Summary:
Bank Bill Swap Rates
| TERM TO MATURITY | CLOSING RATE | Δ WEEK | Δ MONTH |
|---|---|---|---|
| 1 month | 3.8675 | -0.0825 | -0.225 |
| 3 months | 3.8198 | -0.1302 | -0.2502 |
| 6 months | 3.8375 | -0.0422 | -0.3147 |
Exhibit 1: Australian 3Y/10Y Bond Yield
| TERM TO MATURITY | CLOSING RATE | Δ WEEK | Δ MONTH |
|---|---|---|---|
| 1 year | 3.4462 | 0.0329 | -0.0285 |
| 3 years | 3.3325 | 0.0325 | -0.1105 |
| 5 years | 3.7038 | 0.0238 | -0.2342 |
| 10 years | 4.1612 | 0.0137 | -0.1115 |
| 15 years | 4.3794 | 0.0106 | -0.1359 |