Professional Documents
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3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
611 20-May-2013 2.67 2.59
612 21-May-2013 2.68 2.62
613 22-May-2013 2.67 2.61
614 23-May-2013 2.66 2.59
615 24-May-2013 2.66 2.59
616 27-May-2013 2.65 2.57
617 28-May-2013 2.65 2.58
618 29-May-2013 2.64 2.57
619 30-May-2013 2.65 2.57
620 31-May-2013 2.66 2.57
621 03-Jun-2013 2.66 2.58
622 04-Jun-2013 2.68 2.60
623 05-Jun-2013 2.66 2.57
624 06-Jun-2013 2.64 2.54
625 07-Jun-2013 2.61 2.51
626 11-Jun-2013 2.62 2.53
627 12-Jun-2013 2.63 2.54
628 13-Jun-2013 2.64 2.54
629 14-Jun-2013 2.65 2.55
630 17-Jun-2013 2.65 2.55
631 18-Jun-2013 2.64 2.54
632 19-Jun-2013 2.65 2.54
633 20-Jun-2013 2.67 2.58
634 21-Jun-2013 2.67 2.60
635 24-Jun-2013 2.68 2.62
636 25-Jun-2013 2.66 2.59
637 26-Jun-2013 2.65 2.58
638 27-Jun-2013 2.63 2.54
639 28-Jun-2013 2.64 2.54
640 01-Jul-2013 2.64 2.55
641 02-Jul-2013 2.67 2.57
642 03-Jul-2013 2.64 2.53
643 04-Jul-2013 2.66 2.56
644 05-Jul-2013 2.67 2.58
645 08-Jul-2013 2.66 2.58
646 09-Jul-2013 2.63 2.53
647 10-Jul-2013 2.62 2.52
648 11-Jul-2013 2.61 2.51
649 12-Jul-2013 2.59 2.49
650 15-Jul-2013 2.59 2.48
651 16-Jul-2013 2.62 2.52
652 17-Jul-2013 2.62 2.52
653 18-Jul-2013 2.60 2.50
654 19-Jul-2013 2.59 2.49
655 22-Jul-2013 2.56 2.47
656 23-Jul-2013 2.57 2.46
657 24-Jul-2013 2.58 2.48
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
658 25-Jul-2013 2.55 2.46
659 26-Jul-2013 2.54 2.45
660 29-Jul-2013 2.52 2.42
661 30-Jul-2013 2.49 2.38
662 31-Jul-2013 2.47 2.36
663 01-Aug-2013 2.47 2.36
664 02-Aug-2013 2.45 2.36
665 05-Aug-2013
666 06-Aug-2013 2.45 2.36
667 07-Aug-2013 2.45 2.35
668 08-Aug-2013 2.45 2.36
669 09-Aug-2013 2.45 2.37
670 12-Aug-2013 2.45 2.37
671 13-Aug-2013 2.45 2.38
672 14-Aug-2013 2.45 2.39
673 15-Aug-2013 2.45 2.40
674 16-Aug-2013 2.45 2.40
675 19-Aug-2013 2.46 2.40
676 20-Aug-2013 2.45 2.38
677 21-Aug-2013 2.45 2.39
678 22-Aug-2013 2.46 2.41
679 23-Aug-2013 2.46 2.40
680 26-Aug-2013 2.45 2.39
681 27-Aug-2013 2.45 2.38
682 28-Aug-2013 2.44 2.38
683 29-Aug-2013 2.44 2.38
684 30-Aug-2013 2.43 2.37
685 02-Sep-2013 2.44 2.39
686 03-Sep-2013 2.45 2.41
687 04-Sep-2013 2.47 2.43
688 05-Sep-2013 2.47 2.44
689 06-Sep-2013 2.47 2.44
690 09-Sep-2013 2.46 2.43
691 10-Sep-2013 2.47 2.45
692 11-Sep-2013 2.47 2.45
693 12-Sep-2013 2.46 2.43
694 13-Sep-2013 2.47 2.43
695 16-Sep-2013 2.46 2.43
696 17-Sep-2013 2.48 2.45
697 18-Sep-2013 2.47 2.45
698 19-Sep-2013 2.45 2.42
699 20-Sep-2013 2.46 2.42
700 23-Sep-2013 2.45 2.42
701 24-Sep-2013 2.44 2.41
702 25-Sep-2013 2.44 2.40
703 26-Sep-2013 2.44 2.40
704 27-Sep-2013 2.44 2.40
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
705 30-Sep-2013 2.43 2.38
706 01-Oct-2013 2.46 2.42
707 02-Oct-2013 2.46 2.43
708 03-Oct-2013 2.47 2.43
709 04-Oct-2013 2.47 2.43
710 07-Oct-2013 2.47 2.43
711 08-Oct-2013 2.47 2.44
712 09-Oct-2013 2.47 2.44
713 10-Oct-2013 2.48 2.47
714 11-Oct-2013 2.48 2.46
715 14-Oct-2013 2.47 2.45
716 15-Oct-2013 2.48 2.46
717 16-Oct-2013 2.47 2.46
718 17-Oct-2013 2.47 2.45
719 18-Oct-2013 2.47 2.45
720 21-Oct-2013 2.47 2.45
721 22-Oct-2013 2.47 2.46
722 23-Oct-2013 2.48 2.46
723 24-Oct-2013 2.48 2.46
724 25-Oct-2013 2.48 2.46
725 28-Oct-2013 2.48 2.46
726 29-Oct-2013 2.48 2.45
727 30-Oct-2013 2.48 2.45
728 31-Oct-2013 2.49 2.47
729 01-Nov-2013 2.49 2.47
730 04-Nov-2013 2.49 2.48
731 05-Nov-2013 2.49 2.49
732 06-Nov-2013 2.50 2.49
733 07-Nov-2013 2.49 2.48
734 08-Nov-2013 2.49 2.47
735 11-Nov-2013 2.49 2.48
736 12-Nov-2013 2.49 2.48
737 13-Nov-2013 2.49 2.48
738 14-Nov-2013 2.49 2.48
739 15-Nov-2013 2.49 2.48
740 18-Nov-2013 2.49 2.48
741 19-Nov-2013 2.49 2.48
742 20-Nov-2013 2.49 2.48
743 21-Nov-2013 2.49 2.48
744 22-Nov-2013 2.49 2.48
745 25-Nov-2013 2.49 2.47
746 26-Nov-2013 2.49 2.46
747 27-Nov-2013 2.48 2.46
748 28-Nov-2013 2.48 2.47
749 29-Nov-2013 2.48 2.46
750 02-Dec-2013 2.48 2.47
751 03-Dec-2013 2.49 2.48
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
752 04-Dec-2013 2.49 2.46
753 05-Dec-2013 2.49 2.47
754 06-Dec-2013 2.49 2.47
755 09-Dec-2013 2.49 2.46
756 10-Dec-2013 2.49 2.46
757 11-Dec-2013 2.48 2.45
758 12-Dec-2013 2.48 2.45
759 13-Dec-2013 2.49 2.45
760 16-Dec-2013 2.49 2.45
761 17-Dec-2013 2.49 2.45
762 18-Dec-2013 2.49 2.46
