Australian primary bond curve

Curve last updated on 18 January 2022 at 05.37.19 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight10.050000.05000Effective
1 month300.030000.03000Effective
3 months910.080000.08000Effective

Bond rates

SecurityBid/payOffer/receive
GSBM22.AU-RBA0.165000.16500
GSBU22.AU-RBA0.350000.35000
GSBG23.AU-RBA0.550000.55000
GSBG24.AU-RBA0.775000.77500
GSBG25.AU-RBA1.265001.26500
GSBG26.AU-RBA1.450001.45000
GSBG27.AU-RBA1.560001.56000
GSBU27.AU-RBA1.630001.63000
GSBI28.AU-RBA1.680001.68000
GSBU28.AU-RBA1.725001.72500
GSBG29.AU-RBA1.750001.75000
GSBG33.AU-RBA1.930001.93000
GSBK35.AU-RBA2.080002.08000
GSBG37.AU-RBA2.205002.20500
GSBK39.AU-RBA2.335002.33500
GSBE47.AU-RBA2.545002.54500
GSBK51.AU-RBA2.555002.55500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
19 January 202210.050000.050001.000001.00000
20 January 202220.049310.049311.000001.00000
21 January 202230.048620.048621.000001.00000
22 January 202240.047930.047930.999990.99999
23 January 202250.047240.047240.999990.99999
24 January 202260.046550.046550.999990.99999
25 January 202270.045860.045860.999990.99999
26 January 202280.045170.045170.999990.99999
27 January 202290.044480.044480.999990.99999
28 January 2022100.043790.043790.999990.99999
29 January 2022110.043100.043100.999990.99999
30 January 2022120.042410.042410.999990.99999
31 January 2022130.041720.041720.999990.99999
1 February 2022140.041030.041030.999980.99998
2 February 2022150.040340.040340.999980.99998
3 February 2022160.039660.039660.999980.99998
4 February 2022170.038970.038970.999980.99998
5 February 2022180.038280.038280.999980.99998
6 February 2022190.037590.037590.999980.99998
7 February 2022200.036900.036900.999980.99998
8 February 2022210.036210.036210.999980.99998
9 February 2022220.035520.035520.999980.99998
10 February 2022230.034830.034830.999980.99998
11 February 2022240.034140.034140.999980.99998
12 February 2022250.033450.033450.999980.99998
13 February 2022260.032760.032760.999980.99998
14 February 2022270.032070.032070.999980.99998
15 February 2022280.031380.031380.999980.99998
16 February 2022290.030690.030690.999980.99998
17 February 2022300.030000.030000.999980.99998
18 February 2022310.030820.030820.999970.99997
19 February 2022320.031640.031640.999970.99997
20 February 2022330.032460.032460.999970.99997
21 February 2022340.033280.033280.999970.99997
22 February 2022350.034100.034100.999970.99997
23 February 2022360.034920.034920.999970.99997
24 February 2022370.035740.035740.999960.99996
25 February 2022380.036560.036560.999960.99996
26 February 2022390.037380.037380.999960.99996
27 February 2022400.038200.038200.999960.99996
28 February 2022410.039010.039010.999960.99996
1 March 2022420.039830.039830.999950.99995
2 March 2022430.040650.040650.999950.99995
3 March 2022440.041470.041470.999950.99995
4 March 2022450.042290.042290.999950.99995
5 March 2022460.043110.043110.999950.99995
6 March 2022470.043930.043930.999940.99994
7 March 2022480.044750.044750.999940.99994
8 March 2022490.045570.045570.999940.99994
9 March 2022500.046390.046390.999940.99994
10 March 2022510.047210.047210.999930.99993
11 March 2022520.048030.048030.999930.99993
12 March 2022530.048850.048850.999930.99993
13 March 2022540.049670.049670.999930.99993
14 March 2022550.050490.050490.999920.99992
15 March 2022560.051310.051310.999920.99992
16 March 2022570.052130.052130.999920.99992
17 March 2022580.052950.052950.999920.99992
18 March 2022590.053770.053770.999910.99991
19 March 2022600.054590.054590.999910.99991
20 March 2022610.055410.055410.999910.99991
21 March 2022620.056230.056230.999900.99990
22 March 2022630.057040.057040.999900.99990
23 March 2022640.057860.057860.999900.99990
24 March 2022650.058680.058680.999900.99990
25 March 2022660.059500.059500.999890.99989
