Australian primary bond curve

Curve last updated on 22 June 2021 at 06.56.59 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight10.030000.03000Effective
1 month300.010000.01000Effective
3 months910.020000.02000Effective

Bond rates

SecurityBid/payOffer/receive
GSBW21.AU-RBA-0.00500-0.00500
GSBM22.AU-RBA-0.01000-0.01000
GSBU22.AU-RBA0.030000.03000
GSBG23.AU-RBA0.080000.08000
GSBG24.AU-RBA0.105000.10500
GSBG25.AU-RBA0.585000.58500
GSBG26.AU-RBA0.755000.75500
GSBG27.AU-RBA0.910000.91000
GSBU27.AU-RBA1.020001.02000
GSBI28.AU-RBA1.095001.09500
GSBU28.AU-RBA1.160001.16000
GSBG29.AU-RBA1.205001.20500
GSBG33.AU-RBA1.570001.57000
GSBK35.AU-RBA1.775001.77500
GSBG37.AU-RBA1.900001.90000
GSBK39.AU-RBA2.030002.03000
GSBE47.AU-RBA2.260002.26000



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
23 June 202110.030000.030001.000001.00000
24 June 202120.029310.029311.000001.00000
25 June 202130.028620.028621.000001.00000
26 June 202140.027930.027931.000001.00000
27 June 202150.027240.027241.000001.00000
28 June 202160.026550.026551.000001.00000
29 June 202170.025860.025861.000001.00000
30 June 202180.025170.025170.999990.99999
1 July 202190.024480.024480.999990.99999
2 July 2021100.023790.023790.999990.99999
3 July 2021110.023100.023100.999990.99999
4 July 2021120.022410.022410.999990.99999
5 July 2021130.021720.021720.999990.99999
6 July 2021140.021030.021030.999990.99999
7 July 2021150.020340.020340.999990.99999
8 July 2021160.019660.019660.999990.99999
9 July 2021170.018970.018970.999990.99999
10 July 2021180.018280.018280.999990.99999
11 July 2021190.017590.017590.999990.99999
12 July 2021200.016900.016900.999990.99999
13 July 2021210.016210.016210.999990.99999
14 July 2021220.015520.015520.999990.99999
15 July 2021230.014830.014830.999990.99999
16 July 2021240.014140.014140.999990.99999
17 July 2021250.013450.013450.999990.99999
18 July 2021260.012760.012760.999990.99999
19 July 2021270.012070.012070.999990.99999
20 July 2021280.011380.011380.999990.99999
21 July 2021290.010690.010690.999990.99999
22 July 2021300.010000.010000.999990.99999
23 July 2021310.010160.010160.999990.99999
24 July 2021320.010330.010330.999990.99999
25 July 2021330.010490.010490.999990.99999
26 July 2021340.010660.010660.999990.99999
27 July 2021350.010820.010820.999990.99999
28 July 2021360.010980.010980.999990.99999
29 July 2021370.011150.011150.999990.99999
30 July 2021380.011310.011310.999990.99999
31 July 2021390.011480.011480.999990.99999
1 August 2021400.011640.011640.999990.99999
2 August 2021410.011800.011800.999990.99999
3 August 2021420.011970.011970.999990.99999
4 August 2021430.012130.012130.999990.99999
5 August 2021440.012300.012300.999990.99999
6 August 2021450.012460.012460.999980.99998
7 August 2021460.012620.012620.999980.99998
8 August 2021470.012790.012790.999980.99998
9 August 2021480.012950.012950.999980.99998
10 August 2021490.013110.013110.999980.99998
11 August 2021500.013280.013280.999980.99998
12 August 2021510.013440.013440.999980.99998
13 August 2021520.013610.013610.999980.99998
14 August 2021530.013770.013770.999980.99998
15 August 2021540.013930.013930.999980.99998
16 August 2021550.014100.014100.999980.99998
17 August 2021560.014260.014260.999980.99998
18 August 2021570.014430.014430.999980.99998
19 August 2021580.014590.014590.999980.99998
20 August 2021590.014750.014750.999980.99998
21 August 2021600.014920.014920.999980.99998
22 August 2021610.015080.015080.999970.99997
23 August 2021620.015250.015250.999970.99997
24 August 2021630.015410.015410.999970.99997
25 August 2021640.015570.015570.999970.99997
26 August 2021650.015740.015740.999970.99997
27 August 2021660.015900.015900.999970.99997
28 August 2021670.016070.016070.999970.99997
29 August 2021680.016230.016230.999970.99997
30 August 2021690.016390.016390.999970.99997
31 August 2021700.016560.016560.999970.99997