763 19-Dec-2013 2.49 2.47
764 20-Dec-2013 2.49 2.47
765 23-Dec-2013 2.49 2.48
766 24-Dec-2013 2.49 2.47
767 27-Dec-2013 2.49 2.48
768 30-Dec-2013 2.49 2.49
769 31-Dec-2013 2.49 2.47
770 02-Jan-2014 2.49 2.48
771 03-Jan-2014 2.49 2.48
772 06-Jan-2014 2.49 2.49
773 07-Jan-2014 2.49 2.48
774 08-Jan-2014 2.49 2.48
775 09-Jan-2014 2.49 2.49
776 10-Jan-2014 2.50 2.49
777 13-Jan-2014 2.49 2.48
778 14-Jan-2014 2.49 2.48
779 15-Jan-2014 2.49 2.48
780 16-Jan-2014 2.47 2.44
781 17-Jan-2014 2.46 2.42
782 20-Jan-2014 2.46 2.42
783 21-Jan-2014 2.46 2.43
784 22-Jan-2014 2.49 2.48
785 23-Jan-2014 2.49 2.48
786 24-Jan-2014 2.48 2.46
787 28-Jan-2014 2.49 2.47
788 29-Jan-2014 2.49 2.47
789 30-Jan-2014 2.49 2.47
790 31-Jan-2014 2.49 2.47
791 03-Feb-2014 2.49 2.48
792 04-Feb-2014 2.50 2.49
793 05-Feb-2014 2.50 2.49
794 06-Feb-2014 2.50 2.49
795 07-Feb-2014 2.50 2.50
796 10-Feb-2014 2.50 2.49
797 11-Feb-2014 2.50 2.49
798 12-Feb-2014 2.50 2.50
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
799 13-Feb-2014 2.50 2.49
800 14-Feb-2014 2.50 2.49
801 17-Feb-2014 2.50 2.50
802 18-Feb-2014 2.50 2.50
803 19-Feb-2014 2.50 2.50
804 20-Feb-2014 2.50 2.50
805 21-Feb-2014 2.50 2.50
806 24-Feb-2014 2.50 2.49
807 25-Feb-2014 2.50 2.50
808 26-Feb-2014 2.50 2.49
809 27-Feb-2014 2.50 2.49
810 28-Feb-2014 2.48 2.47
811 03-Mar-2014 2.48 2.47
812 04-Mar-2014 2.49 2.49
813 05-Mar-2014 2.50 2.49
814 06-Mar-2014 2.50 2.50
815 07-Mar-2014 2.50 2.50
816 10-Mar-2014 2.50 2.50
817 11-Mar-2014 2.50 2.50
818 12-Mar-2014 2.50 2.50
819 13-Mar-2014 2.50 2.51
820 14-Mar-2014 2.50 2.49
821 17-Mar-2014 2.50 2.51
822 18-Mar-2014 2.50 2.51
823 19-Mar-2014 2.50 2.51
824 20-Mar-2014 2.50 2.51
825 21-Mar-2014 2.50 2.51
826 24-Mar-2014 2.50 2.51
827 25-Mar-2014 2.50 2.51
828 26-Mar-2014 2.50 2.51
829 27-Mar-2014 2.50 2.51
830 28-Mar-2014 2.50 2.51
831 31-Mar-2014 2.50 2.51
832 01-Apr-2014 2.50 2.51
833 02-Apr-2014 2.50 2.51
834 03-Apr-2014 2.50 2.51
835 04-Apr-2014 2.50 2.51
836 07-Apr-2014 2.50 2.51
837 08-Apr-2014 2.50 2.51
838 09-Apr-2014 2.50 2.51
839 10-Apr-2014 2.50 2.51
840 11-Apr-2014 2.50 2.51
841 14-Apr-2014 2.50 2.51
842 15-Apr-2014 2.50 2.51
843 16-Apr-2014 2.50 2.51
844 17-Apr-2014 2.50 2.51
845 22-Apr-2014 2.50 2.51
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
846 23-Apr-2014 2.50 2.51
847 24-Apr-2014 2.50 2.51
848 28-Apr-2014 2.50 2.51
849 29-Apr-2014 2.50 2.51
850 30-Apr-2014 2.50 2.51
851 01-May-2014 2.50 2.51
852 02-May-2014 2.50 2.51
853 05-May-2014 2.50 2.51
854 06-May-2014 2.50 2.50
855 07-May-2014 2.50 2.50
856 08-May-2014 2.50 2.51
857 09-May-2014 2.50 2.51
858 12-May-2014 2.50 2.51
859 13-May-2014 2.50 2.51
860 14-May-2014 2.50 2.51
861 15-May-2014 2.50 2.50
862 16-May-2014 2.50 2.50
863 19-May-2014 2.50 2.51
864 20-May-2014 2.50 2.50
865 21-May-2014 2.50 2.49
866 22-May-2014 2.50 2.50
867 23-May-2014 2.50 2.49
868 26-May-2014 2.50 2.49
869 27-May-2014 2.49 2.49
870 28-May-2014 2.49 2.49
871 29-May-2014 2.49 2.49
872 30-May-2014 2.50 2.49
873 02-Jun-2014 2.50 2.49
874 03-Jun-2014 2.50 2.50
875 04-Jun-2014 2.50 2.50
876 05-Jun-2014 2.50 2.50
877 06-Jun-2014 2.50 2.50
878 10-Jun-2014 2.50 2.50
879 11-Jun-2014 2.50 2.50
880 12-Jun-2014 2.50 2.50
881 13-Jun-2014 2.50 2.50
882 16-Jun-2014 2.50 2.50
883 17-Jun-2014 2.50 2.50
884 18-Jun-2014 2.50 2.50
885 19-Jun-2014 2.50 2.49
886 20-Jun-2014 2.50 2.49
887 23-Jun-2014 2.50 2.49
888 24-Jun-2014 2.50 2.49
889 25-Jun-2014 2.50 2.48
890 26-Jun-2014 2.49 2.48
891 27-Jun-2014 2.49 2.48
892 30-Jun-2014 2.49 2.48
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
893 01-Jul-2014 2.50 2.49
894 02-Jul-2014 2.50 2.48
895 03-Jul-2014 2.49 2.47
896 04-Jul-2014 2.49 2.47
897 07-Jul-2014 2.49 2.47
898 08-Jul-2014 2.49 2.47
899 09-Jul-2014 2.49 2.47
900 10-Jul-2014 2.48 2.45
901 11-Jul-2014 2.47 2.44
902 14-Jul-2014 2.48 2.44
903 15-Jul-2014 2.49 2.45
904 16-Jul-2014 2.49 2.45
905 17-Jul-2014 2.49 2.45
906 18-Jul-2014 2.48 2.44
907 21-Jul-2014 2.48 2.45
908 22-Jul-2014 2.49 2.46
909 23-Jul-2014 2.50 2.48
910 24-Jul-2014 2.50 2.48
911 25-Jul-2014 2.50 2.48
912 28-Jul-2014 2.50 2.48
913 29-Jul-2014 2.50 2.49
914 30-Jul-2014 2.50 2.48
915 31-Jul-2014 2.50 2.49
916 01-Aug-2014 2.50 2.49
917 04-Aug-2014 2.50 2.49
918 05-Aug-2014 2.50 2.49
919 06-Aug-2014 2.50 2.49
