03 Aug – 07 Aug 2015

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The RBA minutes and the Statement on Monetary Policy had no real effect on physical bank bill rates and they inched up 1bps to close at 2.15%. 3m BBSW also finished at 2.15% after a slight mid-week dip but closed the week unchanged from the previous week’s close. Swap to bond spreads were also quite stable during the week, trading within a 2-3bps range but by the end of the week each of the 3y, 5y and 10y spreads closed 1bps narrower than the previous week.

swaps-yieldreport-7aug
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AFMA BBSW / SWAP RATES

MATURITYCloseΔ WEEKΔ MONTH
30d2.040.000.00
90d2.15-0.010.00
180d2.260.01-0.01
1 Year2.090.03-0.03
3 Year2.230.05-0.12
5 Year2.620.05-0.19
10 Year3.170.04-0.28
15 Year3.430.03-0.31
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