Historical Bond Yields
Interest rates in the tables below are from Table F2 "Interest Rates and Yields - Capital Market" last day of month values, as published
in the Reserve Bank of Australia's Bulletin. They are expressed as a percent per annum.
| 3 Year Results |
| MONTH |
2003 |
2004 |
2005 |
2006 |
2007 |
2008 |
2009 |
2010 |
2011 |
2012 |
2013 |
2014 |
2015 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
| Jan | 4.58 | 5.57 | 5.28 | 5.28 |
6.09 | 6.57 | 2.84 | 4.73 | 5.02 | 3.17 | 2.80 | 2.83 |
1.94 | 1.88 | 1.88 | 2.16 | 1.75 | 0.62 | 0.11 |
| Feb | 4.36 | 5.37 | 5.54 | 5.26 | 5.93 |
6.63 | 3.21 | 4.76 | 5.09 | 3.62 | 2.72 | 2.84 |
1.79 | 1.73 | 1.93 | 2.11 | 1.63 | 0.62 | 0.12 |
| March | 4.64 | 5.15 | 5.62 | 5.36 |
6.17 | 6.14 | 3.37 | 5.24 | 5.02 | 3.48 | 2.87 | 3.03 |
1.71 | 1.91 | 1.90 | 2.10 | 1.40 | 0.25 | 0.11 |
| April | 4.66 | 5.55 |
5.29 | 5.65 | 6.08 | 6.40 |
3.46 | 5.27 | 5.07 |
3.01 | 2.58 | 2.95 | 1.94 |
1.86 | 1.80 | 2.18 | 1.28 | 0.25 | 0.10 |
| May | 4.44 | 5.36 |
5.14 | 5.69 | 6.22 | 6.73 | 4.01 | 4.74 |
4.85 | 2.14 | 2.60 | 2.80 |
1.91 | 1.65 | 1.65 | 2.10 | 1.10 | 0.26 | 0.10 |
| June | 4.47 | 5.43 | 5.10 | 5.78 |
6.45 | 6.71 | 4.63 | 4.47 | 4.76 | 2.42 | 2.76 | 2.69 |
2.05 | 1.55 | 1.94 | 2.07 | 0.96 | 0.26 | 0.20 |
| July | 4.80 | 5.50 | 5.12 | 5.97 | 6.39 |
6.17 | 4.89 | 4.60 | 4.37 | 2.56 | 2.56 | 2.74 |
1.90 | 1.46 | 1.91 | 2.10 | 0.81 | 0.28 | |
| Aug | 5.05 | 5.28 | 5.00 | 5.79 | 6.20 |
5.65 | 5.03 | 4.27 | 3.79 | 2.47 | 2.74 | 2.65 | 1.77 |
1.41 | 2.01 | 2.00 | 0.67 | 0.28 | |
| Sep | 5.04 | 5.24 | 5.29 | 5.76 | 6.44 | 5.10 |
4.94 | 4.80 | 3.66 | 2.43 | 2.77 | 2.73 | 1.82 |
1.52 | 2.12 | 2.08 | 0.73 | 0.17 | |
| Oct | 5.53 | 5.14 | 5.36 | 6.02 | 6.68 | 4.55 | 5.11 |
4.91 | 3.92 | 2.57 | 2.93 | 2.59 | 1.80 |
1.70 | 1.96 | 2.03 | 0.81 | 0.13 | |
| Nov | 5.83 | 4.94 | 5.29 | 5.93 | 6.44 | 3.67 |
4.74 | 5.05 | 3.15 | 2.62 | 3.00 | 2.40 | 2.11 |
1.91 | 1.89 | 2.06 | 0.65 | 0.11 | |
| Dec | 5.39 | 5.10 | 5.21 | 6.10 | 6.84 | 3.21 |
4.89 | 5.24 | 3.14 | 2.67 | 2.91 | 2.14 |
2.03 | 1.98 | 2.13 | 1.83 | 0.92 | 0.10 | |
| 5 Year Results |
|---|
| MONTH |
2003 | 2004 |
2005 |
2006 |
2007 |
2008 |
2009 |
2010 |
2011 |
2012 |
2013 |
2014 |
2015 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
|---|
| Jan | 4.80 | 5.75 | 5.35 |
5.29 | 6.06 | 6.36 | 3.27 | 5.06 | 5.21 | 3.31 |
2.98 | 3.29 | 2.04 | 2.09 | 2.15 | 2.41 | 1.86 |
0.71 | 0.38 |
| Feb | 4.62 | 5.52 | 5.56 | 5.26 | 5.85 | 6.35 |
3.73 | 5.10 | 5.29 | 3.68 | 2.93 | 3.29 | 1.93 |
1.92 | 2.22 | 2.38 | 1.71 | 0.57 | 0.81 |
| March | 4.90 | 5.33 | 5.67 | 5.37 | 6.09 | 6.10 |
