Australian primary bond curve

Curve last updated on 19 January 2021 at 06.24.02 GMT/UTC


Inputs

Money-market rates

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

Bond rates

SecurityBid/payOffer/receive
GSBI21.AU-RBA0.010000.01000
GSBW21.AU-RBA0.030000.03000
GSBM22.AU-RBA0.045000.04500
GSBU22.AU-RBA0.065000.06500
GSBG23.AU-RBA0.095000.09500
GSBG24.AU-RBA0.105000.10500
GSBG25.AU-RBA0.250000.25000
GSBG26.AU-RBA0.395000.39500
GSBG27.AU-RBA0.540000.54000
GSBU27.AU-RBA0.640000.64000
GSBI28.AU-RBA0.715000.71500
GSBU28.AU-RBA0.775000.77500
GSBG29.AU-RBA0.825000.82500
GSBG33.AU-RBA1.180001.18000
GSBK35.AU-RBA1.405001.40500
GSBG37.AU-RBA1.545001.54500
GSBK39.AU-RBA1.700001.70000
GSBE47.AU-RBA1.975001.97500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
20 January 202110.030000.030001.000001.00000
21 January 202120.029310.029311.000001.00000
22 January 202130.028620.028621.000001.00000
23 January 202140.027930.027931.000001.00000
24 January 202150.027240.027241.000001.00000
25 January 202160.026550.026551.000001.00000
26 January 202170.025860.025861.000001.00000
27 January 202180.025170.025170.999990.99999
28 January 202190.024480.024480.999990.99999
29 January 2021100.023790.023790.999990.99999
30 January 2021110.023100.023100.999990.99999
31 January 2021120.022410.022410.999990.99999
1 February 2021130.021720.021720.999990.99999
2 February 2021140.021030.021030.999990.99999
3 February 2021150.020340.020340.999990.99999
4 February 2021160.019660.019660.999990.99999
5 February 2021170.018970.018970.999990.99999
6 February 2021180.018280.018280.999990.99999
7 February 2021190.017590.017590.999990.99999
8 February 2021200.016900.016900.999990.99999
9 February 2021210.016210.016210.999990.99999
10 February 2021220.015520.015520.999990.99999
11 February 2021230.014830.014830.999990.99999
12 February 2021240.014140.014140.999990.99999
13 February 2021250.013450.013450.999990.99999
14 February 2021260.012760.012760.999990.99999
15 February 2021270.012070.012070.999990.99999
16 February 2021280.011380.011380.999990.99999
17 February 2021290.010690.010690.999990.99999
18 February 2021300.010000.010000.999990.99999
19 February 2021310.010000.010000.999990.99999
20 February 2021320.010000.010000.999990.99999
21 February 2021330.010000.010000.999990.99999
22 February 2021340.010000.010000.999990.99999
23 February 2021350.010000.010000.999990.99999
24 February 2021360.010000.010000.999990.99999
25 February 2021370.010000.010000.999990.99999
26 February 2021380.010000.010000.999990.99999
27 February 2021390.010000.010000.999990.99999
28 February 2021400.010000.010000.999990.99999
1 March 2021410.010000.010000.999990.99999
2 March 2021420.010000.010000.999990.99999
3 March 2021430.010000.010000.999990.99999
4 March 2021440.010000.010000.999990.99999
5 March 2021450.010000.010000.999990.99999
6 March 2021460.010000.010000.999990.99999
7 March 2021470.010000.010000.999990.99999
8 March 2021480.010000.010000.999990.99999
9 March 2021490.010000.010000.999990.99999
10 March 2021500.010000.010000.999990.99999
11 March 2021510.010000.010000.999990.99999
12 March 2021520.010000.010000.999990.99999
13 March 2021530.010000.010000.999990.99999
14 March 2021540.010000.010000.999990.99999
15 March 2021550.010000.010000.999990.99999
16 March 2021560.010000.010000.999980.99998
17 March 2021570.010000.010000.999980.99998
18 March 2021580.010000.010000.999980.99998
19 March 2021590.010000.010000.999980.99998
20 March 2021600.010000.010000.999980.99998
21 March 2021610.010000.010000.999980.99998
22 March 2021620.010000.010000.999980.99998
23 March 2021630.010000.010000.999980.99998
24 March 2021640.010000.010000.999980.99998
25 March 2021650.010000.010000.999980.99998
26 March 2021660.010000.010000.999980.99998
27 March 2021670.010000.010000.999980.99998