26 March 2022670.060320.060320.999890.99989
27 March 2022680.061140.061140.999890.99989
28 March 2022690.061960.061960.999880.99988
29 March 2022700.062780.062780.999880.99988
30 March 2022710.063600.063600.999880.99988
31 March 2022720.064420.064420.999870.99987
1 April 2022730.065240.065240.999870.99987
2 April 2022740.066060.066060.999870.99987
3 April 2022750.066880.066880.999860.99986
4 April 2022760.067700.067700.999860.99986
5 April 2022770.068520.068520.999860.99986
6 April 2022780.069340.069340.999850.99985
7 April 2022790.070160.070160.999850.99985
8 April 2022800.070980.070980.999840.99984
9 April 2022810.071800.071800.999840.99984
10 April 2022820.072620.072620.999840.99984
11 April 2022830.073440.073440.999830.99983
12 April 2022840.074260.074260.999830.99983
13 April 2022850.075070.075070.999830.99983
14 April 2022860.075890.075890.999820.99982
15 April 2022870.076710.076710.999820.99982
16 April 2022880.077530.077530.999810.99981
17 April 2022890.078350.078350.999810.99981
18 April 2022900.079170.079170.999800.99980
19 April 2022910.079990.079990.999800.99980
20 April 2022920.080980.080980.999800.99980
21 April 2022930.081980.081980.999790.99979
22 April 2022940.082970.082970.999790.99979
23 April 2022950.083960.083960.999780.99978
24 April 2022960.084950.084950.999780.99978
25 April 2022970.085940.085940.999770.99977
26 April 2022980.086940.086940.999770.99977
27 April 2022990.087930.087930.999760.99976
28 April 20221000.088920.088920.999760.99976
29 April 20221010.089910.089910.999750.99975
30 April 20221020.090910.090910.999750.99975
1 May 20221030.091900.091900.999740.99974
2 May 20221040.092890.092890.999740.99974
3 May 20221050.093880.093880.999730.99973
4 May 20221060.094870.094870.999720.99972
5 May 20221070.095870.095870.999720.99972
6 May 20221080.096860.096860.999710.99971
7 May 20221090.097850.097850.999710.99971
8 May 20221100.098840.098840.999700.99970
9 May 20221110.099830.099830.999700.99970
10 May 20221120.100830.100830.999690.99969
11 May 20221130.101820.101820.999680.99968
12 May 20221140.102810.102810.999680.99968
13 May 20221150.103800.103800.999670.99967
14 May 20221160.104790.104790.999670.99967
15 May 20221170.105790.105790.999660.99966
16 May 20221180.106780.106780.999650.99965
17 May 20221190.107770.107770.999650.99965
18 May 20221200.108760.108760.999640.99964
19 May 20221210.109750.109750.999640.99964
20 May 20221220.110750.110750.999630.99963
21 May 20221230.111740.111740.999620.99962
22 May 20221240.112730.112730.999620.99962
23 May 20221250.113720.113720.999610.99961
24 May 20221260.114720.114720.999600.99960
25 May 20221270.115710.115710.999600.99960
26 May 20221280.116700.116700.999590.99959
27 May 20221290.117690.117690.999580.99958
28 May 20221300.118680.118680.999580.99958
29 May 20221310.119680.119680.999570.99957
30 May 20221320.120670.120670.999560.99956
31 May 20221330.121660.121660.999560.99956
1 June 20221340.122650.122650.999550.99955
2 June 20221350.123640.123640.999540.99954
3 June 20221360.124640.124640.999540.99954
4 June 20221370.125630.125630.999530.99953
5 June 20221380.126620.126620.999520.99952
6 June 20221390.127610.127610.999510.99951
7 June 20221400.128600.128600.999510.99951
8 June 20221410.129600.129600.999500.99950
9 June 20221420.130590.130590.999490.99949
10 June 20221430.131580.131580.999480.99948
11 June 20221440.132570.132570.999480.99948
12 June 20221450.133560.133560.999470.99947
13 June 20221460.134560.134560.999460.99946
14 June 20221470.135550.135550.999450.99945
15 June 20221480.136540.136540.999450.99945
16 June 20221490.137530.137530.999440.99944
17 June 20221500.138530.138530.999430.99943
18 June 20221510.139520.139520.999420.99942
19 June 20221520.140510.140510.999420.99942
20 June 20221530.141500.141500.999410.99941
