The physical 90d bill market dropped back 2bps to 2.16%, while the 90d BBSW rate eased 1bp to finish at 2.17%. Swap rates were down 4bps-6bps except for the 15 year swap rate which dropped 9bps to 3.16%. The 3y swap-to-bond spread remain unchanged at 20bps and the 10y swap-to-bond spread followed suit, finishing the week at 30bps.
AFMA BBSW - SWAP RATES
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