28 March 2021680.010000.010000.999980.99998
29 March 2021690.010000.010000.999980.99998
30 March 2021700.010000.010000.999980.99998
31 March 2021710.010000.010000.999980.99998
1 April 2021720.010000.010000.999980.99998
2 April 2021730.010000.010000.999980.99998
3 April 2021740.010000.010000.999980.99998
4 April 2021750.010000.010000.999980.99998
5 April 2021760.010000.010000.999980.99998
6 April 2021770.010000.010000.999980.99998
7 April 2021780.010000.010000.999980.99998
8 April 2021790.010000.010000.999980.99998
9 April 2021800.010000.010000.999980.99998
10 April 2021810.010000.010000.999980.99998
11 April 2021820.010000.010000.999980.99998
12 April 2021830.010000.010000.999980.99998
13 April 2021840.010000.010000.999980.99998
14 April 2021850.010000.010000.999980.99998
15 April 2021860.010000.010000.999980.99998
16 April 2021870.010000.010000.999980.99998
17 April 2021880.010000.010000.999980.99998
18 April 2021890.010000.010000.999980.99998
19 April 2021900.010000.010000.999980.99998
20 April 2021910.010000.010000.999980.99998
21 April 2021920.010000.010000.999970.99997
22 April 2021930.010010.010010.999970.99997
23 April 2021940.010010.010010.999970.99997
24 April 2021950.010010.010010.999970.99997
25 April 2021960.010020.010020.999970.99997
26 April 2021970.010020.010020.999970.99997
27 April 2021980.010020.010020.999970.99997
28 April 2021990.010020.010020.999970.99997
29 April 20211000.010030.010030.999970.99997
30 April 20211010.010030.010030.999970.99997
1 May 20211020.010030.010030.999970.99997
2 May 20211030.010040.010040.999970.99997
3 May 20211040.010040.010040.999970.99997
4 May 20211050.010040.010040.999970.99997
5 May 20211060.010050.010050.999970.99997
6 May 20211070.010050.010050.999970.99997
7 May 20211080.010050.010050.999970.99997
8 May 20211090.010050.010050.999970.99997
9 May 20211100.010060.010060.999970.99997
10 May 20211110.010060.010060.999970.99997
11 May 20211120.010060.010060.999970.99997
12 May 20211130.010070.010070.999970.99997
13 May 20211140.010070.010070.999970.99997
14 May 20211150.010070.010070.999970.99997
15 May 20211160.010080.010080.999970.99997
16 May 20211170.010170.010170.999970.99997
17 May 20211180.010260.010260.999970.99997
18 May 20211190.010350.010350.999970.99997
19 May 20211200.010440.010440.999970.99997
20 May 20211210.010530.010530.999970.99997
21 May 20211220.010620.010620.999960.99996
22 May 20211230.010710.010710.999960.99996
23 May 20211240.010800.010800.999960.99996
24 May 20211250.010890.010890.999960.99996
25 May 20211260.010990.010990.999960.99996
26 May 20211270.011080.011080.999960.99996
27 May 20211280.011170.011170.999960.99996
28 May 20211290.011260.011260.999960.99996
29 May 20211300.011350.011350.999960.99996
30 May 20211310.011440.011440.999960.99996
31 May 20211320.011530.011530.999960.99996
1 June 20211330.011620.011620.999960.99996
2 June 20211340.011710.011710.999960.99996
3 June 20211350.011800.011800.999960.99996
4 June 20211360.011890.011890.999960.99996
5 June 20211370.011980.011980.999960.99996
6 June 20211380.012080.012080.999950.99995
7 June 20211390.012170.012170.999950.99995
8 June 20211400.012260.012260.999950.99995
9 June 20211410.012350.012350.999950.99995
10 June 20211420.012440.012440.999950.99995
11 June 20211430.012530.012530.999950.99995
12 June 20211440.012620.012620.999950.99995
13 June 20211450.012710.012710.999950.99995
14 June 20211460.012800.012800.999950.99995
15 June 20211470.012890.012890.999950.99995
16 June 20211480.012980.012980.999950.99995
17 June 20211490.013080.013080.999950.99995
18 June 20211500.013170.013170.999950.99995
19 June 20211510.013260.013260.999950.99995
20 June 20211520.013350.013350.999940.99994
21 June 20211530.013440.013440.999940.99994
22 June 20211540.013530.013530.999940.99994