21 June 20221540.142490.142490.999400.99940
22 June 20221550.143490.143490.999390.99939
23 June 20221560.144480.144480.999380.99938
24 June 20221570.145470.145470.999370.99937
25 June 20221580.146460.146460.999370.99937
26 June 20221590.147450.147450.999360.99936
27 June 20221600.148450.148450.999350.99935
28 June 20221610.149440.149440.999340.99934
29 June 20221620.150430.150430.999330.99933
30 June 20221630.151420.151420.999320.99932
1 July 20221640.152410.152410.999320.99932
2 July 20221650.153410.153410.999310.99931
3 July 20221660.154400.154400.999300.99930
4 July 20221670.155390.155390.999290.99929
5 July 20221680.156380.156380.999280.99928
6 July 20221690.157370.157370.999270.99927
7 July 20221700.158370.158370.999260.99926
8 July 20221710.159360.159360.999250.99925
9 July 20221720.160350.160350.999240.99924
10 July 20221730.161340.161340.999240.99924
11 July 20221740.162340.162340.999230.99923
12 July 20221750.163330.163330.999220.99922
13 July 20221760.164320.164320.999210.99921
14 July 20221770.165310.165310.999200.99920
15 July 20221780.166300.166300.999190.99919
16 July 20221790.167730.167730.999180.99918
17 July 20221800.169150.169150.999170.99917
18 July 20221810.170580.170580.999150.99915
19 July 20221820.172010.172010.999140.99914
20 July 20221830.173430.173430.999130.99913
21 July 20221840.174860.174860.999120.99912
22 July 20221850.176280.176280.999110.99911
23 July 20221860.177710.177710.999090.99909
24 July 20221870.179140.179140.999080.99908
25 July 20221880.180560.180560.999070.99907
26 July 20221890.181990.181990.999060.99906
27 July 20221900.183410.183410.999050.99905
28 July 20221910.184840.184840.999030.99903
29 July 20221920.186260.186260.999020.99902
30 July 20221930.187690.187690.999010.99901
31 July 20221940.189120.189120.999000.99900
1 August 20221950.190540.190540.998980.99898
2 August 20221960.191970.191970.998970.99897
3 August 20221970.193390.193390.998960.99896
4 August 20221980.194820.194820.998940.99894
5 August 20221990.196240.196240.998930.99893
6 August 20222000.197670.197670.998920.99892
7 August 20222010.199100.199100.998900.99890
8 August 20222020.200520.200520.998890.99889
9 August 20222030.201950.201950.998880.99888
10 August 20222040.203370.203370.998860.99886
11 August 20222050.204800.204800.998850.99885
12 August 20222060.206220.206220.998840.99884
13 August 20222070.207650.207650.998820.99882
14 August 20222080.209080.209080.998810.99881
15 August 20222090.210500.210500.998800.99880
16 August 20222100.211930.211930.998780.99878
17 August 20222110.213350.213350.998770.99877
18 August 20222120.214780.214780.998750.99875
19 August 20222130.216200.216200.998740.99874
20 August 20222140.217630.217630.998720.99872
21 August 20222150.219060.219060.998710.99871
22 August 20222160.220480.220480.998700.99870
23 August 20222170.221910.221910.998680.99868
24 August 20222180.223330.223330.998670.99867
25 August 20222190.224760.224760.998650.99865
26 August 20222200.226180.226180.998640.99864
27 August 20222210.227610.227610.998620.99862
28 August 20222220.229040.229040.998610.99861
29 August 20222230.230460.230460.998590.99859
30 August 20222240.231890.231890.998580.99858
31 August 20222250.233310.233310.998560.99856
1 September 20222260.234740.234740.998550.99855
2 September 20222270.236160.236160.998530.99853
3 September 20222280.237590.237590.998520.99852
4 September 20222290.239020.239020.998500.99850
5 September 20222300.240440.240440.998490.99849
6 September 20222310.241870.241870.998470.99847
7 September 20222320.243290.243290.998450.99845
8 September 20222330.244720.244720.998440.99844
9 September 20222340.246140.246140.998420.99842
10 September 20222350.247570.247570.998410.99841
11 September 20222360.249000.249000.998390.99839
12 September 20222370.250420.250420.998380.99838
