Australian primary bond curve

Curve last updated on 19 October 2020 at 05.42.02 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight10.130000.13000Effective
1 month300.090000.09000Effective
3 months910.090000.09000Effective
6 months1820.120000.12000Effective

Bond rates

SecurityBid/payOffer/receive
GSBI21.AU-RBA0.105000.10500
GSBW21.AU-RBA0.105000.10500
GSBM22.AU-RBA0.160000.16000
GSBU22.AU-RBA0.175000.17500
GSBG23.AU-RBA0.165000.16500
GSBG24.AU-RBA0.190000.19000
GSBG25.AU-RBA0.275000.27500
GSBG26.AU-RBA0.380000.38000
GSBG27.AU-RBA0.490000.49000
GSBU27.AU-RBA0.565000.56500
GSBI28.AU-RBA0.620000.62000
GSBU28.AU-RBA0.670000.67000
GSBG29.AU-RBA0.710000.71000
GSBG33.AU-RBA0.935000.93500
GSBK35.AU-RBA1.120001.12000
GSBG37.AU-RBA1.255001.25500
GSBK39.AU-RBA1.415001.41500
GSBE47.AU-RBA1.650001.65000



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
24 October 202010.130000.130001.000001.00000
25 October 202020.128620.128620.999990.99999
26 October 202030.127240.127240.999990.99999
27 October 202040.125860.125860.999990.99999
28 October 202050.124480.124480.999980.99998
29 October 202060.123100.123100.999980.99998
30 October 202070.121720.121720.999980.99998
31 October 202080.120340.120340.999970.99997
1 November 202090.118960.118960.999970.99997
2 November 2020100.117590.117590.999970.99997
3 November 2020110.116210.116210.999970.99997
4 November 2020120.114830.114830.999960.99996
5 November 2020130.113450.113450.999960.99996
6 November 2020140.112070.112070.999960.99996
7 November 2020150.110690.110690.999950.99995
8 November 2020160.109310.109310.999950.99995
9 November 2020170.107930.107930.999950.99995
10 November 2020180.106550.106550.999950.99995
11 November 2020190.105170.105170.999950.99995
12 November 2020200.103790.103790.999940.99994
13 November 2020210.102410.102410.999940.99994
14 November 2020220.101030.101030.999940.99994
15 November 2020230.099650.099650.999940.99994
16 November 2020240.098270.098270.999940.99994
17 November 2020250.096890.096890.999930.99993
18 November 2020260.095510.095510.999930.99993
19 November 2020270.094140.094140.999930.99993
20 November 2020280.092760.092760.999930.99993
21 November 2020290.091380.091380.999930.99993
22 November 2020300.090000.090000.999930.99993
23 November 2020310.090000.090000.999920.99992
24 November 2020320.090000.090000.999920.99992
25 November 2020330.090000.090000.999920.99992
26 November 2020340.090000.090000.999920.99992
27 November 2020350.090000.090000.999910.99991
28 November 2020360.090000.090000.999910.99991
29 November 2020370.090000.090000.999910.99991
30 November 2020380.090000.090000.999910.99991
1 December 2020390.090000.090000.999900.99990
2 December 2020400.090000.090000.999900.99990
3 December 2020410.090000.090000.999900.99990
4 December 2020420.090000.090000.999900.99990
5 December 2020430.090000.090000.999890.99989
6 December 2020440.090000.090000.999890.99989
7 December 2020450.090000.090000.999890.99989
8 December 2020460.089990.089990.999890.99989
9 December 2020470.089990.089990.999880.99988
10 December 2020480.089990.089990.999880.99988
11 December 2020490.089990.089990.999880.99988
12 December 2020500.089990.089990.999880.99988
13 December 2020510.089990.089990.999870.99987
14 December 2020520.089990.089990.999870.99987
15 December 2020530.089990.089990.999870.99987
16 December 2020540.089990.089990.999870.99987
17 December 2020550.089990.089990.999860.99986
18 December 2020560.089990.089990.999860.99986
19 December 2020570.089990.089990.999860.99986
20 December 2020580.089990.089990.999860.99986
21 December 2020590.089990.089990.999850.99985
22 December 2020600.089990.089990.999850.99985
23 December 2020610.089990.089990.999850.99985
24 December 2020620.089990.089990.999850.99985
25 December 2020630.089990.089990.999840.99984
