Australian primary bond curve

Curve last updated on 7 August 2020 at 04.41.42 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight10.140000.14000Effective
1 month300.090000.09000Effective
3 months910.100000.10000Effective

Bond rates

SecurityBid/payOffer/receive
GSBU20.AU-RBA0.145000.14500
GSBI21.AU-RBA0.215000.21500
GSBW21.AU-RBA0.250000.25000
GSBM22.AU-RBA0.255000.25500
GSBU22.AU-RBA0.260000.26000
GSBG23.AU-RBA0.260000.26000
GSBG24.AU-RBA0.290000.29000
GSBG25.AU-RBA0.375000.37500
GSBG26.AU-RBA0.475000.47500
GSBG27.AU-RBA0.565000.56500
GSBU27.AU-RBA0.640000.64000
GSBI28.AU-RBA0.695000.69500
GSBU28.AU-RBA0.750000.75000
GSBG29.AU-RBA0.785000.78500
GSBG33.AU-RBA0.995000.99500
GSBK35.AU-RBA1.190001.19000
GSBG37.AU-RBA1.320001.32000
GSBK39.AU-RBA1.465001.46500
GSBE47.AU-RBA1.695001.69500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
9 August 202010.140000.140001.000001.00000
10 August 202020.138280.138280.999990.99999
11 August 202030.136550.136550.999990.99999
12 August 202040.134830.134830.999990.99999
13 August 202050.133100.133100.999980.99998
14 August 202060.131380.131380.999980.99998
15 August 202070.129650.129650.999980.99998
16 August 202080.127930.127930.999970.99997
17 August 202090.126210.126210.999970.99997
18 August 2020100.124480.124480.999970.99997
19 August 2020110.122760.122760.999960.99996
20 August 2020120.121030.121030.999960.99996
21 August 2020130.119310.119310.999960.99996
22 August 2020140.117580.117580.999960.99996
23 August 2020150.115860.115860.999950.99995
24 August 2020160.114140.114140.999950.99995
25 August 2020170.112410.112410.999950.99995
26 August 2020180.110690.110690.999950.99995
27 August 2020190.108960.108960.999940.99994
28 August 2020200.107240.107240.999940.99994
29 August 2020210.105510.105510.999940.99994
30 August 2020220.103790.103790.999940.99994
31 August 2020230.102070.102070.999940.99994
1 September 2020240.100340.100340.999930.99993
2 September 2020250.098620.098620.999930.99993
3 September 2020260.096890.096890.999930.99993
4 September 2020270.095170.095170.999930.99993
5 September 2020280.093450.093450.999930.99993
6 September 2020290.091720.091720.999930.99993
7 September 2020300.090000.090000.999930.99993
8 September 2020310.090160.090160.999920.99992
9 September 2020320.090320.090320.999920.99992
10 September 2020330.090490.090490.999920.99992
11 September 2020340.090650.090650.999920.99992
12 September 2020350.090820.090820.999910.99991
13 September 2020360.090980.090980.999910.99991
14 September 2020370.091140.091140.999910.99991
15 September 2020380.091310.091310.999910.99991
16 September 2020390.091470.091470.999900.99990
17 September 2020400.091630.091630.999900.99990
18 September 2020410.091800.091800.999900.99990
19 September 2020420.091960.091960.999890.99989
20 September 2020430.092130.092130.999890.99989
21 September 2020440.092290.092290.999890.99989
22 September 2020450.092450.092450.999890.99989
23 September 2020460.092620.092620.999880.99988
24 September 2020470.092780.092780.999880.99988
25 September 2020480.092940.092940.999880.99988
26 September 2020490.093110.093110.999880.99988
27 September 2020500.093270.093270.999870.99987
28 September 2020510.093440.093440.999870.99987
29 September 2020520.093600.093600.999870.99987
30 September 2020530.093760.093760.999860.99986
1 October 2020540.093930.093930.999860.99986
2 October 2020550.094090.094090.999860.99986
3 October 2020560.094260.094260.999860.99986
4 October 2020570.094420.094420.999850.99985
5 October 2020580.094580.094580.999850.99985
6 October 2020590.094750.094750.999850.99985
7 October 2020600.094910.094910.999840.99984
8 October 2020610.095070.095070.999840.99984
9 October 2020620.095240.095240.999840.99984
10 October 2020630.095400.095400.999840.99984
11 October 2020640.095570.095570.999830.99983
