Capital market yields – government bonds [F2]

Updated by DBnomics on

January 21, 2020

Notes

• F2 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
• Figures are estimated yields at end of day. Yields for the Australia Government ‘Indexed’ bond prior to 18 September 2013 are sourced from a survey of dealers conducted by the RBA. All other yields are sourced from Yieldbroker Pty Limited.
• The Australia Government and NSW Treasury Corporation 10 year yields correspond to the yields on specific nominal bonds. These securities are selected by the RBA as the nominal bonds which, at the time that the previous ASX 10-year bond futures contract expired, had the closest terms to maturity to 10-years, so long as their terms were shorter than 10½ years.
• The Australian Government Indexed bond yield is the yield on the inflation-linked bond with the longest term-to-maturity.
• All other yields are derived using linear interpolation to calculate a yield for the specified term-to-maturity. The yields used for the interpolation are sourced for the nearest nominal bond with term-to-maturity less than the specified term, and for the nearest nominal bond with term-to-maturity greater than the specified term.
• For yields 1995 to 2013 see table F2 in the Historical Statistics section.