13 September 20222380.251850.251850.998360.99836
14 September 20222390.253270.253270.998340.99834
15 September 20222400.254700.254700.998330.99833
16 September 20222410.256120.256120.998310.99831
17 September 20222420.257550.257550.998290.99829
18 September 20222430.258980.258980.998280.99828
19 September 20222440.260400.260400.998260.99826
20 September 20222450.261830.261830.998240.99824
21 September 20222460.263250.263250.998230.99823
22 September 20222470.264680.264680.998210.99821
23 September 20222480.266100.266100.998190.99819
24 September 20222490.267530.267530.998180.99818
25 September 20222500.268960.268960.998160.99816
26 September 20222510.270380.270380.998140.99814
27 September 20222520.271810.271810.998130.99813
28 September 20222530.273230.273230.998110.99811
29 September 20222540.274660.274660.998090.99809
30 September 20222550.276090.276090.998070.99807
1 October 20222560.277510.277510.998060.99806
2 October 20222570.278940.278940.998040.99804
3 October 20222580.280360.280360.998020.99802
4 October 20222590.281790.281790.998000.99800
5 October 20222600.283210.283210.997980.99798
6 October 20222610.284640.284640.997970.99797
7 October 20222620.286070.286070.997950.99795
8 October 20222630.287490.287490.997930.99793
9 October 20222640.288920.288920.997910.99791
10 October 20222650.290340.290340.997890.99789
11 October 20222660.291770.291770.997880.99788
12 October 20222670.293190.293190.997860.99786
13 October 20222680.294620.294620.997840.99784
14 October 20222690.296050.296050.997820.99782
15 October 20222700.297470.297470.997800.99780
16 October 20222710.298900.298900.997780.99778
17 October 20222720.300320.300320.997760.99776
18 October 20222730.301750.301750.997750.99775
19 October 20222740.303170.303170.997730.99773
20 October 20222750.304600.304600.997710.99771
21 October 20222760.306030.306030.997690.99769
22 October 20222770.307450.307450.997670.99767
23 October 20222780.308880.308880.997650.99765
24 October 20222790.310300.310300.997630.99763
25 October 20222800.311730.311730.997610.99761
26 October 20222810.313150.313150.997590.99759
27 October 20222820.314580.314580.997570.99757
28 October 20222830.316010.316010.997550.99755
29 October 20222840.317430.317430.997530.99753
30 October 20222850.318860.318860.997510.99751
31 October 20222860.320280.320280.997490.99749
1 November 20222870.321710.321710.997470.99747
2 November 20222880.323130.323130.997450.99745
3 November 20222890.324560.324560.997430.99743
4 November 20222900.325990.325990.997410.99741
5 November 20222910.327410.327410.997390.99739
6 November 20222920.328840.328840.997370.99737
7 November 20222930.330260.330260.997350.99735
8 November 20222940.331690.331690.997330.99733
9 November 20222950.333110.333110.997310.99731
10 November 20222960.334540.334540.997290.99729
11 November 20222970.335970.335970.997270.99727
12 November 20222980.337390.337390.997250.99725
13 November 20222990.338820.338820.997230.99723
14 November 20223000.340240.340240.997210.99721
15 November 20223010.341670.341670.997190.99719
16 November 20223020.343090.343090.997170.99717
17 November 20223030.344520.344520.997140.99714
18 November 20223040.345950.345950.997120.99712
19 November 20223050.347370.347370.997100.99710
20 November 20223060.348800.348800.997080.99708
21 November 20223070.350220.350220.997060.99706
22 November 20223080.351590.351590.997040.99704
23 November 20223090.352950.352950.997020.99702
24 November 20223100.354310.354310.997000.99700
25 November 20223110.355680.355680.996970.99697
26 November 20223120.357040.357040.996950.99695
27 November 20223130.358400.358400.996930.99693
28 November 20223140.359760.359760.996910.99691
29 November 20223150.361130.361130.996890.99689
30 November 20223160.362490.362490.996870.99687
1 December 20223170.363850.363850.996850.99685