12 October 2020650.095730.095730.999830.99983
13 October 2020660.095890.095890.999830.99983
14 October 2020670.096060.096060.999820.99982
15 October 2020680.096220.096220.999820.99982
16 October 2020690.096380.096380.999820.99982
17 October 2020700.096550.096550.999810.99981
18 October 2020710.096710.096710.999810.99981
19 October 2020720.096880.096880.999810.99981
20 October 2020730.097040.097040.999810.99981
21 October 2020740.097200.097200.999800.99980
22 October 2020750.097370.097370.999800.99980
23 October 2020760.097530.097530.999800.99980
24 October 2020770.097690.097690.999790.99979
25 October 2020780.097860.097860.999790.99979
26 October 2020790.098020.098020.999790.99979
27 October 2020800.098190.098190.999780.99978
28 October 2020810.098350.098350.999780.99978
29 October 2020820.098510.098510.999780.99978
30 October 2020830.098680.098680.999780.99978
31 October 2020840.098840.098840.999770.99977
1 November 2020850.099000.099000.999770.99977
2 November 2020860.099170.099170.999770.99977
3 November 2020870.099330.099330.999760.99976
4 November 2020880.099500.099500.999760.99976
5 November 2020890.099660.099660.999760.99976
6 November 2020900.099820.099820.999750.99975
7 November 2020910.099990.099990.999750.99975
8 November 2020920.103120.103120.999740.99974
9 November 2020930.106240.106240.999730.99973
10 November 2020940.109370.109370.999720.99972
11 November 2020950.112500.112500.999710.99971
12 November 2020960.115630.115630.999700.99970
13 November 2020970.118760.118760.999680.99968
14 November 2020980.121890.121890.999670.99967
15 November 2020990.125020.125020.999660.99966
16 November 20201000.128150.128150.999650.99965
17 November 20201010.131270.131270.999640.99964
18 November 20201020.134400.134400.999620.99962
19 November 20201030.137530.137530.999610.99961
20 November 20201040.140660.140660.999600.99960
21 November 20201050.143790.143790.999590.99959
22 November 20201060.144200.144200.999580.99958
23 November 20201070.144620.144620.999580.99958
24 November 20201080.145030.145030.999570.99957
25 November 20201090.145450.145450.999570.99957
26 November 20201100.145860.145860.999560.99956
27 November 20201110.146270.146270.999560.99956
28 November 20201120.146690.146690.999550.99955
29 November 20201130.147100.147100.999540.99954
30 November 20201140.147520.147520.999540.99954
1 December 20201150.147930.147930.999530.99953
2 December 20201160.148340.148340.999530.99953
3 December 20201170.148760.148760.999520.99952
4 December 20201180.149170.149170.999520.99952
5 December 20201190.149590.149590.999510.99951
6 December 20201200.150000.150000.999510.99951
7 December 20201210.150420.150420.999500.99950
8 December 20201220.150830.150830.999500.99950
9 December 20201230.151240.151240.999490.99949
10 December 20201240.151660.151660.999490.99949
11 December 20201250.152070.152070.999480.99948
12 December 20201260.152490.152490.999470.99947
13 December 20201270.152900.152900.999470.99947
14 December 20201280.153320.153320.999460.99946
15 December 20201290.153730.153730.999460.99946
16 December 20201300.154140.154140.999450.99945
17 December 20201310.154560.154560.999450.99945
18 December 20201320.154970.154970.999440.99944
19 December 20201330.155390.155390.999430.99943
20 December 20201340.155800.155800.999430.99943
21 December 20201350.156220.156220.999420.99942
22 December 20201360.156630.156630.999420.99942
23 December 20201370.157040.157040.999410.99941
24 December 20201380.157460.157460.999400.99940
25 December 20201390.157870.157870.999400.99940
26 December 20201400.158290.158290.999390.99939
27 December 20201410.158700.158700.999390.99939
28 December 20201420.159120.159120.999380.99938
29 December 20201430.159530.159530.999380.99938
30 December 20201440.159940.159940.999370.99937