1 September 2021710.016720.016720.999970.99997
2 September 2021720.016880.016880.999970.99997
3 September 2021730.017050.017050.999970.99997
4 September 2021740.017210.017210.999970.99997
5 September 2021750.017380.017380.999960.99996
6 September 2021760.017540.017540.999960.99996
7 September 2021770.017700.017700.999960.99996
8 September 2021780.017870.017870.999960.99996
9 September 2021790.018030.018030.999960.99996
10 September 2021800.018200.018200.999960.99996
11 September 2021810.018360.018360.999960.99996
12 September 2021820.018520.018520.999960.99996
13 September 2021830.018690.018690.999960.99996
14 September 2021840.018850.018850.999960.99996
15 September 2021850.019020.019020.999960.99996
16 September 2021860.019180.019180.999950.99995
17 September 2021870.019340.019340.999950.99995
18 September 2021880.019510.019510.999950.99995
19 September 2021890.019670.019670.999950.99995
20 September 2021900.019840.019840.999950.99995
21 September 2021910.020000.020000.999950.99995
22 September 2021920.019730.019730.999950.99995
23 September 2021930.019450.019450.999950.99995
24 September 2021940.019180.019180.999950.99995
25 September 2021950.018900.018900.999950.99995
26 September 2021960.018630.018630.999950.99995
27 September 2021970.018350.018350.999950.99995
28 September 2021980.018080.018080.999950.99995
29 September 2021990.017800.017800.999950.99995
30 September 20211000.017530.017530.999950.99995
1 October 20211010.017250.017250.999950.99995
2 October 20211020.016980.016980.999950.99995
3 October 20211030.016710.016710.999950.99995
4 October 20211040.016430.016430.999950.99995
5 October 20211050.016160.016160.999950.99995
6 October 20211060.015880.015880.999950.99995
7 October 20211070.015610.015610.999950.99995
8 October 20211080.015330.015330.999950.99995
9 October 20211090.015060.015060.999960.99996
10 October 20211100.014780.014780.999960.99996
11 October 20211110.014510.014510.999960.99996
12 October 20211120.014240.014240.999960.99996
13 October 20211130.013960.013960.999960.99996
14 October 20211140.013690.013690.999960.99996
15 October 20211150.013410.013410.999960.99996
16 October 20211160.013140.013140.999960.99996
17 October 20211170.012860.012860.999960.99996
18 October 20211180.012590.012590.999960.99996
19 October 20211190.012310.012310.999960.99996
20 October 20211200.012040.012040.999960.99996
21 October 20211210.011760.011760.999960.99996
22 October 20211220.011490.011490.999960.99996
23 October 20211230.011220.011220.999960.99996
24 October 20211240.010940.010940.999960.99996
25 October 20211250.010670.010670.999960.99996
26 October 20211260.010390.010390.999960.99996
27 October 20211270.010120.010120.999960.99996
28 October 20211280.009840.009840.999970.99997
29 October 20211290.009570.009570.999970.99997
30 October 20211300.009290.009290.999970.99997
31 October 20211310.009020.009020.999970.99997
1 November 20211320.008750.008750.999970.99997
2 November 20211330.008470.008470.999970.99997
3 November 20211340.008200.008200.999970.99997
4 November 20211350.007920.007920.999970.99997
5 November 20211360.007650.007650.999970.99997
6 November 20211370.007370.007370.999970.99997
7 November 20211380.007100.007100.999970.99997
8 November 20211390.006820.006820.999970.99997
9 November 20211400.006550.006550.999970.99997
10 November 20211410.006280.006280.999980.99998
11 November 20211420.006000.006000.999980.99998
12 November 20211430.005730.005730.999980.99998
13 November 20211440.005450.005450.999980.99998
14 November 20211450.005180.005180.999980.99998
15 November 20211460.004900.004900.999980.99998
16 November 20211470.004630.004630.999980.99998
17 November 20211480.004350.004350.999980.99998
18 November 20211490.004080.004080.999980.99998
19 November 20211500.003800.003800.999980.99998
20 November 20211510.003530.003530.999990.99999
21 November 20211520.003260.003260.999990.99999
