18 May– 22 May 2015

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Last week 90day bank bills fell by 1bp to 2.13% and 90day BBSW also fell 1bp to 2.13%. Swap rates mostly fell a little or were flat, as can be seen in the table below.

YieldReport-Swaptobond-22May

 

AFMA BBSW / Swap Rates

MATURITYCLOSE ΔWK ΔMTH
30d2.03-0.03-0.18
90d2.13-0.01-0.1
180d2.2500.02
1 Year2.100.13
3 Year2.28-0.030.28
5 Year2.68-0.040.37
10 Year3.2200.46
15 Year3.510.010.55