31 December 20201450.160360.160360.999360.99936
1 January 20211460.160770.160770.999360.99936
2 January 20211470.161190.161190.999350.99935
3 January 20211480.161600.161600.999350.99935
4 January 20211490.162020.162020.999340.99934
5 January 20211500.162430.162430.999330.99933
6 January 20211510.162840.162840.999330.99933
7 January 20211520.163260.163260.999320.99932
8 January 20211530.163670.163670.999310.99931
9 January 20211540.164090.164090.999310.99931
10 January 20211550.164500.164500.999300.99930
11 January 20211560.164920.164920.999300.99930
12 January 20211570.165330.165330.999290.99929
13 January 20211580.165740.165740.999280.99928
14 January 20211590.166160.166160.999280.99928
15 January 20211600.166570.166570.999270.99927
16 January 20211610.166990.166990.999260.99926
17 January 20211620.167400.167400.999260.99926
18 January 20211630.167820.167820.999250.99925
19 January 20211640.168230.168230.999240.99924
20 January 20211650.168640.168640.999240.99924
21 January 20211660.169060.169060.999230.99923
22 January 20211670.169470.169470.999230.99923
23 January 20211680.169890.169890.999220.99922
24 January 20211690.170300.170300.999210.99921
25 January 20211700.170720.170720.999210.99921
26 January 20211710.171130.171130.999200.99920
27 January 20211720.171540.171540.999190.99919
28 January 20211730.171960.171960.999190.99919
29 January 20211740.172370.172370.999180.99918
30 January 20211750.172790.172790.999170.99917
31 January 20211760.173200.173200.999170.99917
1 February 20211770.173620.173620.999160.99916
2 February 20211780.174030.174030.999150.99915
3 February 20211790.174440.174440.999140.99914
4 February 20211800.174860.174860.999140.99914
5 February 20211810.175270.175270.999130.99913
6 February 20211820.175690.175690.999120.99912
7 February 20211830.176100.176100.999120.99912
8 February 20211840.176510.176510.999110.99911
9 February 20211850.176930.176930.999100.99910
10 February 20211860.177340.177340.999100.99910
11 February 20211870.177760.177760.999090.99909
12 February 20211880.178170.178170.999080.99908
13 February 20211890.178590.178590.999080.99908
14 February 20211900.179000.179000.999070.99907
15 February 20211910.179410.179410.999060.99906
16 February 20211920.179830.179830.999050.99905
17 February 20211930.180240.180240.999050.99905
18 February 20211940.180660.180660.999040.99904
19 February 20211950.181070.181070.999030.99903
20 February 20211960.181490.181490.999030.99903
21 February 20211970.181900.181900.999020.99902
22 February 20211980.182310.182310.999010.99901
23 February 20211990.182730.182730.999000.99900
24 February 20212000.183140.183140.999000.99900
25 February 20212010.183560.183560.998990.99899
26 February 20212020.183970.183970.998980.99898
27 February 20212030.184390.184390.998980.99898
28 February 20212040.184800.184800.998970.99897
1 March 20212050.185210.185210.998960.99896
2 March 20212060.185630.185630.998950.99895
3 March 20212070.186040.186040.998950.99895
4 March 20212080.186460.186460.998940.99894
5 March 20212090.186870.186870.998930.99893
6 March 20212100.187290.187290.998920.99892
7 March 20212110.187700.187700.998920.99892
8 March 20212120.188110.188110.998910.99891
9 March 20212130.188530.188530.998900.99890
10 March 20212140.188940.188940.998890.99889
11 March 20212150.189360.189360.998890.99889
12 March 20212160.189770.189770.998880.99888
13 March 20212170.190190.190190.998870.99887
14 March 20212180.190600.190600.998860.99886
15 March 20212190.191010.191010.998850.99885
16 March 20212200.191430.191430.998850.99885
17 March 20212210.191840.191840.998840.99884
18 March 20212220.192260.192260.998830.99883
19 March 20212230.192670.192670.998820.99882
20 March 20212240.193090.193090.998820.99882
21 March 20212250.193500.193500.998810.99881
22 March 20212260.193910.193910.998800.99880