22 November 20211530.002980.002980.999990.99999
23 November 20211540.002710.002710.999990.99999
24 November 20211550.002430.002430.999990.99999
25 November 20211560.002160.002160.999990.99999
26 November 20211570.001880.001880.999990.99999
27 November 20211580.001610.001610.999990.99999
28 November 20211590.001330.001330.999990.99999
29 November 20211600.001060.001061.000001.00000
30 November 20211610.000790.000791.000001.00000
1 December 20211620.000510.000511.000001.00000
2 December 20211630.000240.000241.000001.00000
3 December 2021164-0.00004-0.000041.000001.00000
4 December 2021165-0.00031-0.000311.000001.00000
5 December 2021166-0.00059-0.000591.000001.00000
6 December 2021167-0.00086-0.000861.000001.00000
7 December 2021168-0.00114-0.001141.000011.00001
8 December 2021169-0.00141-0.001411.000011.00001
9 December 2021170-0.00169-0.001691.000011.00001
10 December 2021171-0.00196-0.001961.000011.00001
11 December 2021172-0.00223-0.002231.000011.00001
12 December 2021173-0.00251-0.002511.000011.00001
13 December 2021174-0.00278-0.002781.000011.00001
14 December 2021175-0.00306-0.003061.000011.00001
15 December 2021176-0.00333-0.003331.000021.00002
16 December 2021177-0.00361-0.003611.000021.00002
17 December 2021178-0.00388-0.003881.000021.00002
18 December 2021179-0.00416-0.004161.000021.00002
19 December 2021180-0.00443-0.004431.000021.00002
20 December 2021181-0.00470-0.004701.000021.00002
21 December 2021182-0.00498-0.004981.000021.00002
22 December 2021183-0.00500-0.005001.000031.00003
23 December 2021184-0.00503-0.005031.000031.00003
24 December 2021185-0.00505-0.005051.000031.00003
25 December 2021186-0.00508-0.005081.000031.00003
26 December 2021187-0.00510-0.005101.000031.00003
27 December 2021188-0.00513-0.005131.000031.00003
28 December 2021189-0.00515-0.005151.000031.00003
29 December 2021190-0.00518-0.005181.000031.00003
30 December 2021191-0.00520-0.005201.000031.00003
31 December 2021192-0.00523-0.005231.000031.00003
1 January 2022193-0.00525-0.005251.000031.00003
2 January 2022194-0.00528-0.005281.000031.00003
3 January 2022195-0.00530-0.005301.000031.00003
4 January 2022196-0.00533-0.005331.000031.00003
5 January 2022197-0.00535-0.005351.000031.00003
6 January 2022198-0.00538-0.005381.000031.00003
7 January 2022199-0.00540-0.005401.000031.00003
8 January 2022200-0.00543-0.005431.000031.00003
9 January 2022201-0.00545-0.005451.000031.00003
10 January 2022202-0.00548-0.005481.000031.00003
11 January 2022203-0.00550-0.005501.000031.00003
12 January 2022204-0.00553-0.005531.000031.00003
13 January 2022205-0.00555-0.005551.000031.00003
14 January 2022206-0.00558-0.005581.000031.00003
15 January 2022207-0.00560-0.005601.000031.00003
16 January 2022208-0.00563-0.005631.000031.00003
17 January 2022209-0.00565-0.005651.000031.00003
18 January 2022210-0.00568-0.005681.000031.00003
19 January 2022211-0.00570-0.005701.000031.00003
20 January 2022212-0.00573-0.005731.000031.00003
21 January 2022213-0.00575-0.005751.000031.00003
22 January 2022214-0.00578-0.005781.000031.00003
23 January 2022215-0.00580-0.005801.000031.00003
24 January 2022216-0.00583-0.005831.000031.00003
25 January 2022217-0.00585-0.005851.000031.00003
26 January 2022218-0.00588-0.005881.000041.00004
27 January 2022219-0.00590-0.005901.000041.00004
28 January 2022220-0.00593-0.005931.000041.00004
29 January 2022221-0.00595-0.005951.000041.00004
30 January 2022222-0.00598-0.005981.000041.00004
31 January 2022223-0.00600-0.006001.000041.00004
1 February 2022224-0.00603-0.006031.000041.00004
2 February 2022225-0.00605-0.006051.000041.00004
3 February 2022226-0.00607-0.006071.000041.00004
4 February 2022227-0.00610-0.006101.000041.00004
5 February 2022228-0.00612-0.006121.000041.00004
6 February 2022229-0.00615-0.006151.000041.00004
7 February 2022230-0.00617-0.006171.000041.00004
8 February 2022231-0.00620-0.006201.000041.00004