26 December 2020640.089990.089990.999840.99984
27 December 2020650.089990.089990.999840.99984
28 December 2020660.089990.089990.999840.99984
29 December 2020670.089990.089990.999830.99983
30 December 2020680.089990.089990.999830.99983
31 December 2020690.089990.089990.999830.99983
1 January 2021700.089990.089990.999830.99983
2 January 2021710.089990.089990.999830.99983
3 January 2021720.089990.089990.999820.99982
4 January 2021730.089990.089990.999820.99982
5 January 2021740.089990.089990.999820.99982
6 January 2021750.089990.089990.999820.99982
7 January 2021760.089990.089990.999810.99981
8 January 2021770.089990.089990.999810.99981
9 January 2021780.089990.089990.999810.99981
10 January 2021790.089990.089990.999810.99981
11 January 2021800.089990.089990.999800.99980
12 January 2021810.089990.089990.999800.99980
13 January 2021820.089990.089990.999800.99980
14 January 2021830.089990.089990.999800.99980
15 January 2021840.089990.089990.999790.99979
16 January 2021850.089990.089990.999790.99979
17 January 2021860.089990.089990.999790.99979
18 January 2021870.089990.089990.999790.99979
19 January 2021880.089990.089990.999780.99978
20 January 2021890.089990.089990.999780.99978
21 January 2021900.089990.089990.999780.99978
22 January 2021910.089990.089990.999780.99978
23 January 2021920.090320.090320.999770.99977
24 January 2021930.090650.090650.999770.99977
25 January 2021940.090980.090980.999770.99977
26 January 2021950.091310.091310.999760.99976
27 January 2021960.091640.091640.999760.99976
28 January 2021970.091970.091970.999760.99976
29 January 2021980.092300.092300.999750.99975
30 January 2021990.092630.092630.999750.99975
31 January 20211000.092950.092950.999750.99975
1 February 20211010.093280.093280.999740.99974
2 February 20211020.093610.093610.999740.99974
3 February 20211030.093940.093940.999740.99974
4 February 20211040.094270.094270.999730.99973
5 February 20211050.094600.094600.999730.99973
6 February 20211060.094930.094930.999720.99972
7 February 20211070.095260.095260.999720.99972
8 February 20211080.095590.095590.999720.99972
9 February 20211090.095920.095920.999710.99971
10 February 20211100.096250.096250.999710.99971
11 February 20211110.096580.096580.999710.99971
12 February 20211120.096910.096910.999700.99970
13 February 20211130.097240.097240.999700.99970
14 February 20211140.097570.097570.999700.99970
15 February 20211150.097900.097900.999690.99969
16 February 20211160.098220.098220.999690.99969
17 February 20211170.098550.098550.999680.99968
18 February 20211180.098880.098880.999680.99968
19 February 20211190.099210.099210.999680.99968
20 February 20211200.099540.099540.999670.99967
21 February 20211210.099870.099870.999670.99967
22 February 20211220.100200.100200.999670.99967
23 February 20211230.100530.100530.999660.99966
24 February 20211240.100860.100860.999660.99966
25 February 20211250.101190.101190.999650.99965
26 February 20211260.101520.101520.999650.99965
27 February 20211270.101850.101850.999650.99965
28 February 20211280.102180.102180.999640.99964
1 March 20211290.102510.102510.999640.99964
2 March 20211300.102840.102840.999630.99963
3 March 20211310.103170.103170.999630.99963
4 March 20211320.103490.103490.999630.99963
5 March 20211330.103820.103820.999620.99962
6 March 20211340.104150.104150.999620.99962
7 March 20211350.104480.104480.999610.99961
8 March 20211360.104810.104810.999610.99961
9 March 20211370.105140.105140.999610.99961
10 March 20211380.105470.105470.999600.99960
11 March 20211390.105800.105800.999600.99960
12 March 20211400.106130.106130.999590.99959
13 March 20211410.106460.106460.999590.99959
14 March 20211420.106790.106790.999580.99958
15 March 20211430.107120.107120.999580.99958
16 March 20211440.107450.107450.999580.99958
17 March 20211450.107780.107780.999570.99957
