Capital market yields – government bonds [F2.1]
Notes
F2.1 CAPITAL MARKET YIELDS – GOVERNMENT BONDS
Yields are sourced from Yieldbroker Pty Limited. For any financial institution enquiries about Yieldbroker market data products please contact marketdata@yieldbroker.com
Figures are the average of daily end-of-day yields for that month.
Calculations for NSW Treasury Corporation bonds are from State guaranteed bonds.
For monthly yields 1969 to 2013 see table F2 in the Historical Statistics section.
Data previously published under Table F2.1 have been removed for commercial reasons.
Updated on DBnomics on December 1, 2023 (3:11 AM)
Frequency [FREQ]
Units [units]
Dataset has 8 series. Add search filters to narrow them.
- Commonwealth Government 10 year bond [RBA/F2.1/FCMYGBAG10]
- min:
- 1.054
- max:
- 4.63
- avg:
- 2.837
- σ:
- 1.126
- Commonwealth Government 2 year bond [RBA/F2.1/FCMYGBAG2]
- min:
- 0.01
- max:
- 4.25
- avg:
- 2.043
- σ:
- 1.57
- Commonwealth Government 3 year bond [RBA/F2.1/FCMYGBAG3]
- min:
- 0.1
- max:
- 4.19
- avg:
- 2.173
- σ:
- 1.498
- Commonwealth Government 5 year bond [RBA/F2.1/FCMYGBAG5]
- min:
- 0.37
- max:
- 4.25
- avg:
- 2.423
- σ:
- 1.317
- Commonwealth Government Indexed Bond [RBA/F2.1/FCMYGBAGI]
- min:
- -0.81
- max:
- 2.05
- avg:
- 0.555
- σ:
- 0.961
- NSW Treasury Corporation 10 year bond [RBA/F2.1/FCMYGBNT10]
- min:
- 1.289
- max:
- 5.32
- avg:
- 3.344
- σ:
- 1.311
- NSW Treasury Corporation 3 year bond [RBA/F2.1/FCMYGBNT3]
- min:
- 0.19
- max:
- 4.45
- avg:
- 2.44
- σ:
- 1.567
- NSW Treasury Corporation 5 year bond [RBA/F2.1/FCMYGBNT5]
- min:
- 0.47
- max:
- 4.6
- avg:
- 2.72
- σ:
- 1.43
Dimension codes and labels
[FREQ] Frequency
- [M] Monthly
[units] Units
- [per-cent-per-annum] Per cent per annum