9 February 2022232-0.00622-0.006221.000041.00004
10 February 2022233-0.00625-0.006251.000041.00004
11 February 2022234-0.00627-0.006271.000041.00004
12 February 2022235-0.00630-0.006301.000041.00004
13 February 2022236-0.00632-0.006321.000041.00004
14 February 2022237-0.00635-0.006351.000041.00004
15 February 2022238-0.00637-0.006371.000041.00004
16 February 2022239-0.00640-0.006401.000041.00004
17 February 2022240-0.00642-0.006421.000041.00004
18 February 2022241-0.00645-0.006451.000041.00004
19 February 2022242-0.00647-0.006471.000041.00004
20 February 2022243-0.00650-0.006501.000041.00004
21 February 2022244-0.00652-0.006521.000041.00004
22 February 2022245-0.00655-0.006551.000041.00004
23 February 2022246-0.00657-0.006571.000041.00004
24 February 2022247-0.00660-0.006601.000041.00004
25 February 2022248-0.00662-0.006621.000051.00005
26 February 2022249-0.00665-0.006651.000051.00005
27 February 2022250-0.00667-0.006671.000051.00005
28 February 2022251-0.00670-0.006701.000051.00005
1 March 2022252-0.00672-0.006721.000051.00005
2 March 2022253-0.00675-0.006751.000051.00005
3 March 2022254-0.00677-0.006771.000051.00005
4 March 2022255-0.00680-0.006801.000051.00005
5 March 2022256-0.00682-0.006821.000051.00005
6 March 2022257-0.00685-0.006851.000051.00005
7 March 2022258-0.00687-0.006871.000051.00005
8 March 2022259-0.00690-0.006901.000051.00005
9 March 2022260-0.00692-0.006921.000051.00005
10 March 2022261-0.00695-0.006951.000051.00005
11 March 2022262-0.00697-0.006971.000051.00005
12 March 2022263-0.00700-0.007001.000051.00005
13 March 2022264-0.00702-0.007021.000051.00005
14 March 2022265-0.00705-0.007051.000051.00005
15 March 2022266-0.00707-0.007071.000051.00005
16 March 2022267-0.00710-0.007101.000051.00005
17 March 2022268-0.00712-0.007121.000051.00005
18 March 2022269-0.00715-0.007151.000051.00005
19 March 2022270-0.00717-0.007171.000051.00005
20 March 2022271-0.00720-0.007201.000051.00005
21 March 2022272-0.00722-0.007221.000051.00005
22 March 2022273-0.00725-0.007251.000051.00005
23 March 2022274-0.00727-0.007271.000051.00005
24 March 2022275-0.00730-0.007301.000061.00006
25 March 2022276-0.00732-0.007321.000061.00006
26 March 2022277-0.00734-0.007341.000061.00006
27 March 2022278-0.00737-0.007371.000061.00006
28 March 2022279-0.00739-0.007391.000061.00006
29 March 2022280-0.00742-0.007421.000061.00006
30 March 2022281-0.00744-0.007441.000061.00006
31 March 2022282-0.00747-0.007471.000061.00006
1 April 2022283-0.00749-0.007491.000061.00006
2 April 2022284-0.00752-0.007521.000061.00006
3 April 2022285-0.00754-0.007541.000061.00006
4 April 2022286-0.00757-0.007571.000061.00006
5 April 2022287-0.00759-0.007591.000061.00006
6 April 2022288-0.00762-0.007621.000061.00006
7 April 2022289-0.00764-0.007641.000061.00006
8 April 2022290-0.00767-0.007671.000061.00006
9 April 2022291-0.00769-0.007691.000061.00006
10 April 2022292-0.00772-0.007721.000061.00006
11 April 2022293-0.00774-0.007741.000061.00006
12 April 2022294-0.00777-0.007771.000061.00006
13 April 2022295-0.00779-0.007791.000061.00006
14 April 2022296-0.00782-0.007821.000061.00006
15 April 2022297-0.00784-0.007841.000061.00006
16 April 2022298-0.00787-0.007871.000061.00006
17 April 2022299-0.00789-0.007891.000061.00006
18 April 2022300-0.00792-0.007921.000071.00007
19 April 2022301-0.00794-0.007941.000071.00007
20 April 2022302-0.00797-0.007971.000071.00007
21 April 2022303-0.00799-0.007991.000071.00007
22 April 2022304-0.00802-0.008021.000071.00007
23 April 2022305-0.00804-0.008041.000071.00007
24 April 2022306-0.00807-0.008071.000071.00007
25 April 2022307-0.00809-0.008091.000071.00007
26 April 2022308-0.00812-0.008121.000071.00007
27 April 2022309-0.00814-0.008141.000071.00007
28 April 2022310-0.00817-0.008171.000071.00007
29 April 2022311-0.00819-0.008191.000071.00007
30 April 2022312-0.00822-0.008221.000071.00007
