Вы находитесь на странице: 1из 8

Reserve Bank of Australia 387637473.

xls
A B C
1 F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
2 Title Commonwealth Government 2 year bond Commonwealth Government 3 year bond
3 Description Yields on Commonwealth government bonds, 2 years matu
Yields on Commonwealth government bonds, 3 years maturity
4 Frequency Monthly Monthly
5 Type Original Original
6 Units Per cent per annum Per cent per annum
7
8
9 Source Yieldbroker Yieldbroker
10 Publication date 01-May-2018 01-May-2018
12 Jun-2013 2.58 2.67
13 Jul-2013 2.54 2.69
14 Aug-2013 2.50 2.69
15 Sep-2013 2.69 2.90
16 Oct-2013 2.71 2.95
17 Nov-2013 2.77 3.03
18 Dec-2013 2.71 2.96
19 Jan-2014 2.66 2.91
20 Feb-2014 2.70 2.95
21 Mar-2014 2.74 2.97
22 Apr-2014 2.76 3.00
23 May-2014 2.67 2.86
24 Jun-2014 2.62 2.80
25 Jul-2014 2.53 2.64
26 Aug-2014 2.56 2.66
27 Sep-2014 2.67 2.80
28 Oct-2014 2.53 2.61
29 Nov-2014 2.51 2.55
30 Dec-2014 2.30 2.28
31 Jan-2015 2.15 2.11
32 Feb-2015 1.89 1.88
33 Mar-2015 1.83 1.83
34 Apr-2015 1.84 1.80
35 May-2015 2.00 2.07
36 Jun-2015 2.00 2.03
37 Jul-2015 1.92 1.95
38 Aug-2015 1.88 1.88
39 Sep-2015 1.85 1.86
40 Oct-2015 1.80 1.84
41 Nov-2015 1.99 2.06
42 Dec-2015 2.05 2.10
43 Jan-2016 1.95 1.94
44 Feb-2016 1.82 1.79
45 Mar-2016 1.94 1.95
46 Apr-2016 1.93 1.92
47 May-2016 1.64 1.63
48 Jun-2016 1.62 1.58
49 Jul-2016 1.57 1.52
50 Aug-2016 1.44 1.41
51 Sep-2016 1.56 1.56
52 Oct-2016 1.67 1.69
53 Nov-2016 1.72 1.80
54 Dec-2016 1.85 1.97
55 Jan-2017 1.83 1.95
56 Feb-2017 1.81 1.94
57 Mar-2017 1.81 1.99
58 Apr-2017 1.67 1.80
59 May-2017 1.66 1.78
60 Jun-2017 1.66 1.76

05/20/2018 00:27:22 Page 1


Reserve Bank of Australia 387637473.xls
A D
1 F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
2 Title Commonwealth Government 5 year bond
3 Description Yields on Commonwealth government bonds, 5 years maturity
4 Frequency Monthly
5 Type Original
6 Units Per cent per annum
7
8
9 Source Yieldbroker
10 Publication date 01-May-2018
12 Jun-2013 2.96
13 Jul-2013 3.09
14 Aug-2013 3.14
15 Sep-2013 3.33
16 Oct-2013 3.35
17 Nov-2013 3.46
18 Dec-2013 3.46
19 Jan-2014 3.41
20 Feb-2014 3.41
21 Mar-2014 3.41
22 Apr-2014 3.39
23 May-2014 3.20
24 Jun-2014 3.12
25 Jul-2014 2.94
26 Aug-2014 2.93
27 Sep-2014 3.05
28 Oct-2014 2.85
29 Nov-2014 2.77
30 Dec-2014 2.44
31 Jan-2015 2.21
32 Feb-2015 2.01
33 Mar-2015 1.98
34 Apr-2015 1.95
35 May-2015 2.27
36 Jun-2015 2.29
37 Jul-2015 2.20
38 Aug-2015 2.10
39 Sep-2015 2.10
40 Oct-2015 2.07
41 Nov-2015 2.28
42 Dec-2015 2.29
43 Jan-2016 2.15
44 Feb-2016 1.99
45 Mar-2016 2.14
46 Apr-2016 2.09
47 May-2016 1.83
48 Jun-2016 1.72
49 Jul-2016 1.62
50 Aug-2016 1.54
51 Sep-2016 1.70
52 Oct-2016 1.83
53 Nov-2016 2.02
54 Dec-2016 2.24
55 Jan-2017 2.21
56 Feb-2017 2.22
57 Mar-2017 2.29
58 Apr-2017 2.09
59 May-2017 2.05
60 Jun-2017 1.99