3.89 | 5.50 | 5.22 | 3.58 | 3.04 | 3.44 | 1.84 |
2.08 | 2.21 | 2.31 | 1.44 | 0.42 | 0.72 |
| April | 4.91 | 5.75 | 5.32 | 5.67 | 6.02 |
6.27 | 4.00 | 5.52 | 5.24 | 3.16 | 2.75 | 3.33 |
2.11 | 2.05 | 2.09 | 2.43 | 1.38 | 0.41 | 0.70 |
| May | 4.61 | 5.59 | 5.14 | 5.70 | 6.15 |
6.59 | 4.66 | 5.04 | 4.99 | 2.36 | 2.84 | 3.11 |
2.12 | 1.83 | 1.90 | 2.32 | 1.17 | 0.41 | 0.71 |
| June | 5.67 | 5.10 | 5.78 | 6.40 | 6.57 |
5.23 | 4.71 | 4.87 | 2.58 | 3.11 | 2.99 | 2.99 |
2.32 | 1.65 | 2.18 | 2.29 | 1.03 | 0.41 | 0.77 |
| July | 5.07 | 5.70 | 5.13 | 5.92 | 6.27 | 6.16 |
5.44 | 4.80 | 4.48 | 2.66 | 3.00 | 3.00 | 2.12 |
1.57 | 2.17 | 2.30 | 0.87 | 0.41 | |
| Aug | 5.27 | 5.44 | 5.02 | 5.74 |
6.11 | 5.69 | 5.30 |
4.42 |
3.95 |
2.59 |
3.20 |
2.88 |
2.00 |
1.54 | 2.25 | 2.18 | 0.69 | 0.46 | |
| Sept | 5.21 | 5.35 | 5.33 | 5.66 | 6.38 | 5.20 |
5.22 |
4.87 |
3.81 |
2.54 |
3.17 |
2.97 |
2.06 |
1.62 | 2.38 | 2.29 | 0.78 | 0.33 | |
| Oct | 5.67 | 5.27 | 5.40 | 5.88 |
6.51 |
4.76 |
5.34 |
5.01 |
4.08 |
2.69 |
3.33 |
2.81 |
2.03 |
1.87 | 2.24 | 2.24 | 0.88 | 0.28 | |
| Nov | 5.92 | 5.07 | 5.34 |
5.80 |
6.27 |
3.97 |
4.99 |
5.18 |
3.38 |
2.74 |
3.44 |
2.57 |
2.30 |
2.16 | 2.13 | 2.26 | 0.74 | 0.30 | |
| Dec | 5.55 | 5.22 | 5.22 | 6.03 | 6.59 | 3.51 |
5.25 | 5.37 | 3.29 | 2.82 | 3.43 | 2.27 | 2.24 |
2.24 | 2.34 | 1.99 | 1.04 | 0.34 | |
| 10 Year Results |
|---|
| MONTH | 2003 |
2004 | 2005 |
2006 | 2007 |
2008 | 2009 |
2010 |
2011 |
2012 |
2013 |
2014 |
2015 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
|---|
| Jan | 5.18 | 5.83 | 5.40 | 5.35 | 5.94 |
6.09 | 4.10 | 5.38 | 5.49 | 3.72 | 3.45 | 4.00 |
2.44 | 2.64 | 2.72 | 2.82 | 2.24 | 0.96 | 1.09 |
| Feb | 5.07 | 5.55 | 5.57 | 5.29 | 5.69 | 6.21 |
4.40 | 5.43 | 5.47 | 3.97 | 3.35 | 4.02 | 2.46 |
2.40 | 2.72 | 2.81 | 2.10 | 0.81 | 1.87 |
| March | 5.33 | 5.49 | 5.67 |
5.41 |
5.88 |
6.04 |
4.41 |
5.76 |
5.45 |
4.08 |
3.42 |
4.08 |
2.32 |
2.49 | 2.70 | 2.60 | 1.78 | 0.77 | 1.74 |
| April | 5.28 | 5.94 | 5.35 | 5.70 |
5.88 | 6.29 | 4.57 | 5.71 | 5.40 | 3.67 | 3.09 |
3.95 | 2.65 | 2.52 | 2.58 | 2.77 | 1.79 | 0.89 | 1.65 |
| May |
4.87 |
5.85 |
5.15 |
5.71 |
6.02 |
6.53 |
5.28 |
5.38 |
5.21 |
2.92 |
3.36 |
3.66 |
2.73 |
2.30 | 2.39 | 2.67 | 1.46 | 0.89 |
1.61 |
| June* | 5.01 | 5.87 | 5.11 |
5.79 | 6.26 | 6.45 | 5.52 | 5.10 |
5.21 | 3.04 | 3.76 | 3.54 | 3.01 |
1.98 | 2.60 | 2.63 | 1.32 | 0.87 | 1.49 |
| July |
5.43 |
5.85 |
5.13 |
5.84 |
6.03 |
6.23 |
5.60 |
5.20 |
4.81 |
3.01 |
3.72 |
3.51 |
2.76 |
1.88 | 2.63 | 2.65 | 1.19 | 0.82 |
|
| Aug |
5.49 |
5.54 |
5.06 |
5.67 |
5.92 |
5.75 |
5.41 |
4.77 |
4.37 |
3.01 |
3.90 |
3.30 |
2.66 |
1.83 | 2.66 | 2.52 | 0.89 | 0.98 |
|