18 March 20211460.108110.108110.999570.99957
19 March 20211470.108440.108440.999560.99956
20 March 20211480.108770.108770.999560.99956
21 March 20211490.109090.109090.999550.99955
22 March 20211500.109420.109420.999550.99955
23 March 20211510.109750.109750.999550.99955
24 March 20211520.110080.110080.999540.99954
25 March 20211530.110410.110410.999540.99954
26 March 20211540.110740.110740.999530.99953
27 March 20211550.111070.111070.999530.99953
28 March 20211560.111400.111400.999520.99952
29 March 20211570.111730.111730.999520.99952
30 March 20211580.112060.112060.999520.99952
31 March 20211590.112390.112390.999510.99951
1 April 20211600.112720.112720.999510.99951
2 April 20211610.113050.113050.999500.99950
3 April 20211620.113380.113380.999500.99950
4 April 20211630.113710.113710.999490.99949
5 April 20211640.114040.114040.999490.99949
6 April 20211650.114360.114360.999480.99948
7 April 20211660.114690.114690.999480.99948
8 April 20211670.115020.115020.999470.99947
9 April 20211680.115350.115350.999470.99947
10 April 20211690.115680.115680.999460.99946
11 April 20211700.116010.116010.999460.99946
12 April 20211710.116340.116340.999460.99946
13 April 20211720.116670.116670.999450.99945
14 April 20211730.117000.117000.999450.99945
15 April 20211740.117330.117330.999440.99944
16 April 20211750.117660.117660.999440.99944
17 April 20211760.117990.117990.999430.99943
18 April 20211770.118320.118320.999430.99943
19 April 20211780.118650.118650.999420.99942
20 April 20211790.118980.118980.999420.99942
21 April 20211800.119310.119310.999410.99941
22 April 20211810.119630.119630.999410.99941
23 April 20211820.119960.119960.999400.99940
24 April 20211830.119310.119310.999400.99940
25 April 20211840.118660.118660.999400.99940
26 April 20211850.118020.118020.999400.99940
27 April 20211860.117370.117370.999400.99940
28 April 20211870.116720.116720.999400.99940
29 April 20211880.116070.116070.999400.99940
30 April 20211890.115420.115420.999400.99940
1 May 20211900.114770.114770.999400.99940
2 May 20211910.114120.114120.999400.99940
3 May 20211920.113470.113470.999400.99940
4 May 20211930.112820.112820.999400.99940
5 May 20211940.112170.112170.999400.99940
6 May 20211950.111520.111520.999400.99940
7 May 20211960.110870.110870.999400.99940
8 May 20211970.110220.110220.999410.99941
9 May 20211980.109570.109570.999410.99941
10 May 20211990.108920.108920.999410.99941
11 May 20212000.108270.108270.999410.99941
12 May 20212010.107620.107620.999410.99941
13 May 20212020.106970.106970.999410.99941
14 May 20212030.106320.106320.999410.99941
15 May 20212040.105670.105670.999410.99941
16 May 20212050.105670.105670.999410.99941
17 May 20212060.105660.105660.999400.99940
18 May 20212070.105660.105660.999400.99940
19 May 20212080.105660.105660.999400.99940
20 May 20212090.105650.105650.999400.99940
21 May 20212100.105650.105650.999390.99939
22 May 20212110.105650.105650.999390.99939
23 May 20212120.105640.105640.999390.99939
24 May 20212130.105640.105640.999380.99938
25 May 20212140.105640.105640.999380.99938
26 May 20212150.105630.105630.999380.99938
27 May 20212160.105630.105630.999380.99938
28 May 20212170.105630.105630.999370.99937
29 May 20212180.105620.105620.999370.99937
30 May 20212190.105620.105620.999370.99937
31 May 20212200.105620.105620.999360.99936
1 June 20212210.105610.105610.999360.99936
2 June 20212220.105610.105610.999360.99936
3 June 20212230.105610.105610.999360.99936
4 June 20212240.105600.105600.999350.99935
5 June 20212250.105600.105600.999350.99935
6 June 20212260.105600.105600.999350.99935
7 June 20212270.105600.105600.999340.99934
8 June 20212280.105590.105590.999340.99934
9 June 20212290.105590.105590.999340.99934
10 June 20212300.105590.105590.999330.99933
11 June 20212310.105580.105580.999330.99933
12 June 20212320.105580.105580.999330.99933