2 December 20223180.365220.365220.996820.99682
3 December 20223190.366580.366580.996800.99680
4 December 20223200.367940.367940.996780.99678
5 December 20223210.369310.369310.996760.99676
6 December 20223220.370670.370670.996740.99674
7 December 20223230.372030.372030.996710.99671
8 December 20223240.373390.373390.996690.99669
9 December 20223250.374760.374760.996670.99667
10 December 20223260.376120.376120.996650.99665
11 December 20223270.377480.377480.996620.99662
12 December 20223280.378850.378850.996600.99660
13 December 20223290.380210.380210.996580.99658
14 December 20223300.381570.381570.996560.99656
15 December 20223310.382940.382940.996530.99653
16 December 20223320.384300.384300.996510.99651
17 December 20223330.385660.385660.996490.99649
18 December 20223340.387030.387030.996460.99646
19 December 20223350.388390.388390.996440.99644
20 December 20223360.389750.389750.996420.99642
21 December 20223370.391110.391110.996400.99640
22 December 20223380.392480.392480.996370.99637
23 December 20223390.393840.393840.996350.99635
24 December 20223400.395200.395200.996330.99633
25 December 20223410.396570.396570.996300.99630
26 December 20223420.397930.397930.996280.99628
27 December 20223430.399290.399290.996250.99625
28 December 20223440.400660.400660.996230.99623
29 December 20223450.402020.402020.996210.99621
30 December 20223460.403380.403380.996180.99618
31 December 20223470.404740.404740.996160.99616
1 January 20233480.406110.406110.996140.99614
2 January 20233490.407470.407470.996110.99611
3 January 20233500.408830.408830.996090.99609
4 January 20233510.410200.410200.996060.99606
5 January 20233520.411560.411560.996040.99604
6 January 20233530.412920.412920.996010.99601
7 January 20233540.414290.414290.995990.99599
8 January 20233550.415650.415650.995970.99597
9 January 20233560.417010.417010.995940.99594
10 January 20233570.418380.418380.995920.99592
11 January 20233580.419740.419740.995890.99589
12 January 20233590.421100.421100.995870.99587
13 January 20233600.422460.422460.995840.99584
14 January 20233610.423830.423830.995820.99582
15 January 20233620.425190.425190.995790.99579
16 January 20233630.426550.426550.995770.99577
17 January 20233640.427920.427920.995740.99574
18 January 20233650.429280.429280.995720.99572
18 February 20233960.471530.471530.994900.99490
20 March 20234260.512420.512420.994040.99404
20 April 20234570.554680.554680.993080.99308
20 May 20234870.573690.573690.992370.99237
19 June 20235170.591950.591950.991650.99165
19 July 20235470.610210.610210.990900.99090
19 August 20235780.629080.629080.990090.99009
19 September 20236090.647950.647950.989250.98925
19 October 20236390.666210.666210.988400.98840
19 November 20236700.685080.685080.987500.98750
19 December 20237000.703340.703340.986600.98660
18 January 20247300.721600.721600.985670.98567
16 January 202510941.152291.152290.966050.96605
16 January 202614591.428961.428960.944480.94448
17 January 202718251.566361.566360.924670.92467
17 January 202821901.664381.664380.904960.90496
19 July 202823741.712661.712660.894590.89459
17 January 202925561.759051.759050.884100.88410
18 January 203029221.816561.816560.864660.86466
19 April 203030131.829231.829230.859850.85985
18 January 203132871.867401.867400.845210.84521
17 January 203236511.918101.918100.825420.82542
18 January 203340181.969221.969220.805110.80511
18 January 203443832.031332.031330.783550.78355
18 January 203547482.097292.097290.761230.76123
19 January 203651142.178602.178600.736940.73694
15 January 203754762.269942.269940.711380.71138
17 January 204273042.512322.512320.604870.60487
17 January 204791302.663422.663420.513650.51365
19 January 2052109582.610942.610940.456640.45664
18 January 2057127842.610942.610940.400730.40073
18 January 2062146102.610942.610940.351660.35166