| Sept |
5.38 |
5.47 |
5.36 |
5.51 |
6.16 |
5.40 |
5.36 |
4.96 |
4.22 |
2.91 |
3.81 |
3.48 |
2.61 |
1.91 | 2.84 | 2.67 | 1.01 | 0.84 |
|
| Oct | 5.76 | 5.39 | 5.48 |
5.66 | 6.18 | 5.18 | 5.54 | 5.21 | 4.51 | 3.06 |
3.94 | 3.29 | 2.61 | 2.31 | 2.67 | 2.63 | 1.14 | 0.83 | |
| Nov | 5.95 | 5.23 |
5.38 |
5.59 |
6.00 |
4.58 |
5.23 |
5.41 |
3.93 |
3.09 |
4.13 |
3.03 |
3.86 |
2.67 | 2.50 | 2.59 | 1.04 | 0.90 | |
| Dec | 5.60 | 5.33 | 5.20 | 5.89 | 6.33 | 3.99 |
5.65 | 5.51 | 3.67 | 3.27 | 4.23 | 2.81 | 2.88 |
2.76 | 2.63 | 2.32 | 1.37 | 0.97 | |
* Used for unfunded surcharge debit accounts
| Treasury Capital Indexed Bond Yields |
|---|
| MONTH | 2003 |
2004 | 2005 |
2006 |
2007 |
2008 |
2009 |
2010 |
2011 |
2012 |
2013 |
2014 |
2015 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
|---|
| Jan | 3.295 | 3.59 |
2.755 |
2.17 |
2.675 |
2.43 |
2.12 |
2.62 |
2.76 |
1.36 |
1.15 |
2.07 |
0.65 |
1.05 | 1.14 | 1.02 | 0.89 | 0.01 | 0.16 |
| Feb | 3.195 | 3.34 | 2.84 |
2.285 |
2.425 |
2.36 |
2.19 |
2.70 |
2.67 |
1.52 |
1.03 |
2.01 |
0.49 |
1.00 | 1.18 | 1.12 | 0.86 | -0.01 | 0.68 |
| March |
3.35 |
3.175 |
2.79 |
2.24 |
2.520 |
2.29 |
2.17 |
2.80 |
2.69 |
1.55 |
1.10 |
2.09 |
0.40 |
0.98 | 1.11 | 0.96 | 0.71 | 0.61 | 0.59 |
| April |
3.34 |
3.44 |
2.71 |
2.485 |
2.605 |
2.24 |
2.53 |
2.77 |
2.57 |
1.40 |
0.91 |
1.98 |
0.70 |
1.14 | 1.00 | 1.08 | 0.64 | 0.66 | 0.44 |
| May |
3.035 |
3.30 |
2.60 |
2.505 |
2.625 |
2.36 |
3.13 |
2.74 |
2.44 |
0.75 |
1.20 |
1.66 |
0.92 |
0.92 | 0.91 | 1.05 | 0.34 | 0.40 | 0.36 |
| June | 3.075 | 3.32 | 2.64 | 2.42 | 2.69 |
2.40 | 3.02 | 2.59 | 2.55 | 0.93 | 1.70 | 1.54 |
1.21 | 0.74 | 1.10 | 0.88 | 0.43 | 0.27 | 0.14 |
| July | 3.41 | 3.31 | 2.57 | 2.355 | 2.61 | 2.39 |
3.10 | 2.72 | 2.15 | 0.82 | 1.72 | 1.54 | 1.02 |
0.44 | 1.15 | 0.92 | 0.23 | -0.08 | |
| Aug | 3.475 | 2.995 | 2.39 | 2.205 | 2.42 | 2.22 |
2.97 | 2.46 | 2.04 | 0.93 | 1.89 | 1.35 | 1.01 |
0.47 | 1.14 | 0.94 | 0.17 | 0.18 | |
| Sept |
3.405 |
2.83 |
2.56 |
2.135 |
2.55 |
1.98 |
3.01 |
2.46 |
1.94 |
0.79 |
2.06 |
1.56 |
1.01 |
0.67 | 1.28 | 1.12 | 0.22 | -0.10 | |
| Oct |
3.565 |
2.85 |
2.57 |
2.23 |
2.51 |
2.74 |
2.90 |
2.59 |
2.44 |
0.84 |
2.06 |
1.44 |
1.05 |
0.78 | 1.13 | 1.08 | 0.28 | 0.02 | |
| Nov |
3.74 |
2.70 |
2.455 |
2.40 |
2.29 |
2.75 |
2.68 |
2.71 |
1.77 |
0.91 |
2.16 |
1.14 |
1.12 |
1.14 | 0.84 | 1.08 | 0.10 | -0.01 | |
| Dec | 3.515 | 2.755 | 2.20 | 2.635 | 2.58 | 2.46 |
2.90 | 2.79 | 1.54 | 1.08 | 2.07 | 0.93 |
1.11 | 1.13 | 0.96 | 0.95 | 0.35 | -0.10 |
|
Source: Reserve Bank of Australia, F2 Capital Market Yields -
Government Bonds
Yields are last day of month expressed per cent per annum.