13 June 20212330.105580.105580.999330.99933
14 June 20212340.105570.105570.999320.99932
15 June 20212350.105570.105570.999320.99932
16 June 20212360.105570.105570.999320.99932
17 June 20212370.105560.105560.999310.99931
18 June 20212380.105560.105560.999310.99931
19 June 20212390.105560.105560.999310.99931
20 June 20212400.105550.105550.999310.99931
21 June 20212410.105550.105550.999300.99930
22 June 20212420.105550.105550.999300.99930
23 June 20212430.105540.105540.999300.99930
24 June 20212440.105540.105540.999290.99929
25 June 20212450.105540.105540.999290.99929
26 June 20212460.105530.105530.999290.99929
27 June 20212470.105530.105530.999290.99929
28 June 20212480.105530.105530.999280.99928
29 June 20212490.105520.105520.999280.99928
30 June 20212500.105520.105520.999280.99928
1 July 20212510.105520.105520.999270.99927
2 July 20212520.105510.105510.999270.99927
3 July 20212530.105510.105510.999270.99927
4 July 20212540.105510.105510.999270.99927
5 July 20212550.105500.105500.999260.99926
6 July 20212560.105500.105500.999260.99926
7 July 20212570.105500.105500.999260.99926
8 July 20212580.105490.105490.999250.99925
9 July 20212590.105490.105490.999250.99925
10 July 20212600.105490.105490.999250.99925
11 July 20212610.105480.105480.999250.99925
12 July 20212620.105480.105480.999240.99924
13 July 20212630.105480.105480.999240.99924
14 July 20212640.105470.105470.999240.99924
15 July 20212650.105470.105470.999230.99923
16 July 20212660.105470.105470.999230.99923
17 July 20212670.105460.105460.999230.99923
18 July 20212680.105460.105460.999230.99923
19 July 20212690.105460.105460.999220.99922
20 July 20212700.105450.105450.999220.99922
21 July 20212710.105450.105450.999220.99922
22 July 20212720.105450.105450.999210.99921
23 July 20212730.105440.105440.999210.99921
24 July 20212740.105440.105440.999210.99921
25 July 20212750.105440.105440.999210.99921
26 July 20212760.105430.105430.999200.99920
27 July 20212770.105430.105430.999200.99920
28 July 20212780.105430.105430.999200.99920
29 July 20212790.105420.105420.999190.99919
30 July 20212800.105420.105420.999190.99919
31 July 20212810.105420.105420.999190.99919
1 August 20212820.105410.105410.999190.99919
2 August 20212830.105410.105410.999180.99918
3 August 20212840.105410.105410.999180.99918
4 August 20212850.105410.105410.999180.99918
5 August 20212860.105400.105400.999170.99917
6 August 20212870.105400.105400.999170.99917
7 August 20212880.105400.105400.999170.99917
8 August 20212890.105390.105390.999170.99917
9 August 20212900.105390.105390.999160.99916
10 August 20212910.105390.105390.999160.99916
11 August 20212920.105380.105380.999160.99916
12 August 20212930.105380.105380.999150.99915
13 August 20212940.105380.105380.999150.99915
14 August 20212950.105370.105370.999150.99915
15 August 20212960.105370.105370.999150.99915
16 August 20212970.105370.105370.999140.99914
17 August 20212980.105360.105360.999140.99914
18 August 20212990.105360.105360.999140.99914
19 August 20213000.105360.105360.999130.99913
20 August 20213010.105350.105350.999130.99913
21 August 20213020.105350.105350.999130.99913
22 August 20213030.105350.105350.999130.99913
23 August 20213040.105340.105340.999120.99912
24 August 20213050.105340.105340.999120.99912
25 August 20213060.105340.105340.999120.99912
26 August 20213070.105330.105330.999110.99911
27 August 20213080.105330.105330.999110.99911
28 August 20213090.105330.105330.999110.99911
29 August 20213100.105320.105320.999110.99911
30 August 20213110.105320.105320.999100.99910
31 August 20213120.105320.105320.999100.99910
1 September 20213130.105310.105310.999100.99910
2 September 20213140.105310.105310.999090.99909
3 September 20213150.105310.105310.999090.99909
4 September 20213160.105300.105300.999090.99909
5 September 20213170.105300.105300.999090.99909
