May 2016

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swaps-yieldreport-may16
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AFMA BBSW / SWAP RATES

MATURITYCLOSEΔ MTHΔ 2MTHMTH HIGHMTH LOW
30d1.852.021.84-0.18-0.25
90d1.992.141.97-0.16-0.30
180d2.122.282.10-0.17-0.33
1 Year1.892.051.84-0.15-0.26
3 Year1.872.071.79-0.19-0.22
5 Year2.142.342.05-0.19-0.20
10 Year2.452.642.35-0.19-0.18
15 Year2.652.842.56-0.19-0.19
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