Lifetime yield curves© derived using Australian Commonwealth Government debt securities rated AAA. Each curve provides a complete series of spot rates projected monthly for the next 50 years.

Each of our datasets is available by month for the last 10 years. These are derived from the Reserve Bank of Australia’s underlying debt instruments and employ a consistent methodology over time.

Ideal for discounting future cashflows associated with the following:

– pension and superannuation liabilities for trusts and funds,
– insurance liabilities in accordance with IFRS17, or
– long service leave entitlements for corporations.

Sample rates can be downloaded here.

Sample of Yields

A full history of separate curves (i.e. discount rates) is available for each and every month over the last 10 years. Each table comprises monthly spot rates projected for 50 years in Excel format and also comes with the underlying bond data sourced from the Reserve Bank of Australia. An adjustment for the “illiquidity” premium can also be advised on request.

Order Lifetime Yields by Month

Please note that this is a commercial-grade product for $350+GST per curve. It is not a quotation of live prices or a trading system. For access to live bond prices, we recommend referring to a Bloomberg terminal or a similar such quotation system.