920 07-Aug-2014 2.49 2.46
921 08-Aug-2014 2.48 2.44
922 11-Aug-2014 2.49 2.46
923 12-Aug-2014 2.49 2.46
924 13-Aug-2014 2.49 2.47
925 14-Aug-2014 2.49 2.46
926 15-Aug-2014 2.49 2.47
927 18-Aug-2014 2.49 2.46
928 19-Aug-2014 2.49 2.47
929 20-Aug-2014 2.49 2.48
930 21-Aug-2014 2.49 2.48
931 22-Aug-2014 2.49 2.48
932 25-Aug-2014 2.49 2.48
933 26-Aug-2014 2.49 2.48
934 27-Aug-2014 2.49 2.47
935 28-Aug-2014 2.49 2.47
936 29-Aug-2014 2.49 2.47
937 01-Sep-2014 2.49 2.47
938 02-Sep-2014 2.49 2.48
939 03-Sep-2014 2.50 2.49
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
940 04-Sep-2014 2.50 2.49
941 05-Sep-2014 2.50 2.49
942 08-Sep-2014 2.50 2.49
943 09-Sep-2014 2.50 2.49
944 10-Sep-2014 2.50 2.49
945 11-Sep-2014 2.50 2.50
946 12-Sep-2014 2.50 2.50
947 15-Sep-2014 2.50 2.50
948 16-Sep-2014 2.50 2.50
949 17-Sep-2014 2.50 2.51
950 18-Sep-2014 2.50 2.51
951 19-Sep-2014 2.50 2.51
952 22-Sep-2014 2.50 2.51
953 23-Sep-2014 2.50 2.50
954 24-Sep-2014 2.50 2.51
955 25-Sep-2014 2.50 2.50
956 26-Sep-2014 2.50 2.50
957 29-Sep-2014 2.50 2.51
958 30-Sep-2014 2.50 2.51
959 01-Oct-2014 2.50 2.51
960 02-Oct-2014 2.50 2.50
961 03-Oct-2014 2.50 2.50
962 06-Oct-2014 2.50 2.50
963 07-Oct-2014 2.50 2.51
964 08-Oct-2014 2.50 2.50
965 09-Oct-2014 2.50 2.50
966 10-Oct-2014 2.50 2.50
967 13-Oct-2014 2.50 2.49
968 14-Oct-2014 2.49 2.49
969 15-Oct-2014 2.50 2.49
970 16-Oct-2014 2.48 2.47
971 17-Oct-2014 2.48 2.47
972 20-Oct-2014 2.49 2.48
973 21-Oct-2014 2.49 2.48
974 22-Oct-2014 2.50 2.49
975 23-Oct-2014 2.49 2.48
976 24-Oct-2014 2.49 2.48
977 27-Oct-2014 2.49 2.48
978 28-Oct-2014 2.49 2.49
979 29-Oct-2014 2.49 2.49
980 30-Oct-2014 2.50 2.49
981 31-Oct-2014 2.50 2.49
982 03-Nov-2014 2.50 2.49
983 04-Nov-2014 2.50 2.49
984 05-Nov-2014 2.50 2.49
985 06-Nov-2014 2.50 2.49
986 07-Nov-2014 2.50 2.50
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
987 10-Nov-2014 2.50 2.50
988 11-Nov-2014 2.50 2.50
989 12-Nov-2014 2.50 2.50
990 13-Nov-2014 2.50 2.50
991 14-Nov-2014 2.50 2.50
992 17-Nov-2014 2.50 2.50
993 18-Nov-2014 2.50 2.50
994 19-Nov-2014 2.50 2.49
995 20-Nov-2014 2.50 2.49
996 21-Nov-2014 2.50 2.49
997 24-Nov-2014 2.50 2.49
998 25-Nov-2014 2.50 2.49
999 26-Nov-2014 2.49 2.47
1000 27-Nov-2014 2.50 2.48
1001 28-Nov-2014 2.49 2.47
1002 01-Dec-2014 2.49 2.47
1003 02-Dec-2014 2.50 2.47
1004 03-Dec-2014 2.49 2.45
1005 04-Dec-2014 2.49 2.43
1006 05-Dec-2014 2.47 2.38
1007 08-Dec-2014 2.47 2.38
1008 09-Dec-2014 2.47 2.38
1009 10-Dec-2014 2.47 2.37
1010 11-Dec-2014 2.47 2.37
1011 12-Dec-2014 2.48 2.40
1012 15-Dec-2014 2.47 2.38
1013 16-Dec-2014 2.47 2.38
1014 17-Dec-2014 2.47 2.37
1015 18-Dec-2014 2.47 2.38
1016 19-Dec-2014 2.47 2.38
1017 22-Dec-2014 2.47 2.38
1018 23-Dec-2014 2.46 2.38
1019 24-Dec-2014 2.46 2.38
1020 29-Dec-2014 2.46 2.38
1021 30-Dec-2014 2.45 2.37
1022 31-Dec-2014 2.45 2.36
1023 02-Jan-2015 2.45 2.36
1024 05-Jan-2015 2.45 2.36
1025 06-Jan-2015 2.45 2.37
1026 07-Jan-2015 2.44 2.35
1027 08-Jan-2015 2.44 2.37
1028 09-Jan-2015 2.44 2.37
1029 12-Jan-2015 2.44 2.36
1030 13-Jan-2015 2.43 2.36
1031 14-Jan-2015 2.43 2.36
1032 15-Jan-2015 2.45 2.39
1033 16-Jan-2015 2.42 2.34
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1034 19-Jan-2015 2.42 2.34
1035 20-Jan-2015 2.42 2.34
1036 21-Jan-2015 2.41 2.32
1037 22-Jan-2015 2.37 2.28
1038 23-Jan-2015 2.35 2.25
1039 27-Jan-2015 2.35 2.25
1040 28-Jan-2015 2.40 2.30
1041 29-Jan-2015 2.25 2.15
1042 30-Jan-2015 2.21 2.11
1043 02-Feb-2015 2.22 2.12
1044 03-Feb-2015 2.12 2.01
1045 04-Feb-2015 2.16 2.07
1046 05-Feb-2015 2.17 2.06
1047 06-Feb-2015 2.16 2.06
1048 09-Feb-2015 2.16 2.06
1049 10-Feb-2015 2.15 2.05
1050 11-Feb-2015 2.14 2.04
1051 12-Feb-2015 2.07 1.98
1052 13-Feb-2015 2.07 1.98
1053 16-Feb-2015 2.07 1.98
1054 17-Feb-2015 2.09 2.00
1055 18-Feb-2015 2.10 2.00
1056 19-Feb-2015 2.09 1.99
1057 20-Feb-2015 2.07 1.98
1058 23-Feb-2015 2.08 1.98
1059 24-Feb-2015 2.09 1.99
1060 25-Feb-2015 2.09 1.99
1061 26-Feb-2015 2.06 1.95
1062 27-Feb-2015 2.03 1.93
1063 02-Mar-2015 2.04 1.92
1064 03-Mar-2015 2.13 2.02
1065 04-Mar-2015 2.14 2.02
1066 05-Mar-2015 2.13 2.02
1067 06-Mar-2015 2.13 2.02
1068 09-Mar-2015 2.14 2.04
1069 10-Mar-2015 2.13 2.03
1070 11-Mar-2015 2.12 2.02
1071 12-Mar-2015 2.12 2.02
1072 13-Mar-2015 2.12 2.03
1073 16-Mar-2015 2.12 2.02