23 June 20211550.013620.013620.999940.99994
24 June 20211560.013710.013710.999940.99994
25 June 20211570.013800.013800.999940.99994
26 June 20211580.013890.013890.999940.99994
27 June 20211590.013980.013980.999940.99994
28 June 20211600.014070.014070.999940.99994
29 June 20211610.014170.014170.999940.99994
30 June 20211620.014260.014260.999940.99994
1 July 20211630.014350.014350.999940.99994
2 July 20211640.014440.014440.999940.99994
3 July 20211650.014530.014530.999930.99993
4 July 20211660.014620.014620.999930.99993
5 July 20211670.014710.014710.999930.99993
6 July 20211680.014800.014800.999930.99993
7 July 20211690.014890.014890.999930.99993
8 July 20211700.014980.014980.999930.99993
9 July 20211710.015070.015070.999930.99993
10 July 20211720.015170.015170.999930.99993
11 July 20211730.015260.015260.999930.99993
12 July 20211740.015350.015350.999930.99993
13 July 20211750.015440.015440.999930.99993
14 July 20211760.015530.015530.999930.99993
15 July 20211770.015620.015620.999920.99992
16 July 20211780.015710.015710.999920.99992
17 July 20211790.015800.015800.999920.99992
18 July 20211800.015890.015890.999920.99992
19 July 20211810.015980.015980.999920.99992
20 July 20211820.016070.016070.999920.99992
21 July 20211830.016160.016160.999920.99992
22 July 20211840.016260.016260.999920.99992
23 July 20211850.016350.016350.999920.99992
24 July 20211860.016440.016440.999920.99992
25 July 20211870.016530.016530.999920.99992
26 July 20211880.016620.016620.999910.99991
27 July 20211890.016710.016710.999910.99991
28 July 20211900.016800.016800.999910.99991
29 July 20211910.016890.016890.999910.99991
30 July 20211920.016980.016980.999910.99991
31 July 20211930.017070.017070.999910.99991
1 August 20211940.017160.017160.999910.99991
2 August 20211950.017260.017260.999910.99991
3 August 20211960.017350.017350.999910.99991
4 August 20211970.017440.017440.999910.99991
5 August 20211980.017530.017530.999910.99991
6 August 20211990.017620.017620.999900.99990
7 August 20212000.017710.017710.999900.99990
8 August 20212010.017800.017800.999900.99990
9 August 20212020.017890.017890.999900.99990
10 August 20212030.017980.017980.999900.99990
11 August 20212040.018070.018070.999900.99990
12 August 20212050.018160.018160.999900.99990
13 August 20212060.018260.018260.999900.99990
14 August 20212070.018350.018350.999900.99990
15 August 20212080.018440.018440.999900.99990
16 August 20212090.018530.018530.999890.99989
17 August 20212100.018620.018620.999890.99989
18 August 20212110.018710.018710.999890.99989
19 August 20212120.018800.018800.999890.99989
20 August 20212130.018890.018890.999890.99989
21 August 20212140.018980.018980.999890.99989
22 August 20212150.019070.019070.999890.99989
23 August 20212160.019160.019160.999890.99989
24 August 20212170.019250.019250.999890.99989
25 August 20212180.019350.019350.999880.99988
26 August 20212190.019440.019440.999880.99988
27 August 20212200.019530.019530.999880.99988
28 August 20212210.019620.019620.999880.99988
29 August 20212220.019710.019710.999880.99988
30 August 20212230.019800.019800.999880.99988
31 August 20212240.019890.019890.999880.99988
1 September 20212250.019980.019980.999880.99988
2 September 20212260.020070.020070.999880.99988
3 September 20212270.020160.020160.999870.99987
4 September 20212280.020250.020250.999870.99987
5 September 20212290.020350.020350.999870.99987
6 September 20212300.020440.020440.999870.99987
7 September 20212310.020530.020530.999870.99987
8 September 20212320.020620.020620.999870.99987
9 September 20212330.020710.020710.999870.99987
10 September 20212340.020800.020800.999870.99987
11 September 20212350.020890.020890.999870.99987
12 September 20212360.020980.020980.999860.99986
13 September 20212370.021070.021070.999860.99986