1 May 2022313-0.00824-0.008241.000071.00007
2 May 2022314-0.00827-0.008271.000071.00007
3 May 2022315-0.00829-0.008291.000071.00007
4 May 2022316-0.00832-0.008321.000071.00007
5 May 2022317-0.00834-0.008341.000071.00007
6 May 2022318-0.00837-0.008371.000071.00007
7 May 2022319-0.00839-0.008391.000071.00007
8 May 2022320-0.00842-0.008421.000071.00007
9 May 2022321-0.00844-0.008441.000071.00007
10 May 2022322-0.00847-0.008471.000071.00007
11 May 2022323-0.00849-0.008491.000081.00008
12 May 2022324-0.00852-0.008521.000081.00008
13 May 2022325-0.00854-0.008541.000081.00008
14 May 2022326-0.00857-0.008571.000081.00008
15 May 2022327-0.00859-0.008591.000081.00008
16 May 2022328-0.00861-0.008611.000081.00008
17 May 2022329-0.00864-0.008641.000081.00008
18 May 2022330-0.00866-0.008661.000081.00008
19 May 2022331-0.00869-0.008691.000081.00008
20 May 2022332-0.00871-0.008711.000081.00008
21 May 2022333-0.00874-0.008741.000081.00008
22 May 2022334-0.00876-0.008761.000081.00008
23 May 2022335-0.00879-0.008791.000081.00008
24 May 2022336-0.00881-0.008811.000081.00008
25 May 2022337-0.00884-0.008841.000081.00008
26 May 2022338-0.00886-0.008861.000081.00008
27 May 2022339-0.00889-0.008891.000081.00008
28 May 2022340-0.00891-0.008911.000081.00008
29 May 2022341-0.00894-0.008941.000081.00008
30 May 2022342-0.00896-0.008961.000081.00008
31 May 2022343-0.00899-0.008991.000081.00008
1 June 2022344-0.00901-0.009011.000091.00009
2 June 2022345-0.00904-0.009041.000091.00009
3 June 2022346-0.00906-0.009061.000091.00009
4 June 2022347-0.00909-0.009091.000091.00009
5 June 2022348-0.00911-0.009111.000091.00009
6 June 2022349-0.00914-0.009141.000091.00009
7 June 2022350-0.00916-0.009161.000091.00009
8 June 2022351-0.00919-0.009191.000091.00009
9 June 2022352-0.00921-0.009211.000091.00009
10 June 2022353-0.00924-0.009241.000091.00009
11 June 2022354-0.00926-0.009261.000091.00009
12 June 2022355-0.00929-0.009291.000091.00009
13 June 2022356-0.00931-0.009311.000091.00009
14 June 2022357-0.00934-0.009341.000091.00009
15 June 2022358-0.00936-0.009361.000091.00009
16 June 2022359-0.00939-0.009391.000091.00009
17 June 2022360-0.00941-0.009411.000091.00009
18 June 2022361-0.00944-0.009441.000091.00009
19 June 2022362-0.00946-0.009461.000091.00009
20 June 2022363-0.00949-0.009491.000091.00009
21 June 2022364-0.00951-0.009511.000091.00009
22 June 2022365-0.00954-0.009541.000101.00010
23 July 2022396-0.00760-0.007601.000081.00008
22 August 20224260.001790.001790.999980.99998
22 September 20224570.011500.011500.999860.99986
22 October 20224870.020890.020890.999720.99972
21 November 20225170.030290.030290.999570.99957
21 December 20225470.040670.040670.999390.99939
21 January 20235780.051400.051400.999190.99919
21 February 20236090.062140.062140.998960.99896
23 March 20236390.072520.072520.998730.99873
23 April 20236700.082690.082690.998480.99848
23 May 20237000.084640.084640.998380.99838
22 June 20237300.086590.086590.998270.99827
20 June 202410940.188720.188720.994360.99436
20 June 202514590.637670.637670.974830.97483
21 June 202618250.819150.819150.959870.95987
21 June 202721900.985830.985830.942570.94257
22 December 202723741.064561.064560.933100.93310
21 June 202825561.136591.136590.923490.92349
22 June 202929221.272561.272560.903140.90314
21 September 202930131.298891.298890.898330.89833
22 June 203032871.378161.378160.883280.88328
21 June 203136511.483481.483480.862100.86210
22 June 203240181.589671.589670.839460.83946
22 June 203343831.691691.691690.816160.81616
22 June 203447481.776161.776160.793700.79370
23 June 203551141.860921.860920.770490.77049
19 June 203654761.957261.957260.745540.74554
21 June 204173042.232572.232570.639700.63970
21 June 204691302.392832.392830.549620.54962
23 June 2051109582.416792.416790.484050.48405
22 June 2056127842.416792.416790.428920.42892
22 June 2061146102.416792.416790.380080.38008