1074 17-Mar-2015 2.13 2.04
1075 18-Mar-2015 2.12 2.03
1076 19-Mar-2015 2.09 1.99
1077 20-Mar-2015 2.10 2.00
1078 23-Mar-2015 2.09 1.98
1079 24-Mar-2015 2.06 1.96
1080 25-Mar-2015 2.05 1.94
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1081 26-Mar-2015 2.05 1.93
1082 27-Mar-2015 2.04 1.93
1083 30-Mar-2015 2.03 1.91
1084 31-Mar-2015 2.00 1.88
1085 01-Apr-2015 2.00 1.88
1086 02-Apr-2015 1.97 1.84
1087 07-Apr-2015 2.09 1.96
1088 08-Apr-2015 2.10 1.97
1089 09-Apr-2015 2.10 1.97
1090 10-Apr-2015 2.09 1.97
1091 13-Apr-2015 2.07 1.95
1092 14-Apr-2015 2.06 1.94
1093 15-Apr-2015 2.06 1.94
1094 16-Apr-2015 2.10 1.99
1095 17-Apr-2015 2.09 1.98
1096 20-Apr-2015 2.09 1.99
1097 21-Apr-2015 2.07 1.97
1098 22-Apr-2015 2.09 2.01
1099 23-Apr-2015 2.10 2.01
1100 24-Apr-2015 2.09 2.01
1101 27-Apr-2015 2.08 1.99
1102 28-Apr-2015 2.08 2.01
1103 29-Apr-2015 2.06 1.98
1104 30-Apr-2015 2.05 1.98
1105 01-May-2015 2.02 1.95
1106 04-May-2015 2.00 1.93
1107 05-May-2015 1.98 1.95
1108 06-May-2015 1.98 1.96
1109 07-May-2015 1.98 1.95
1110 08-May-2015 1.98 1.94
1111 11-May-2015 1.98 1.95
1112 12-May-2015 1.98 1.96
1113 13-May-2015 1.99 1.95
1114 14-May-2015 1.98 1.94
1115 15-May-2015 1.98 1.93
1116 18-May-2015 1.97 1.93
1117 19-May-2015 1.98 1.94
1118 20-May-2015 1.98 1.94
1119 21-May-2015 1.98 1.94
1120 22-May-2015 1.98 1.94
1121 25-May-2015 1.98 1.94
1122 26-May-2015 1.98 1.94
1123 27-May-2015 1.98 1.94
1124 28-May-2015 1.97 1.93
1125 29-May-2015 1.96 1.91
1126 01-Jun-2015 1.96 1.91
1127 02-Jun-2015 1.98 1.94
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1128 03-Jun-2015 1.98 1.95
1129 04-Jun-2015 1.98 1.94
1130 05-Jun-2015 1.97 1.94
1131 09-Jun-2015 1.98 1.94
1132 10-Jun-2015 1.98 1.94
1133 11-Jun-2015 1.98 1.96
1134 12-Jun-2015 1.98 1.95
1135 15-Jun-2015 1.97 1.94
1136 16-Jun-2015 1.97 1.94
1137 17-Jun-2015 1.97 1.94
1138 18-Jun-2015 1.96 1.92
1139 19-Jun-2015 1.95 1.91
1140 22-Jun-2015 1.96 1.92
1141 23-Jun-2015 1.96 1.94
1142 24-Jun-2015 1.97 1.94
1143 25-Jun-2015 1.96 1.94
1144 26-Jun-2015 1.96 1.94
1145 29-Jun-2015 1.94 1.90
1146 30-Jun-2015 1.95 1.91
1147 01-Jul-2015 1.95 1.92
1148 02-Jul-2015 1.95 1.92
1149 03-Jul-2015 1.94 1.92
1150 06-Jul-2015 1.93 1.88
1151 07-Jul-2015 1.95 1.90
1152 08-Jul-2015 1.92 1.86
1153 09-Jul-2015 1.93 1.88
1154 10-Jul-2015 1.94 1.90
1155 13-Jul-2015 1.94 1.90
1156 14-Jul-2015 1.95 1.91
1157 15-Jul-2015 1.96 1.92
1158 16-Jul-2015 1.94 1.90
1159 17-Jul-2015 1.95 1.91
1160 20-Jul-2015 1.95 1.92
1161 21-Jul-2015 1.95 1.91
1162 22-Jul-2015 1.96 1.92
1163 23-Jul-2015 1.96 1.91
1164 24-Jul-2015 1.94 1.89
1165 27-Jul-2015 1.94 1.88
1166 28-Jul-2015 1.94 1.88
1167 29-Jul-2015 1.94 1.88
1168 30-Jul-2015 1.96 1.92
1169 31-Jul-2015 1.95 1.90
1170 03-Aug-2015 1.95 1.90
1171 04-Aug-2015 1.97 1.93
1172 05-Aug-2015 1.98 1.94
1173 06-Aug-2015 1.98 1.94
1174 07-Aug-2015 1.98 1.95
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1175 10-Aug-2015 1.98 1.94
1176 11-Aug-2015 1.98 1.94
1177 12-Aug-2015 1.97 1.92
1178 13-Aug-2015 1.97 1.93
1179 14-Aug-2015 1.97 1.93
1180 17-Aug-2015 1.97 1.94
1181 18-Aug-2015 1.97 1.93
1182 19-Aug-2015 1.97 1.93
1183 20-Aug-2015 1.96 1.92
1184 21-Aug-2015 1.95 1.89
1185 24-Aug-2015 1.92 1.83
1186 25-Aug-2015 1.92 1.84
1187 26-Aug-2015 1.91 1.82
1188 27-Aug-2015 1.92 1.85
1189 28-Aug-2015 1.93 1.85
1190 31-Aug-2015 1.93 1.85
1191 01-Sep-2015 1.93 1.85
1192 02-Sep-2015 1.94 1.86
1193 03-Sep-2015 1.94 1.87
1194 04-Sep-2015 1.93 1.86
1195 07-Sep-2015 1.94 1.87
1196 08-Sep-2015 1.95 1.89
1197 09-Sep-2015 1.95 1.90
1198 10-Sep-2015 1.95 1.90
1199 11-Sep-2015 1.95 1.90
1200 14-Sep-2015 1.95 1.90
1201 15-Sep-2015 1.95 1.90
1202 16-Sep-2015 1.96 1.92
1203 17-Sep-2015 1.96 1.92
1204 18-Sep-2015 1.96 1.92
1205 21-Sep-2015 1.96 1.92
1206 22-Sep-2015 1.96 1.92
1207 23-Sep-2015 1.96 1.91
1208 24-Sep-2015 1.95 1.90
1209 25-Sep-2015 1.95 1.91
1210 28-Sep-2015 1.95 1.91
1211 29-Sep-2015 1.93 1.88
1212 30-Sep-2015 1.93 1.87
1213 01-Oct-2015 1.93 1.87
1214 02-Oct-2015 1.93 1.87
1215 05-Oct-2015 1.93 1.87
1216 06-Oct-2015 1.94 1.88
1217 07-Oct-2015 1.95 1.89
1218 08-Oct-2015 1.94 1.88
1219 09-Oct-2015 1.95 1.89
1220 12-Oct-2015 1.95 1.90
1221 13-Oct-2015 1.95 1.89
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1222 14-Oct-2015 1.92 1.84