23 March 20212270.194330.194330.998790.99879
24 March 20212280.194740.194740.998780.99878
25 March 20212290.195160.195160.998780.99878
26 March 20212300.195570.195570.998770.99877
27 March 20212310.195990.195990.998760.99876
28 March 20212320.196400.196400.998750.99875
29 March 20212330.196810.196810.998740.99874
30 March 20212340.197230.197230.998740.99874
31 March 20212350.197640.197640.998730.99873
1 April 20212360.198060.198060.998720.99872
2 April 20212370.198470.198470.998710.99871
3 April 20212380.198890.198890.998700.99870
4 April 20212390.199300.199300.998700.99870
5 April 20212400.199710.199710.998690.99869
6 April 20212410.200130.200130.998680.99868
7 April 20212420.200540.200540.998670.99867
8 April 20212430.200960.200960.998660.99866
9 April 20212440.201370.201370.998650.99865
10 April 20212450.201790.201790.998650.99865
11 April 20212460.202200.202200.998640.99864
12 April 20212470.202610.202610.998630.99863
13 April 20212480.203030.203030.998620.99862
14 April 20212490.203440.203440.998610.99861
15 April 20212500.203860.203860.998600.99860
16 April 20212510.204270.204270.998600.99860
17 April 20212520.204680.204680.998590.99859
18 April 20212530.205100.205100.998580.99858
19 April 20212540.205510.205510.998570.99857
20 April 20212550.205930.205930.998560.99856
21 April 20212560.206340.206340.998550.99855
22 April 20212570.206760.206760.998550.99855
23 April 20212580.207170.207170.998540.99854
24 April 20212590.207580.207580.998530.99853
25 April 20212600.208000.208000.998520.99852
26 April 20212610.208410.208410.998510.99851
27 April 20212620.208830.208830.998500.99850
28 April 20212630.209240.209240.998490.99849
29 April 20212640.209660.209660.998480.99848
30 April 20212650.210070.210070.998480.99848
1 May 20212660.210480.210480.998470.99847
2 May 20212670.210900.210900.998460.99846
3 May 20212680.211310.211310.998450.99845
4 May 20212690.211730.211730.998440.99844
5 May 20212700.212140.212140.998430.99843
6 May 20212710.212560.212560.998420.99842
7 May 20212720.212970.212970.998410.99841
8 May 20212730.213380.213380.998410.99841
9 May 20212740.213800.213800.998400.99840
10 May 20212750.214210.214210.998390.99839
11 May 20212760.214630.214630.998380.99838
12 May 20212770.215040.215040.998370.99837
13 May 20212780.215460.215460.998360.99836
14 May 20212790.215870.215870.998350.99835
15 May 20212800.216280.216280.998340.99834
16 May 20212810.216440.216440.998340.99834
17 May 20212820.216590.216590.998330.99833
18 May 20212830.216750.216750.998320.99832
19 May 20212840.216900.216900.998310.99831
20 May 20212850.217050.217050.998310.99831
21 May 20212860.217210.217210.998300.99830
22 May 20212870.217360.217360.998290.99829
23 May 20212880.217510.217510.998290.99829
24 May 20212890.217670.217670.998280.99828
25 May 20212900.217820.217820.998270.99827
26 May 20212910.217970.217970.998260.99826
27 May 20212920.218130.218130.998260.99826
28 May 20212930.218280.218280.998250.99825
29 May 20212940.218440.218440.998240.99824
30 May 20212950.218590.218590.998230.99823
31 May 20212960.218740.218740.998230.99823
1 June 20212970.218900.218900.998220.99822
2 June 20212980.219050.219050.998210.99821
3 June 20212990.219200.219200.998210.99821
4 June 20213000.219360.219360.998200.99820
5 June 20213010.219510.219510.998190.99819
6 June 20213020.219660.219660.998180.99818
7 June 20213030.219820.219820.998180.99818
8 June 20213040.219970.219970.998170.99817
9 June 20213050.220130.220130.998160.99816
10 June 20213060.220280.220280.998160.99816
11 June 20213070.220430.220430.998150.99815
12 June 20213080.220590.220590.998140.99814
13 June 20213090.220740.220740.998130.99813
14 June 20213100.220890.220890.998130.99813
15 June 20213110.221050.221050.998120.99812
16 June 20213120.221200.221200.998110.99811
