.985900.98590
21 October 20217000.768130.768130.985380.98538
20 November 20217300.762460.762460.984870.98487
19 November 202210940.736880.736880.978160.97816
19 November 202314590.782600.782600.969200.96920
19 November 202418250.854240.854240.958190.95819
19 November 202521900.941990.941990.945050.94505
22 May 202623740.987190.987190.937810.93781
20 November 202625561.032431.032430.930250.93025
21 November 202729221.117111.117110.914450.91445
20 February 202830131.136521.136520.910450.91045
20 November 202832871.180451.180450.899150.89915
19 November 202936511.215891.215890.885480.88548
21 November 203040181.251531.251530.871300.87130
21 November 203143831.286981.286980.856810.85681
20 November 203247481.322431.322430.841960.84196
21 November 203351141.373721.373720.824920.82492
18 November 203454761.435521.435520.806250.80625
20 November 203973041.693461.693460.712570.71257
19 November 204491301.833891.833890.632090.63209
21 November 2049109581.899411.899410.565390.56539
21 November 2054127841.899411.899410.514140.51414
21 November 2059146101.899411.899410.467530.46753