historical bond yields


Interest rates in the tables below are from Table F2 "Interest Rates and Yields - Capital Market" month end values, as published
in the Reserve Bank of Australia's Bulletin. They are expressed as a percent per annum.

3 Year Results
MONTH 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Jan 6.47 5.32 4.72 6.82 4.84 5.41 4.58 5.57 5.28 5.28 6.09 6.57 2.84 4.73 5.02 3.17
Feb 6.85 5.33 5.13 6.52 4.82 5.38 4.36 5.37 5.54 5.26 5.93 6.63 3.21 4.76 5.09 3.62
March 7.12 5.12 5.00 6.38 4.75 5.82 4.64 5.15 5.62 5.36 6.17 6.14 3.37 5.24 5.02
April 6.77 5.22 5.02 6.43 5.11 5.51 4.66 5.55 5.29 5.65 6.08 6.40 3.46 5.27 5.07
May 6.21 4.87 5.46 6.20 5.38 5.90 4.44 5.36 5.14 5.69 6.22 6.73 4.01 4.74 4.85
June 5.93 5.25 5.63 5.97 5.55 5.61 4.47 5.43 5.10 5.78 6.45 6.71 4.63 4.47 4.76
July 5.58 5.17 5.53 6.22 5.67 5.37 4.80 5.50 5.12 5.97 6.39 6.17 4.89 4.60 4.37
Aug 5.51 5.73 5.77 6.37 4.99 5.25 5.05 5.28 5.00 5.79 6.20 5.65 5.03 4.27 3.79
Sept 5.23 4.62 5.60 6.21 4.50 4.95 5.04 5.24 5.29 5.76 6.44 5.10 4.94 4.80 3.66
Oct 5.24 4.67 6.08 6.09 4.22 4.90 5.53 5.14 5.36 6.02 6.68 4.55 5.11 4.91 3.92
Nov 5.59 4.59 6.18 5.71 4.74 5.01 5.83 4.94 5.29 5.93 6.44 3.67 4.74 5.05 3.15
Dec 5.49 4.64 6.47 5.27 5.10 4.55 5.39 5.10 5.21 6.10 6.84 3.21 4.89 5.24 3.14


5 Year Results
MONTH 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Jan 6.96 5.57 4.81 7.01 5.02 5.69 4.80 5.75 5.35 5.29 6.06 6.36 3.27 5.06 5.21 3.31
Feb 7.27 5.60 5.27 6.64 4.95 5.64 4.62 5.52 5.56 5.26 5.85 6.35 3.73 5.10 5.29 3.68
March 7.58 5.39 5.16 6.40 4.92 6.05 4.90 5.33 5.67 5.37 6.09 6.10 3.89 5.50 5.22
April 7.30 5.49 5.19 6.45 5.36 5.75 4.91 5.75 5.32 5.67 6.02 6.27 4.00 5.52 5.24
May 6.80 5.07 5.68 6.24 5.65 6.04 4.61 5.59 5.14 5.70 6.15 6.59 4.66 5.04 4.99
June 6.44 5.38 5.90 6.05 5.78 5.78 4.71 5.67 5.10 5.78 6.40 6.57 5.23 4.71 4.87
July 5.95 5.31 5.82 6.24 5.84 5.59 5.07 5.70 5.13 5.92 6.27 6.16 5.44 4.80 4.48
Aug 6.00 5.81 6.02 6.32 5.20 5.44 5.27 5.44 5.02 5.74 6.11 5.69 5.30 4.42 3.95
Sept 5.67 4.79 5.88 6.20 4.90 5.11 5.21 5.35 5.33 5.66 6.38 5.20 5.22 4.87 3.81
Oct 5.58 4.59 6.31 6.12 4.59 5.15 5.67 5.27 5.40 5.88 6.51 4.76 5.34 5.01 4.08
Nov 5.88 4.76 6.41 5.73 5.10 5.27 5.92 5.07 5.34 5.80 6.27 3.97 4.99 5.18 3.38
Dec 5.72 4.77 6.70 5.34 5.47 4.79 5.55 5.22 5.22 6.03 6.59 3.51 5.25 5.37 3.29