17 June 20213130.221350.221350.998100.99810
18 June 20213140.221510.221510.998100.99810
19 June 20213150.221660.221660.998090.99809
20 June 20213160.221820.221820.998080.99808
21 June 20213170.221970.221970.998070.99807
22 June 20213180.222120.222120.998070.99807
23 June 20213190.222280.222280.998060.99806
24 June 20213200.222430.222430.998050.99805
25 June 20213210.222580.222580.998040.99804
26 June 20213220.222740.222740.998040.99804
27 June 20213230.222890.222890.998030.99803
28 June 20213240.223040.223040.998020.99802
29 June 20213250.223200.223200.998010.99801
30 June 20213260.223350.223350.998010.99801
1 July 20213270.223510.223510.998000.99800
2 July 20213280.223660.223660.997990.99799
3 July 20213290.223810.223810.997980.99798
4 July 20213300.223970.223970.997980.99798
5 July 20213310.224120.224120.997970.99797
6 July 20213320.224270.224270.997960.99796
7 July 20213330.224430.224430.997950.99795
8 July 20213340.224580.224580.997950.99795
9 July 20213350.224730.224730.997940.99794
10 July 20213360.224890.224890.997930.99793
11 July 20213370.225040.225040.997920.99792
12 July 20213380.225200.225200.997920.99792
13 July 20213390.225350.225350.997910.99791
14 July 20213400.225500.225500.997900.99790
15 July 20213410.225660.225660.997890.99789
16 July 20213420.225810.225810.997890.99789
17 July 20213430.225960.225960.997880.99788
18 July 20213440.226120.226120.997870.99787
19 July 20213450.226270.226270.997860.99786
20 July 20213460.226420.226420.997860.99786
21 July 20213470.226580.226580.997850.99785
22 July 20213480.226730.226730.997840.99784
23 July 20213490.226890.226890.997830.99783
24 July 20213500.227040.227040.997830.99783
25 July 20213510.227190.227190.997820.99782
26 July 20213520.227350.227350.997810.99781
27 July 20213530.227500.227500.997800.99780
28 July 20213540.227650.227650.997790.99779
29 July 20213550.227810.227810.997790.99779
30 July 20213560.227960.227960.997780.99778
31 July 20213570.228110.228110.997770.99777
1 August 20213580.228270.228270.997760.99776
2 August 20213590.228420.228420.997760.99776
3 August 20213600.228580.228580.997750.99775
4 August 20213610.228730.228730.997740.99774
5 August 20213620.228880.228880.997730.99773
6 August 20213630.229040.229040.997720.99772
7 August 20213640.229190.229190.997720.99772
8 August 20213650.229340.229340.997710.99771
8 September 20213960.234110.234110.997460.99746
8 October 20214260.238720.238720.997220.99722
8 November 20214570.243480.243480.996960.99696
8 December 20214870.248090.248090.996700.99670
7 January 20225170.250570.250570.996460.99646
6 February 20225470.251420.251420.996240.99624
9 March 20225780.252300.252300.996010.99601
9 April 20226090.253180.253180.995780.99578
9 May 20226390.254030.254030.995560.99556
9 June 20226700.254900.254900.995330.99533
9 July 20227000.255750.255750.995110.99511
8 August 20227300.256690.256690.994880.99488
7 August 202310940.269870.269870.991940.99194
6 August 202414590.317480.317480.987390.98739
7 August 202518250.413520.413520.979540.97954
7 August 202621900.520680.520680.969240.96924
7 February 202723740.571320.571320.963520.96352
8 August 202725560.626270.626270.957090.95709
8 August 202829220.741460.741460.942370.94237
7 November 202830130.772770.772770.938200.93820
8 August 202932870.839370.839370.927200.92720
7 August 203036510.900540.900540.913860.91386
9 August 203140180.962200.962200.899500.89950
8 August 203243831.023531.023530.884340.88434
8 August 203347481.093151.093150.867450.86745
9 August 203451141.182441.182440.847320.84732
6 August 203554761.272041.272040.826260.82626
7 August 204073041.633521.633520.721170.72117
7 August 204591301.794891.794890.638290.63829
9 August 2050109581.847121.847120.574340.57434
9 August 2055127841.847121.847120.523640.52364
8 August 2060146101.847121.847120.477420.47742