1223 15-Oct-2015 1.91 1.83
1224 16-Oct-2015 1.88 1.78
1225 19-Oct-2015 1.89 1.80
1226 20-Oct-2015 1.90 1.82
1227 21-Oct-2015 1.92 1.84
1228 22-Oct-2015 1.90 1.83
1229 23-Oct-2015 1.89 1.81
1230 26-Oct-2015 1.89 1.82
1231 27-Oct-2015 1.89 1.80
1232 28-Oct-2015 1.81 1.73
1233 29-Oct-2015 1.83 1.75
1234 30-Oct-2015 1.84 1.76
1235 02-Nov-2015 1.84 1.76
1236 03-Nov-2015 1.95 1.87
1237 04-Nov-2015 1.95 1.87
1238 05-Nov-2015 1.96 1.88
1239 06-Nov-2015 1.96 1.88
1240 09-Nov-2015 1.96 1.91
1241 10-Nov-2015 1.96 1.91
1242 11-Nov-2015 1.96 1.90
1243 12-Nov-2015 1.99 1.95
1244 13-Nov-2015 1.98 1.95
1245 16-Nov-2015 1.98 1.94
1246 17-Nov-2015 1.98 1.95
1247 18-Nov-2015 1.98 1.95
1248 19-Nov-2015 1.98 1.94
1249 20-Nov-2015 1.98 1.94
1250 23-Nov-2015 1.98 1.94
1251 24-Nov-2015 1.98 1.95
1252 25-Nov-2015 1.98 1.94
1253 26-Nov-2015 1.97 1.93
1254 27-Nov-2015 1.97 1.93
1255 30-Nov-2015 1.98 1.94
1256 01-Dec-2015 1.99 1.95
1257 02-Dec-2015 1.99 1.95
1258 03-Dec-2015 1.99 1.95
1259 04-Dec-2015 1.99 1.95
1260 07-Dec-2015 1.99 1.95
1261 08-Dec-2015 1.98 1.94
1262 09-Dec-2015 1.98 1.93
1263 10-Dec-2015 1.99 1.97
1264 11-Dec-2015 1.99 1.96
1265 14-Dec-2015 1.99 1.95
1266 15-Dec-2015 1.98 1.94
1267 16-Dec-2015 1.98 1.94
1268 17-Dec-2015 1.98 1.95
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1269 18-Dec-2015 1.98 1.94
1270 21-Dec-2015 1.98 1.94
1271 22-Dec-2015 1.98 1.94
1272 23-Dec-2015 1.98 1.94
1273 24-Dec-2015 1.98 1.94
1274 29-Dec-2015 1.97 1.94
1275 30-Dec-2015 1.98 1.94
1276 31-Dec-2015 1.97 1.94
1277 04-Jan-2016 1.97 1.93
1278 05-Jan-2016 1.97 1.93
1279 06-Jan-2016 1.97 1.92
1280 07-Jan-2016 1.96 1.92
1281 08-Jan-2016 1.96 1.92
1282 11-Jan-2016 1.96 1.92
1283 12-Jan-2016 1.95 1.91
1284 13-Jan-2016 1.95 1.91
1285 14-Jan-2016 1.94 1.89
1286 15-Jan-2016 1.94 1.88
1287 18-Jan-2016 1.94 1.87
1288 19-Jan-2016 1.94 1.87
1289 20-Jan-2016 1.94 1.87
1290 21-Jan-2016 1.92 1.87
1291 22-Jan-2016 1.92 1.87
1292 25-Jan-2016 1.92 1.86
1293 27-Jan-2016 1.95 1.89
1294 28-Jan-2016 1.96 1.91
1295 29-Jan-2016 1.95 1.89
1296 01-Feb-2016 1.95 1.90
1297 02-Feb-2016 1.96 1.91
1298 03-Feb-2016 1.95 1.89
1299 04-Feb-2016 1.95 1.90
1300 05-Feb-2016 1.95 1.90
1301 08-Feb-2016 1.96 1.90
1302 09-Feb-2016 1.92 1.85
1303 10-Feb-2016 1.93 1.86
1304 11-Feb-2016 1.93 1.86
1305 12-Feb-2016 1.93 1.87
1306 15-Feb-2016 1.94 1.89
1307 16-Feb-2016 1.95 1.89
1308 17-Feb-2016 1.94 1.89
1309 18-Feb-2016 1.95 1.88
1310 19-Feb-2016 1.94 1.87
1311 22-Feb-2016 1.94 1.88
1312 23-Feb-2016 1.94 1.88
1313 24-Feb-2016 1.94 1.87
1314 25-Feb-2016 1.94 1.87
1315 26-Feb-2016 1.93 1.85
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1316 29-Feb-2016 1.93 1.86
1317 01-Mar-2016 1.94 1.86
1318 02-Mar-2016 1.96 1.89
1319 03-Mar-2016 1.96 1.91
1320 04-Mar-2016 1.96 1.91
1321 07-Mar-2016 1.96 1.92
1322 08-Mar-2016 1.97 1.92
1323 09-Mar-2016 1.97 1.92
1324 10-Mar-2016 1.96 1.92
1325 11-Mar-2016 1.97 1.93
1326 14-Mar-2016 1.97 1.93
1327 15-Mar-2016 1.96 1.92
1328 16-Mar-2016 1.96 1.92
1329 17-Mar-2016 1.95 1.90
1330 18-Mar-2016 1.94 1.89
1331 21-Mar-2016 1.96 1.91
1332 22-Mar-2016 1.96 1.92
1333 23-Mar-2016 1.97 1.93
1334 24-Mar-2016 1.96 1.93
1335 29-Mar-2016 1.96 1.93
1336 30-Mar-2016 1.95 1.91
1337 31-Mar-2016 1.95 1.90
1338 01-Apr-2016 1.95 1.91
1339 04-Apr-2016 1.94 1.90
1340 05-Apr-2016 1.94 1.89
1341 06-Apr-2016 1.93 1.89
1342 07-Apr-2016 1.93 1.87
1343 08-Apr-2016 1.91 1.85
1344 11-Apr-2016 1.91 1.85
1345 12-Apr-2016 1.93 1.88
1346 13-Apr-2016 1.94 1.88
1347 14-Apr-2016 1.96 1.92
1348 15-Apr-2016 1.96 1.92
1349 18-Apr-2016 1.95 1.91
1350 19-Apr-2016 1.96 1.92
1351 20-Apr-2016 1.95 1.92
1352 21-Apr-2016 1.96 1.92
1353 22-Apr-2016 1.95 1.92
1354 26-Apr-2016 1.95 1.92
1355 27-Apr-2016 1.80 1.79
1356 28-Apr-2016 1.84 1.78
1357 29-Apr-2016 1.82 1.76
1358 02-May-2016 1.83 1.77
1359 03-May-2016 1.73 1.67
1360 04-May-2016 1.72 1.67
1361 05-May-2016 1.73 1.66
1362 06-May-2016 1.68 1.61
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1363 09-May-2016 1.67 1.59
1364 10-May-2016 1.69 1.61
1365 11-May-2016 1.69 1.61
1366 12-May-2016 1.68 1.60
1367 13-May-2016 1.68 1.60
1368 16-May-2016 1.68 1.60
1369 17-May-2016 1.70 1.63
1370 18-May-2016 1.69 1.62
1371 19-May-2016 1.69 1.63
1372 20-May-2016 1.69 1.62
1373 23-May-2016 1.69 1.62
1374 24-May-2016 1.68 1.62