10 Year Results
MONTH 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Jan 7.41 5.90 5.02 7.16 5.33 6.01 5.18 5.83 5.40 5.35 5.94 6.09 4.10 5.38 5.49 3.72
Feb 7.68 5.98 5.55 6.65 5.23 5.95 5.07 5.55 5.57 5.29 5.69 6.21 4.40 5.43 5.47 3.97
March 8.00 5.75 5.49 6.36 5.28 6.32 5.33 5.49 5.67 5.41 5.88 6.04 4.41 5.76 5.45
April 7.83 5.89 5.51 6.39 5.78 6.10 5.28 5.94 5.35 5.70 5.88 6.29 4.57 5.71 5.40
May 7.48 5.38 6.00 6.27 6.03 6.20 4.87 5.85 5.15 5.71 6.02 6.53 5.28 5.38 5.21
June 7.05 5.58 6.27 6.16 6.04 5.99 5.01 5.87 5.11 5.79 6.26 6.45 5.52 5.10 5.21
July 6.37 5.53 6.24 6.25 6.08 5.86 5.43 5.85 5.13 5.84 6.03 6.23 5.60 5.20 4.81
Aug 6.56 5.91 6.35 6.28 5.54 5.69 5.49 5.54 5.06 5.67 5.92 5.75 5.41 4.77 4.37
Sept 6.13 5.08 6.30 6.20 5.52 5.34 5.38 5.47 5.36 5.51 6.16 5.40 5.36 4.96 4.22
Oct 5.96 4.94 6.63 6.18 5.21 5.58 5.76 5.39 5.48 5.66 6.18 5.18 5.54 5.21 4.51
Nov 6.20 5.03 6.64 5.77 5.61 5.70 5.95 5.23 5.38 5.59 6.00 4.58 5.23 5.41 3.93
Dec 6.05 5.01 6.96 5.46 6.01 5.16 5.60 5.33 5.20 5.89 6.33 3.99 5.65 5.51 3.67

* Used for unfunded surcharge debit accounts


Treasury Capital Indexed Bond Yields
MONTH 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Jan 4.23 3.95 3.43 3.64 3.235 3.53 3.295 3.59 2.755 2.17 2.675 2.43 2.12 2.62 2.76 1.36
Feb 4.36 3.92 3.59 3.63 3.265 3.46 3.195 3.34 2.84 2.285 2.425 2.36 2.19 2.70 2.67 1.52
March 4.60 3.73 3.64 3.65 3.275 3.58 3.35 3.175 2.79 2.24 2.520 2.29 2.17 2.80 2.69
April 4.93 3.71 3.74 3.67 3.41 3.53 3.34 3.44 2.71 2.485 2.605 2.24 2.53 2.77 2.57
May 4.65 3.45 3.70 3.54 3.485 3.51 3.035 3.30 2.60 2.505 2.625 2.36 3.13 2.74 2.44
June 4.44 3.44 3.76 3.42 3.47 3.43 3.075 3.32 2.64 2.42 2.69 2.40 3.02 2.59 2.55
July 4.13 3.36 3.80 3.375 3.52 3.44 3.41 3.31 2.57 2.355 2.61 2.39 3.10 2.72 2.15
Aug 4.37 3.50 3.65 3.425 3.22 3.51 3.475 2.995 2.39 2.205 2.42 2.22 2.97 2.46 2.04
Sept 4.10 3.25 3.64 3.44 3.445 3.295 3.405 2.83 2.56 2.135 2.55 1.98 3.01 2.46 1.94
Oct 4.06 3.48 3.69 3.44 3.34 3.33 3.565 2.85 2.57 2.23 2.51 2.74 2.90 2.59 2.44
Nov 4.12 3.44 3.70 3.405 3.465 3.345 3.74 2.70 2.455 2.40 2.29 2.75 2.68 2.71 1.77
Dec 4.05 3.42 3.78 3.305 3.52 3.215 3.515 2.755 2.20 2.635 2.58 2.46 2.90 2.79 1.54

Source: Reserve Bank of Australia, F2 Capital Market Yields - Government Bonds

Yields are month end values expressed per cent per annum.