14 September 20212380.021160.021160.999860.99986
15 September 20212390.021250.021250.999860.99986
16 September 20212400.021340.021340.999860.99986
17 September 20212410.021440.021440.999860.99986
18 September 20212420.021530.021530.999860.99986
19 September 20212430.021620.021620.999860.99986
20 September 20212440.021710.021710.999850.99985
21 September 20212450.021800.021800.999850.99985
22 September 20212460.021890.021890.999850.99985
23 September 20212470.021980.021980.999850.99985
24 September 20212480.022070.022070.999850.99985
25 September 20212490.022160.022160.999850.99985
26 September 20212500.022250.022250.999850.99985
27 September 20212510.022340.022340.999850.99985
28 September 20212520.022440.022440.999850.99985
29 September 20212530.022530.022530.999840.99984
30 September 20212540.022620.022620.999840.99984
1 October 20212550.022710.022710.999840.99984
2 October 20212560.022800.022800.999840.99984
3 October 20212570.022890.022890.999840.99984
4 October 20212580.022980.022980.999840.99984
5 October 20212590.023070.023070.999840.99984
6 October 20212600.023160.023160.999840.99984
7 October 20212610.023250.023250.999830.99983
8 October 20212620.023340.023340.999830.99983
9 October 20212630.023440.023440.999830.99983
10 October 20212640.023530.023530.999830.99983
11 October 20212650.023620.023620.999830.99983
12 October 20212660.023710.023710.999830.99983
13 October 20212670.023800.023800.999830.99983
14 October 20212680.023890.023890.999820.99982
15 October 20212690.023980.023980.999820.99982
16 October 20212700.024070.024070.999820.99982
17 October 20212710.024160.024160.999820.99982
18 October 20212720.024250.024250.999820.99982
19 October 20212730.024340.024340.999820.99982
20 October 20212740.024430.024430.999820.99982
21 October 20212750.024530.024530.999820.99982
22 October 20212760.024620.024620.999810.99981
23 October 20212770.024710.024710.999810.99981
24 October 20212780.024800.024800.999810.99981
25 October 20212790.024890.024890.999810.99981
26 October 20212800.024980.024980.999810.99981
27 October 20212810.025070.025070.999810.99981
28 October 20212820.025160.025160.999810.99981
29 October 20212830.025250.025250.999800.99980
30 October 20212840.025340.025340.999800.99980
31 October 20212850.025430.025430.999800.99980
1 November 20212860.025530.025530.999800.99980
2 November 20212870.025620.025620.999800.99980
3 November 20212880.025710.025710.999800.99980
4 November 20212890.025800.025800.999800.99980
5 November 20212900.025890.025890.999790.99979
6 November 20212910.025980.025980.999790.99979
7 November 20212920.026070.026070.999790.99979
8 November 20212930.026160.026160.999790.99979
9 November 20212940.026250.026250.999790.99979
10 November 20212950.026340.026340.999790.99979
11 November 20212960.026430.026430.999790.99979
12 November 20212970.026520.026520.999780.99978
13 November 20212980.026620.026620.999780.99978
14 November 20212990.026710.026710.999780.99978
15 November 20213000.026800.026800.999780.99978
16 November 20213010.026890.026890.999780.99978
17 November 20213020.026980.026980.999780.99978
18 November 20213030.027070.027070.999780.99978
19 November 20213040.027160.027160.999770.99977
20 November 20213050.027250.027250.999770.99977
21 November 20213060.027340.027340.999770.99977
22 November 20213070.027430.027430.999770.99977
23 November 20213080.027520.027520.999770.99977
24 November 20213090.027620.027620.999770.99977
25 November 20213100.027710.027710.999760.99976
26 November 20213110.027800.027800.999760.99976
27 November 20213120.027890.027890.999760.99976
28 November 20213130.027980.027980.999760.99976
29 November 20213140.028070.028070.999760.99976
30 November 20213150.028160.028160.999760.99976
1 December 20213160.028250.028250.999760.99976
2 December 20213170.028340.028340.999750.99975