1375 25-May-2016 1.69 1.62
1376 26-May-2016 1.69 1.62
1377 27-May-2016 1.67 1.61
1378 30-May-2016 1.67 1.62
1379 31-May-2016 1.68 1.63
1380 01-Jun-2016 1.69 1.64
1381 02-Jun-2016 1.69 1.63
1382 03-Jun-2016 1.68 1.62
1383 06-Jun-2016 1.66 1.61
1384 07-Jun-2016 1.69 1.65
1385 08-Jun-2016 1.69 1.64
1386 09-Jun-2016 1.68 1.63
1387 10-Jun-2016 1.68 1.63
1388 14-Jun-2016 1.67 1.62
1389 15-Jun-2016 1.67 1.61
1390 16-Jun-2016 1.66 1.59
1391 17-Jun-2016 1.66 1.61
1392 20-Jun-2016 1.67 1.62
1393 21-Jun-2016 1.67 1.63
1394 22-Jun-2016 1.67 1.63
1395 23-Jun-2016 1.67 1.63
1396 24-Jun-2016 1.59 1.53
1397 27-Jun-2016 1.61 1.55
1398 28-Jun-2016 1.62 1.55
1399 29-Jun-2016 1.63 1.56
1400 30-Jun-2016 1.64 1.57
1401 01-Jul-2016 1.63 1.56
1402 04-Jul-2016 1.64 1.58
1403 05-Jul-2016 1.65 1.58
1404 06-Jul-2016 1.64 1.56
1405 07-Jul-2016 1.63 1.55
1406 08-Jul-2016 1.63 1.56
1407 11-Jul-2016 1.63 1.56
1408 12-Jul-2016 1.64 1.57
1409 13-Jul-2016 1.63 1.57
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1410 14-Jul-2016 1.63 1.56
1411 15-Jul-2016 1.62 1.55
1412 18-Jul-2016 1.61 1.55
1413 19-Jul-2016 1.60 1.52
1414 20-Jul-2016 1.59 1.52
1415 21-Jul-2016 1.59 1.51
1416 22-Jul-2016 1.58 1.50
1417 25-Jul-2016 1.58 1.50
1418 26-Jul-2016 1.59 1.51
1419 27-Jul-2016 1.60 1.53
1420 28-Jul-2016 1.59 1.51
1421 29-Jul-2016 1.57 1.50
1422 01-Aug-2016 1.57 1.50
1423 02-Aug-2016 1.48 1.42
1424 03-Aug-2016 1.48 1.43
1425 04-Aug-2016 1.48 1.43
1426 05-Aug-2016 1.48 1.42
1427 08-Aug-2016 1.48 1.43
1428 09-Aug-2016 1.47 1.42
1429 10-Aug-2016 1.47 1.41
1430 11-Aug-2016 1.47 1.41
1431 12-Aug-2016 1.47 1.41
1432 15-Aug-2016 1.47 1.41
1433 16-Aug-2016 1.47 1.41
1434 17-Aug-2016 1.47 1.42
1435 18-Aug-2016 1.47 1.42
1436 19-Aug-2016 1.46 1.41
1437 22-Aug-2016 1.47 1.42
1438 23-Aug-2016 1.46 1.41
1439 24-Aug-2016 1.46 1.40
1440 25-Aug-2016 1.46 1.41
1441 26-Aug-2016 1.46 1.41
1442 29-Aug-2016 1.46 1.42
1443 30-Aug-2016 1.46 1.41
1444 31-Aug-2016 1.46 1.41
1445 01-Sep-2016 1.46 1.41
1446 02-Sep-2016 1.46 1.41
1447 05-Sep-2016 1.46 1.42
1448 06-Sep-2016 1.46 1.43
1449 07-Sep-2016 1.46 1.42
1450 08-Sep-2016 1.46 1.43
1451 09-Sep-2016 1.47 1.44
1452 12-Sep-2016 1.47 1.44
1453 13-Sep-2016 1.47 1.44
1454 14-Sep-2016 1.47 1.43
1455 15-Sep-2016 1.47 1.44
1456 16-Sep-2016 1.46 1.43
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1457 19-Sep-2016 1.46 1.44
1458 20-Sep-2016 1.47 1.44
1459 21-Sep-2016 1.47 1.44
1460 22-Sep-2016 1.47 1.44
1461 23-Sep-2016 1.47 1.44
1462 26-Sep-2016 1.47 1.44
1463 27-Sep-2016 1.47 1.44
1464 28-Sep-2016 1.46 1.44
1465 29-Sep-2016 1.47 1.44
1466 30-Sep-2016 1.45 1.42
1467 03-Oct-2016 1.45 1.42
1468 04-Oct-2016 1.47 1.44
1469 05-Oct-2016 1.47 1.45
1470 06-Oct-2016 1.47 1.45
1471 07-Oct-2016 1.47 1.45
1472 10-Oct-2016 1.47 1.45
1473 11-Oct-2016 1.48 1.46
1474 12-Oct-2016 1.48 1.47
1475 13-Oct-2016 1.47 1.46
1476 14-Oct-2016 1.47 1.46
1477 17-Oct-2016 1.47 1.46
1478 18-Oct-2016 1.47 1.46
1479 19-Oct-2016 1.47 1.45
1480 20-Oct-2016 1.46 1.44
1481 21-Oct-2016 1.46 1.44
1482 24-Oct-2016 1.46 1.44
1483 25-Oct-2016 1.46 1.44
1484 26-Oct-2016 1.48 1.47
1485 27-Oct-2016 1.49 1.47
1486 28-Oct-2016 1.48 1.47
1487 31-Oct-2016 1.48 1.46
1488 01-Nov-2016 1.49 1.48
1489 02-Nov-2016 1.49 1.47
1490 03-Nov-2016 1.49 1.47
1491 04-Nov-2016 1.49 1.47
1492 07-Nov-2016 1.49 1.47
1493 08-Nov-2016 1.49 1.47
1494 09-Nov-2016 1.48 1.46
1495 10-Nov-2016 1.49 1.47
1496 11-Nov-2016 1.49 1.47
1497 14-Nov-2016 1.49 1.48
1498 15-Nov-2016 1.50 1.49
1499 16-Nov-2016 1.49 1.48
1500 17-Nov-2016 1.49 1.48
1501 18-Nov-2016 1.49 1.49
1502 21-Nov-2016 1.50 1.49
1503 22-Nov-2016 1.49 1.48
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1504 23-Nov-2016 1.49 1.49
1505 24-Nov-2016 1.49 1.49
1506 25-Nov-2016 1.50 1.49
1507 28-Nov-2016 1.49 1.49
1508 29-Nov-2016 1.49 1.49
1509 30-Nov-2016 1.50 1.49
1510 01-Dec-2016 1.49 1.49
1511 02-Dec-2016 1.50 1.49
1512 05-Dec-2016 1.49 1.49
1513 06-Dec-2016 1.50 1.49
1514 07-Dec-2016 1.49 1.48
1515 08-Dec-2016 1.49 1.47
1516 09-Dec-2016 1.49 1.48
1517 12-Dec-2016 1.49 1.48
1518 13-Dec-2016 1.49 1.48
1519 14-Dec-2016 1.49 1.48
1520 15-Dec-2016 1.50 1.49
1521 16-Dec-2016 1.50 1.49
1522 19-Dec-2016 1.50 1.49
1523 20-Dec-2016 1.50 1.50
1524 21-Dec-2016 1.50 1.50
1525 22-Dec-2016 1.50 1.50