05/20/2018 00:27:22 Page 2


Reserve Bank of Australia 387637473.xls
A E
1 F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
2 Title Commonwealth Government 10 year bond
3 Description Yields on Commonwealth government bonds, 10 years maturity
4 Frequency Monthly
5 Type Original
6 Units Per cent per annum
7
8
9 Source Yieldbroker
10 Publication date 01-May-2018
12 Jun-2013 3.54
13 Jul-2013 3.75
14 Aug-2013 3.86
15 Sep-2013 4.00
16 Oct-2013 3.97
17 Nov-2013 4.13
18 Dec-2013 4.24
19 Jan-2014 4.18
20 Feb-2014 4.12
21 Mar-2014 4.10
22 Apr-2014 4.03
23 May-2014 3.78
24 Jun-2014 3.70
25 Jul-2014 3.47
26 Aug-2014 3.41
27 Sep-2014 3.55
28 Oct-2014 3.32
29 Nov-2014 3.26
30 Dec-2014 2.96
31 Jan-2015 2.64
32 Feb-2015 2.50
33 Mar-2015 2.48
34 Apr-2015 2.41
35 May-2015 2.88
36 Jun-2015 2.98
37 Jul-2015 2.90
38 Aug-2015 2.72
39 Sep-2015 2.70
40 Oct-2015 2.62
41 Nov-2015 2.85
42 Dec-2015 2.85
43 Jan-2016 2.73
44 Feb-2016 2.48
45 Mar-2016 2.57
46 Apr-2016 2.52
47 May-2016 2.32
48 Jun-2016 2.12
49 Jul-2016 1.93
50 Aug-2016 1.88
51 Sep-2016 1.99
52 Oct-2016 2.20
53 Nov-2016 2.51
54 Dec-2016 2.79
55 Jan-2017 2.73
56 Feb-2017 2.75
57 Mar-2017 2.81
58 Apr-2017 2.56
59 May-2017 2.54
60 Jun-2017 2.41

05/20/2018 00:27:22 Page 3


Reserve Bank of Australia 387637473.xls
A F
1 F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
2 Title Commonwealth Government Indexed Bond
3 Description Yields on Commonwealth government bonds, Indexed maturity
4 Frequency Monthly
5 Type Original
6 Units Per cent per annum
7
8
9 Source Yieldbroker
10 Publication date 01-May-2018
12 Jun-2013 1.51
13 Jul-2013 1.67
14 Aug-2013 1.83
15 Sep-2013 2.01
16 Oct-2013 2.12
17 Nov-2013 2.24
18 Dec-2013 2.18
19 Jan-2014 2.11
20 Feb-2014 2.12
21 Mar-2014 2.11
22 Apr-2014 2.06
23 May-2014 1.78
24 Jun-2014 1.71
25 Jul-2014 1.50
26 Aug-2014 1.46
27 Sep-2014 1.60
28 Oct-2014 1.44
29 Nov-2014 1.37
30 Dec-2014 1.10
31 Jan-2015 0.74
32 Feb-2015 0.59
33 Mar-2015 0.58
34 Apr-2015 0.47
35 May-2015 0.97
36 Jun-2015 1.14
37 Jul-2015 1.12
38 Aug-2015 1.01
39 Sep-2015 1.08
40 Oct-2015 1.00
41 Nov-2015 1.18
42 Dec-2015 1.12
43 Jan-2016 1.12
44 Feb-2016 1.03
45 Mar-2016 1.06
46 Apr-2016 1.05
47 May-2016 0.98
48 Jun-2016 0.76
49 Jul-2016 0.56
50 Aug-2016 0.47
51 Sep-2016 0.67
52 Oct-2016 0.71
53 Nov-2016 1.01
54 Dec-2016 1.18
55 Jan-2017 1.10
56 Feb-2017 1.21
57 Mar-2017 1.25
58 Apr-2017 1.03
59 May-2017 0.98
60 Jun-2017 0.96

05/20/2018 00:27:22 Page 4


Reserve Bank of Australia 387637473.xls
A G
1 F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
2 Title NSW Treasury Corporation 3 year bond
3 Description Yields on New South Wales Treasury Corporation bo
4 Frequency Monthly
5 Type Original
6 Units Per cent per annum
7
8
9 Source Yieldbroker
10 Publication date 01-May-2018
12 Jun-2013 3.05
13 Jul-2013 3.07
14 Aug-2013 3.06
15 Sep-2013 3.26
16 Oct-2013 3.27
17 Nov-2013 3.30
18 Dec-2013 3.20
19 Jan-2014 3.18
20 Feb-2014 3.22
21 Mar-2014 3.18
22 Apr-2014 3.17
23 May-2014 3.02
24 Jun-2014 2.94
25 Jul-2014 2.82
26 Aug-2014 2.86
27 Sep-2014 3.00
28 Oct-2014 2.81
29 Nov-2014 2.77
30 Dec-2014 2.43
31 Jan-2015 2.27
32 Feb-2015 2.11
33 Mar-2015 2.06
34 Apr-2015 2.04
35 May-2015 2.24
36 Jun-2015 2.22
37 Jul-2015 2.16
38 Aug-2015 2.10
39 Sep-2015 2.09
40 Oct-2015 2.06
41 Nov-2015 2.25
42 Dec-2015 2.27
43 Jan-2016 2.13
44 Feb-2016 1.96
45 Mar-2016 2.12
46 Apr-2016 2.07
47 May-2016 1.78
48 Jun-2016 1.76
49 Jul-2016 1.69
50 Aug-2016 1.59
51 Sep-2016 1.73
52 Oct-2016 1.84
53 Nov-2016 1.96
54 Dec-2016 2.13
55 Jan-2017 2.12
56 Feb-2017 2.12
57 Mar-2017 2.15
58 Apr-2017 1.98
59 May-2017 1.95
60 Jun-2017 1.94