3 December 20213180.028430.028430.999750.99975
4 December 20213190.028520.028520.999750.99975
5 December 20213200.028620.028620.999750.99975
6 December 20213210.028710.028710.999750.99975
7 December 20213220.028800.028800.999750.99975
8 December 20213230.028890.028890.999740.99974
9 December 20213240.028980.028980.999740.99974
10 December 20213250.029070.029070.999740.99974
11 December 20213260.029160.029160.999740.99974
12 December 20213270.029250.029250.999740.99974
13 December 20213280.029340.029340.999740.99974
14 December 20213290.029430.029430.999730.99973
15 December 20213300.029520.029520.999730.99973
16 December 20213310.029610.029610.999730.99973
17 December 20213320.029710.029710.999730.99973
18 December 20213330.029800.029800.999730.99973
19 December 20213340.029890.029890.999730.99973
20 December 20213350.029980.029980.999720.99972
21 December 20213360.030070.030070.999720.99972
22 December 20213370.030140.030140.999720.99972
23 December 20213380.030220.030220.999720.99972
24 December 20213390.030300.030300.999720.99972
25 December 20213400.030370.030370.999720.99972
26 December 20213410.030450.030450.999720.99972
27 December 20213420.030520.030520.999710.99971
28 December 20213430.030600.030600.999710.99971
29 December 20213440.030670.030670.999710.99971
30 December 20213450.030750.030750.999710.99971
31 December 20213460.030820.030820.999710.99971
1 January 20223470.030900.030900.999710.99971
2 January 20223480.030980.030980.999700.99970
3 January 20223490.031050.031050.999700.99970
4 January 20223500.031130.031130.999700.99970
5 January 20223510.031200.031200.999700.99970
6 January 20223520.031280.031280.999700.99970
7 January 20223530.031350.031350.999700.99970
8 January 20223540.031430.031430.999700.99970
9 January 20223550.031500.031500.999690.99969
10 January 20223560.031580.031580.999690.99969
11 January 20223570.031660.031660.999690.99969
12 January 20223580.031730.031730.999690.99969
13 January 20223590.031810.031810.999690.99969
14 January 20223600.031880.031880.999690.99969
15 January 20223610.031960.031960.999680.99968
16 January 20223620.032030.032030.999680.99968
17 January 20223630.032110.032110.999680.99968
18 January 20223640.032180.032180.999680.99968
19 January 20223650.032260.032260.999680.99968
19 February 20223960.034600.034600.999620.99962
21 March 20224260.036870.036870.999570.99957
21 April 20224570.039210.039210.999510.99951
21 May 20224870.041480.041480.999450.99945
20 June 20225170.043740.043740.999380.99938
20 July 20225470.046400.046400.999300.99930
20 August 20225780.051160.051160.999190.99919
20 September 20226090.055920.055920.999070.99907
20 October 20226390.060520.060520.998940.99894
20 November 20226700.065280.065280.998800.99880
20 December 20227000.071580.071580.998630.99863
19 January 20237300.077940.077940.998440.99844
18 January 202410940.103830.103830.996890.99689
17 January 202514590.219170.219170.991280.99128
18 January 202618250.376140.376140.981370.98137
18 January 202721900.536030.536030.968350.96835
21 July 202723740.615270.615270.960770.96077
19 January 202825560.691040.691040.952760.95276
19 January 202929220.833960.833960.935420.93542
20 April 202930130.870580.870580.930660.93066
19 January 203032870.948470.948470.918130.91813
18 January 203136511.051791.051790.900140.90014
20 January 203240181.155961.155960.880510.88051
19 January 203343831.259561.259560.859630.85963
19 January 203447481.358171.358170.838050.83805
20 January 203551141.455371.455370.815540.81554
17 January 203654761.557961.557960.791570.79157
18 January 204173041.916861.916860.681420.68142
18 January 204691302.112042.112040.589610.58961
20 January 2051109582.157682.157680.523210.52321
20 January 2056127842.157682.157680.469670.46967
19 January 2061146102.157682.157680.421610.42161