12 May – 16 May 2025

Summary:

• Bank Bill Swap Rates

  TERM TO MATURITY	CLOSING RATE	Δ WEEK	Δ MONTH
  1 month	3.7994	-0.0681	-0.2705
  3 months	3.799	-0.0208	-0.204
  6 months	3.8575	0.02	-0.195

Exhibit 1: Australian 3Y/10Y Bond Yield 

• SWAP RATES

  TERM TO MATURITY	CLOSING RATE	Δ WEEK	Δ MONTH
  1 year	3.567	0.1208	0.1885
  3 years	3.5185	0.186	0.2695
  5 years	3.8823	0.1785	0.1946
  10 years	4.3145	0.1533	0.1505
  15 years	4.532	0.1526	0.1393