05/20/2018 00:27:22 Page 5


Reserve Bank of Australia 387637473.xls
A H
1 F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
2 Title NSW Treasury Corporation 5 year bond
3 Description Yields on New South Wales Treasury Corporation bonds, 5 years maturity
4 Frequency Monthly
5 Type Original
6 Units Per cent per annum
7
8
9 Source Yieldbroker
10 Publication date 01-May-2018
12 Jun-2013 3.48
13 Jul-2013 3.60
14 Aug-2013 3.62
15 Sep-2013 3.82
16 Oct-2013 3.83
17 Nov-2013 3.85
18 Dec-2013 3.79
19 Jan-2014 3.76
20 Feb-2014 3.75
21 Mar-2014 3.71
22 Apr-2014 3.63
23 May-2014 3.43
24 Jun-2014 3.32
25 Jul-2014 3.19
26 Aug-2014 3.19
27 Sep-2014 3.33
28 Oct-2014 3.16
29 Nov-2014 3.08
30 Dec-2014 2.66
31 Jan-2015 2.44
32 Feb-2015 2.32
33 Mar-2015 2.29
34 Apr-2015 2.24
35 May-2015 2.52
36 Jun-2015 2.55
37 Jul-2015 2.46
38 Aug-2015 2.38
39 Sep-2015 2.39
40 Oct-2015 2.34
41 Nov-2015 2.52
42 Dec-2015 2.50
43 Jan-2016 2.36
44 Feb-2016 2.17
45 Mar-2016 2.31
46 Apr-2016 2.27
47 May-2016 2.01
48 Jun-2016 1.92
49 Jul-2016 1.79
50 Aug-2016 1.73
51 Sep-2016 1.87
52 Oct-2016 2.00
53 Nov-2016 2.21
54 Dec-2016 2.44
55 Jan-2017 2.40
56 Feb-2017 2.40
57 Mar-2017 2.47
58 Apr-2017 2.27
59 May-2017 2.23
60 Jun-2017 2.18

05/20/2018 00:27:22 Page 6


Reserve Bank of Australia 387637473.xls
A I
1 F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
2 Title NSW Treasury Corporation 10 year bond
3 Description Yields on New South Wales Treasury Corporation bonds, 10 years maturity
4 Frequency Monthly
5 Type Original
6 Units Per cent per annum
7
8
9 Source Yieldbroker
10 Publication date 01-May-2018
12 Jun-2013 4.30
13 Jul-2013 4.50
14 Aug-2013 4.55
15 Sep-2013 4.68
16 Oct-2013 4.66
17 Nov-2013 4.74
18 Dec-2013 4.73
19 Jan-2014 4.60
20 Feb-2014 4.50
21 Mar-2014 4.51
22 Apr-2014 4.43
23 May-2014 4.15
24 Jun-2014 4.03
25 Jul-2014 3.84
26 Aug-2014 3.82
27 Sep-2014 3.93
28 Oct-2014 3.72
29 Nov-2014 3.67
30 Dec-2014 3.26
31 Jan-2015 2.90
32 Feb-2015 2.79
33 Mar-2015 2.79
34 Apr-2015 2.67
35 May-2015 3.10
36 Jun-2015 3.20
37 Jul-2015 3.09
38 Aug-2015 2.93
39 Sep-2015 2.93
40 Oct-2015 2.85
41 Nov-2015 3.03
42 Dec-2015 2.98
43 Jan-2016 3.00
44 Feb-2016 2.74
45 Mar-2016 2.81
46 Apr-2016 2.72
47 May-2016 2.52
48 Jun-2016 2.35
49 Jul-2016 2.16
50 Aug-2016 2.13
51 Sep-2016 2.22
52 Oct-2016 2.43
53 Nov-2016 2.73
54 Dec-2016 3.00
55 Jan-2017 2.92
56 Feb-2017 3.02
57 Mar-2017 3.23
58 Apr-2017 3.00
59 May-2017 3.00
60 Jun-2017 2.82

05/20/2018 00:27:22 Page 7


F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
Yields are representative and are the midpoint of predominant bid and offer quotations in each market. Yields for the Australian
Government Indexed Bond prior to 18 September 2013 are sourced from a survey of dealers by the RBA. All other yields are sourced fr
Yieldbroker Pty Limited.
Figures are the average of daily end-of-day yields for that month.
Indexed' bond yields are those on bonds with the longest time to maturity.
Calculations for NSW Treasury Corporation bonds are from State guaranteed bonds.

For monthly yields 1969 to 2013 see table F2 in the Historical Statistics section.