1526 23-Dec-2016 1.50 1.50
1527 28-Dec-2016 1.50 1.50
1528 29-Dec-2016 1.50 1.50
1529 30-Dec-2016 1.50 1.50
1530 03-Jan-2017 1.50 1.50
1531 04-Jan-2017 1.50 1.50
1532 05-Jan-2017 1.49 1.49
1533 06-Jan-2017 1.49 1.49
1534 09-Jan-2017 1.50 1.50
1535 10-Jan-2017 1.49 1.49
1536 11-Jan-2017 1.49 1.49
1537 12-Jan-2017 1.49 1.49
1538 13-Jan-2017 1.49 1.49
1539 16-Jan-2017 1.49 1.49
1540 17-Jan-2017 1.49 1.49
1541 18-Jan-2017 1.49 1.49
1542 19-Jan-2017 1.49 1.50
1543 20-Jan-2017 1.49 1.49
1544 23-Jan-2017 1.49 1.49
1545 24-Jan-2017 1.49 1.49
1546 25-Jan-2017 1.49 1.48
1547 27-Jan-2017 1.49 1.48
1548 30-Jan-2017 1.49 1.48
1549 31-Jan-2017 1.49 1.48
1550 01-Feb-2017 1.49 1.48
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1551 02-Feb-2017 1.49 1.48
1552 03-Feb-2017 1.49 1.48
1553 06-Feb-2017 1.49 1.48
1554 07-Feb-2017 1.49 1.49
1555 08-Feb-2017 1.49 1.49
1556 09-Feb-2017 1.49 1.48
1557 10-Feb-2017 1.49 1.49
1558 13-Feb-2017 1.49 1.49
1559 14-Feb-2017 1.49 1.49
1560 15-Feb-2017 1.49 1.49
1561 16-Feb-2017 1.49 1.49
1562 17-Feb-2017 1.49 1.49
1563 20-Feb-2017 1.49 1.49
1564 21-Feb-2017 1.49 1.49
1565 22-Feb-2017 1.49 1.49
1566 23-Feb-2017 1.49 1.48
1567 24-Feb-2017 1.49 1.48
1568 27-Feb-2017 1.49 1.48
1569 28-Feb-2017 1.49 1.49
1570 01-Mar-2017 1.49 1.49
1571 02-Mar-2017 1.49 1.49
1572 03-Mar-2017 1.49 1.49
1573 06-Mar-2017 1.49 1.49
1574 07-Mar-2017 1.50 1.50
1575 08-Mar-2017 1.50 1.50
1576 09-Mar-2017 1.50 1.50
1577 10-Mar-2017 1.50 1.50
1578 13-Mar-2017 1.49 1.50
1579 14-Mar-2017 1.50 1.50
1580 15-Mar-2017 1.50 1.50
1581 16-Mar-2017 1.50 1.50
1582 17-Mar-2017 1.50 1.50
1583 20-Mar-2017 1.50 1.50
1584 21-Mar-2017 1.50 1.50
1585 22-Mar-2017 1.50 1.50
1586 23-Mar-2017 1.50 1.50
1587 24-Mar-2017 1.50 1.50
1588 27-Mar-2017 1.50 1.50
1589 28-Mar-2017 1.50 1.50
1590 29-Mar-2017 1.50 1.50
1591 30-Mar-2017 1.50 1.50
1592 31-Mar-2017 1.50 1.50
1593 03-Apr-2017 1.50 1.50
1594 04-Apr-2017 1.50 1.49
1595 05-Apr-2017 1.49 1.49
1596 06-Apr-2017 1.49 1.49
1597 07-Apr-2017 1.49 1.48
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1598 10-Apr-2017 1.49 1.48
1599 11-Apr-2017 1.49 1.48
1600 12-Apr-2017 1.49 1.48
1601 13-Apr-2017 1.49 1.48
1602 18-Apr-2017 1.48 1.47
1603 19-Apr-2017 1.48 1.47
1604 20-Apr-2017 1.48 1.47
1605 21-Apr-2017 1.48 1.47
1606 24-Apr-2017 1.48 1.48
1607 26-Apr-2017 1.49 1.48
1608 27-Apr-2017 1.49 1.49
1609 28-Apr-2017 1.49 1.48
1610 01-May-2017 1.49 1.49
1611 02-May-2017 1.50 1.49
1612 03-May-2017 1.50 1.49
1613 04-May-2017 1.50 1.49
1614 05-May-2017 1.50 1.50
1615 08-May-2017 1.50 1.49
1616 09-May-2017 1.50 1.50
1617 10-May-2017 1.50 1.49
1618 11-May-2017 1.49 1.49
1619 12-May-2017 1.49 1.49
1620 15-May-2017 1.49 1.49
1621 16-May-2017 1.49 1.49
1622 17-May-2017 1.49 1.48
1623 18-May-2017 1.49 1.49
1624 19-May-2017 1.49 1.49
1625 22-May-2017 1.49 1.49
1626 23-May-2017 1.49 1.48
1627 24-May-2017 1.49 1.48
1628 25-May-2017 1.49 1.48
1629 26-May-2017 1.49 1.48
1630 29-May-2017 1.49 1.48
1631 30-May-2017 1.49 1.48
1632 31-May-2017 1.49 1.47
1633 01-Jun-2017 1.49 1.48
1634 02-Jun-2017 1.49 1.48
1635 05-Jun-2017 1.49 1.48
1636 06-Jun-2017 1.49 1.48
1637 07-Jun-2017 1.49 1.48
1638 08-Jun-2017 1.49 1.49
1639 09-Jun-2017 1.49 1.49
1640 13-Jun-2017 1.49 1.49
1641 14-Jun-2017 1.49 1.49
1642 15-Jun-2017 1.50 1.49
1643 16-Jun-2017 1.49 1.50
1644 19-Jun-2017 1.49 1.49
A N O
1 F1 INTEREST RATES AND YIELDS – MONEY MARKET
2 Title 3-month OIS 6-month OIS
3
Description Overnight Indexed Swaps-3 months Overnight Indexed Swaps-6 months
4 Frequency Daily Daily
5 Type Original Original
6 Units Per cent Per cent
7
8
9 Source Tullett Prebon (Australia) Pty Ltd Tullett Prebon (Australia) Pty Ltd
10 Publication date 04-Sep-2020 04-Sep-2020
11 Series ID FIRMMOIS3D FIRMMOIS6D
1645 20-Jun-2017 1.50 1.50
1646 21-Jun-2017 1.50 1.50
1647 22-Jun-2017 1.50 1.49
1648 23-Jun-2017 1.50 1.50
1649 26-Jun-2017 1.50 1.50
1650 27-Jun-2017 1.50 1.50
1651 28-Jun-2017 1.50 1.50
1652 29-Jun-2017 1.50 1.50
1653 30-Jun-2017 1.50 1.51
1654 03-Jul-2017 1.50 1.51
1655 04-Jul-2017 1.50 1.51
1656 05-Jul-2017 1.50 1.51
1657 06-Jul-2017 1.50 1.52
1658 07-Jul-2017 1.50 1.52
1659 10-Jul-2017 1.50 1.52
1660 11-Jul-2017 1.50 1.52
F1 Interest Rates and Yields – Money Market