6 September 20213180.105300.105300.999080.99908
7 September 20213190.105290.105290.999080.99908
8 September 20213200.105290.105290.999080.99908
9 September 20213210.105290.105290.999070.99907
10 September 20213220.105280.105280.999070.99907
11 September 20213230.105280.105280.999070.99907
12 September 20213240.105280.105280.999070.99907
13 September 20213250.105270.105270.999060.99906
14 September 20213260.105270.105270.999060.99906
15 September 20213270.105270.105270.999060.99906
16 September 20213280.105260.105260.999050.99905
17 September 20213290.105260.105260.999050.99905
18 September 20213300.105260.105260.999050.99905
19 September 20213310.105250.105250.999050.99905
20 September 20213320.105250.105250.999040.99904
21 September 20213330.105250.105250.999040.99904
22 September 20213340.105240.105240.999040.99904
23 September 20213350.105240.105240.999030.99903
24 September 20213360.105240.105240.999030.99903
25 September 20213370.105230.105230.999030.99903
26 September 20213380.105230.105230.999030.99903
27 September 20213390.105230.105230.999020.99902
28 September 20213400.105220.105220.999020.99902
29 September 20213410.105220.105220.999020.99902
30 September 20213420.105220.105220.999010.99901
1 October 20213430.105220.105220.999010.99901
2 October 20213440.105210.105210.999010.99901
3 October 20213450.105210.105210.999010.99901
4 October 20213460.105210.105210.999000.99900
5 October 20213470.105200.105200.999000.99900
6 October 20213480.105200.105200.999000.99900
7 October 20213490.105200.105200.998990.99899
8 October 20213500.105190.105190.998990.99899
9 October 20213510.105190.105190.998990.99899
10 October 20213520.105190.105190.998990.99899
11 October 20213530.105180.105180.998980.99898
12 October 20213540.105180.105180.998980.99898
13 October 20213550.105180.105180.998980.99898
14 October 20213560.105170.105170.998970.99897
15 October 20213570.105170.105170.998970.99897
16 October 20213580.105170.105170.998970.99897
17 October 20213590.105160.105160.998970.99897
18 October 20213600.105160.105160.998960.99896
19 October 20213610.105160.105160.998960.99896
20 October 20213620.105150.105150.998960.99896
21 October 20213630.105150.105150.998950.99895
22 October 20213640.105150.105150.998950.99895
23 October 20213650.105140.105140.998950.99895
23 November 20213960.105040.105040.998860.99886
23 December 20214260.105500.105500.998770.99877
23 January 20224570.114090.114090.998570.99857
22 February 20224870.122400.122400.998370.99837
24 March 20225170.130700.130700.998150.99815
23 April 20225470.139010.139010.997920.99792
24 May 20225780.147600.147600.997670.99767
24 June 20226090.156180.156180.997400.99740
24 July 20226390.162960.162960.997150.99715
24 August 20226700.166270.166270.996950.99695
23 September 20227000.169470.169470.996760.99676
23 October 20227300.172670.172670.996550.99655
22 October 202310940.178700.178700.994660.99466
21 October 202414590.236010.236010.990610.99061
22 October 202518250.338620.338620.983210.98321
22 October 202621900.457370.457370.972930.97293
24 April 202723740.519070.519070.966800.96680
23 October 202725560.576650.576650.960420.96042
23 October 202829220.688510.688510.946370.94637
22 January 202930130.717580.717580.942490.94249
23 October 202932870.779450.779450.932210.93221
22 October 203036510.844740.844740.918970.91897
24 October 203140180.910570.910570.904620.90462
23 October 203243830.976040.976040.889400.88940
23 October 203347481.050361.050360.872290.87229
24 October 203451141.133521.133520.853150.85315
21 October 203554761.222101.222100.832480.83248
22 October 204073041.593641.593640.726950.72695
22 October 204591301.757511.757510.644280.64428
24 October 2050109581.803731.803730.581870.58187
24 October 2055127841.803731.803730.531660.53166
23 October 2060146101.803731.803730.485790.48579