The 'Target cash rate' is set by the Reserve Bank's Board at each Board meeting. From January 1990 the Bank commenced announcing
an explicit target to the market. While the RBA Board has met on the first Tuesday of every month (excluding January) since late-1981, it
was not until late-1998 that the Bank formalised the current approach of announcing changes shortly after the conclusion of the meeting.
Since February 2008, the Bank has announced changes in policy at 2.30pm on the afternoon of the Board meeting; these changes are
effective on the following business day. Prior to this (from 1998 until 2007), changes in policy were announced at 9.30am on the day after
the Board meeting.
The 'Interbank Overnight Cash Rate' is a weighted average interest rate on overnight unsecured loans between banks in the Australian
dollar market (the ‘Cash Market’). From 9 May 2016 the Cash Rate is calculated from transactions settled in the Reserve Bank Informatio
Transfer System (RITS). For more details, see the Cash Rate Procedures Manual <http://www.rba.gov.au/mkt-operations/resources/cash
rate-methodology/cash-rate-procedures-manual.html>. From July 1998 until 6 May 2016, the Cash Rate is the weighted average of the
interest rates at which banks borrowed and lent exchange settlement funds overnight, calculated from a survey of Cash Market
participants. The 11am call rate is used prior to July 1998.
On 18 March 2020 the Reserve Bank an out-of-cycle Reserve Bank Board meeting was held, where the cash rate target was adjusted
(effective 20 March 2020).
The “highest” interbank overnight Cash Rate represents the highest rate for a transaction in the Cash Market. The “lowest” rate refers to t
lowest rate for a transaction in the Cash Market. Prior to 9 May 2016, the series contain the highest and lowest weighted average rate
reported by a bank transacting in the Cash Market.
Volume represents the value of Cash Market transactions settled in the Cash Market. From 9 May 2016, this is calculated from transactio
settled in the Reserve Bank Information Transfer System (RITS). Prior to 9 May 2016, the volume is the average of the total unsecured
funds borrowed and lent in the interbank market for overnight terms, calculated from a survey of Cash Market participants.
The ‘Cash Rate Total Return Index’ measures the performance of an investment earning the Cash Rate, where interest is reinvested eac
day. The process for calculating the index is specified in the Cash Rate Procedures Manual <http://www.rba.gov.au/mkt-
operations/resources/cash-rate-methodology/cash-rate-procedures-manual.html>.
On days where Expert Judgement is applied, the following fields will not be published: Highest Interbank Overnight Cash rate, Lowest
Interbank Overnight Cash Rate, and Number of Cash Market Transactions. Expert Judgement is applied in cases of insufficient Cash
Market Transactions or when the Cash Rate Administrator, in its Expert Judgement, determines the Transaction Data on a Report Date to
be insufficiently robust.
A more detailed explanation of the use of Expert Judgement can be found at:
<https://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/cash-rate-procedures-manual.html>.
Interest rates and yields are representative. Unless otherwise stated, they are the midpoint of predominant bid and offer quotations in eac
market as identified by the RBA.
‘Bank accepted bills/Negotiable Certificates of Deposit’ are estimated end of day bank bill rates sourced from ASX.
DISCLAIMER: End of Day data is part of the ASX Benchmark Data which is proprietary to the ASX Group. All rights are reserved. If you a
an existing subscriber of ASX Benchmark Data, any use and reliance on this information is governed by the terms and conditions of your
ASX Benchmark Data Subscriber Agreement. To the fullest extent permitted by law, all published ASX Benchmark Data is provided 'as is
and you may not rely on it as being accurate, timely, comprehensive or fit for a particular purpose.
Prior to January 2017, this series was sourced from AFMA. Prior to March 1995 estimated midday yields are shown.
ed overnight funds for cash market participants, based on expert judgement and market conditions
Cash Rate Procedures Manual.
Details
ate to be insufficiently robust: