BENDZULLA ACTUARIAL PTY LTD
CONSULTING ACTUARIES
GPO BOX 1181, HOBART, TASMANIA 7001. LEVEL 3, 33 SALAMANCA
PLACE, HOBART, 7000
TELEPHONE 1800 203 123 FACSIMILE 1800 103 123
ABN 13 009 492 219
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HISTORICAL BOND YIELDS
Interest rates in the tables below are from Table F2 "Interest Rates and Yields - Capital Market"
for month year values, as published in the Reserve Bank of Australia's Bulletin. They are
expressed as a percent per annum.
| 3 Year Results |
| MONTH |
1994 |
1995 |
1996 |
1997 |
1998 |
1999 |
2000 |
2001 |
2002 |
2003 |
2004 |
2005 |
2006 |
2007 |
| Jan |
5.62 |
10.24 |
7.37 |
6.47 |
5.32 |
4.72 |
6.82 |
4.84 |
5.41 |
4.58 |
5.57 |
5.28 |
5.28 |
6.09 |
| Feb |
6.29 |
9.28 |
7.99 |
6.85 |
5.33 |
5.13 |
6.52 |
4.82 |
5.38 |
4.36 |
5.37 |
5.54 |
5.26 |
5.93 |
| March |
7.09 |
9.25 |
8.40 |
7.12 |
5.12 |
5.00 |
6.38 |
4.75 |
5.82 |
4.64 |
5.15 |
5.62 |
5.36 |
6.17 |
| April |
7.39 |
9.01 |
8.21 |
6.77 |
5.22 |
5.02 |
6.43 |
5.11 |
5.51 |
4.66 |
5.55 |
5.29 |
5.65 |
6.08 |
| May |
7.44 |
7.92 |
8.38 |
6.21 |
4.87 |
5.46 |
6.20 |
5.38 |
5.90 |
4.44 |
5.36 |
5.14 |
5.69 |
6.22 |
| June |
8.61 |
8.27 |
8.33 |
5.93 |
5.25 |
5.63 |
5.97 |
5.55 |
5.61 |
4.47 |
5.43 |
5.10 |
5.78 |
6.45 |
| July |
8.56 |
8.52 |
7.53 |
5.58 |
5.17 |
5.53 |
6.22 |
5.67 |
5.37 |
4.80 |
5.50 |
5.12 |
5.97 |
|
| Aug |
8.42 |
7.98 |
7.24 |
5.51 |
5.73 |
5.77 |
6.37 |
4.99 |
5.25 |
5.05 |
5.28 |
5.00 |
5.79 |
|
| Sept |
9.24 |
7.73 |
7.01 |
5.23 |
4.62 |
5.60 |
6.21 |
4.50 |
4.95 |
5.04 |
5.24 |
5.29 |
5.76 |
|
| Oct |
9.57 |
7.99 |
6.72 |
5.24 |
4.67 |
6.08 |
6.09 |
4.22 |
4.90 |
5.53 |
5.14 |
5.36 |
6.02 |
|
| Nov |
10.01 |
7.39 |
6.64 |
5.59 |
4.59 |
6.18 |
5.71 |
4.74 |
5.01 |
5.83 |
4.94 |
5.29 |
5.93 |
|
| Dec |
10.07 |
7.44 |
6.58 |
5.49 |
4.64 |
6.47 |
5.27 |
5.10 |
4.55 |
5.39 |
5.10 |
5.21 |
6.10 |
|
| 5 Year Results |
| MONTH |
1994 |
1995 |
1996 |
1997 |
1998 |
1999 |
2000 |
2001 |
2002 |
2003 |
2004 |
2005 |
2006 |
2007 |
| Jan |
6.05 |
10.32 |
7.65 |
6.96 |
5.57 |
4.81 |
7.01 |
5.02 |
5.69 |
4.80 |
5.75 |
5.35 |
5.29 |
6.06 |
| Feb |
6.72 |
9.68 |
8.24 |
7.27 |
5.60 |
5.27 |
6.64 |
4.95 |
5.64 |
4.62 |
5.52 |
5.56 |
5.26 |
5.85 |
| March |
7.57 |
9.57 |
8.61 |
7.58 |
5.39 |
5.16 |
6.40 |
4.92 |
6.05 |
4.90 |
5.33 |
5.67 |
5.37 |
6.09 |
| April |
7.94 |
9.32 |
8.40 |
7.30 |
5.49 |
5.19 |
6.45 |
5.36 |
5.75 |
4.91 |
5.75 |
5.32 |
5.67 |
6.02 |
| May |
8.14 |
8.31 |
8.61 |
6.80 |
5.07 |
5.68 |
6.24 |
5.65 |
6.04 |
4.61 |
5.59 |
5.14 |
5.70 |
6.15 |
| June |
9.04 |
8.61 |
8.59 |
6.44 |
5.38 |
5.90 |
6.05 |
5.78 |
5.78 |
4.71 |
5.67 |
5.10 |
5.78 |
6.40 |
| July |
8.96 |
8.89 |
8.89 |
5.95 |
5.31 |
5.82 |
6.24 |
5.84 |
5.59 |
5.07 |
5.70 |
5.13 |
5.92 |
|
| Aug |
8.81 |
8.44 |
7.59 |
6.00 |
5.81 |
6.02 |
6.32 |
5.20 |
5.44 |
5.27 |
5.44 |
5.02 |
5.74 |
|
| Sept |
9.74 |
8.10 |
7.35 |
5.67 |
4.79 |
5.88 |
6.20 |
4.90 |
5.11 |
5.21 |
5.35 |
5.33 |
5.66 |
|
| Oct |
10.06 |
8.33 |
7.01 |
5.58 |
4.59 |
6.31 |
6.12 |
4.59 |
5.15 |
5.67 |
5.27 |
5.40 |
5.88 |
|
| Nov |
10.27 |
7.74 |
6.91 |
5.88 |
4.76 |
6.41 |
5.73 |
5.10 |
5.27 |
5.92 |
5.07 |
5.34 |
5.80 |
|
| Dec |
10.06 |
7.78 |
6.96 |
5.72 |
4.77 |
6.70 |
5.34 |
5.47 |
4.79 |
5.55 |
5.22 |
5.22 |
6.03 |
|
| 10 Year Results |
| MONTH |
1994 |
1995 |
1996 |
1997 |
1998 |
1999 |
2000 |
2001 |
2002 |
2003 |
2004 |
2005 |
2006 |
2007 |
| Jan |
6.36 |
10.40 |
8.01 |
7.41 |
5.90 |
5.02 |
7.16 |
5.33 |
6.01 |
5.18 |
5.83 |
5.40 |
5.35 |
5.94 |
| Feb |
7.05 |
9.85 |
8.59 |
7.68 |
5.98 |
5.55 |
6.65 |
5.23 |
5.95 |
5.07 |
5.55 |
5.57 |
5.29 |
5.69 |
| March |
7.95 |
9.83 |
8.88 |
8.00 |
5.75 |
5.49 |
6.36 |
5.28 |
6.32 |
5.33 |
5.49 |
5.67 |
5.41 |
5.88 |
| April |
8.44 |
9.69 |
8.72 |
7.83 |
5.89 |
5.51 |
6.39 |
5.78 |
6.10 |
5.28 |
5.94 |
5.35 |
5.70 |
5.88 |
| May |
8.79 |
8.94 |
8.85 |
7.48 |
5.38 |
6.00 |
6.27 |
6.03 |
6.20 |
4.87 |
5.85 |
5.15 |
5.71 |
6.02 |
| June |
9.63 |
9.21 |
8.88 |
7.05 |
5.58 |
6.27 |
6.16 |
6.04 |
5.99 |
5.01 |
5.87 |
5.11 |
5.79 |
6.26 |
| July |
9.57 |
9.42 |
8.30 |
6.37 |
5.53 |
6.24 |
6.25 |
6.08 |
5.86 |
5.43 |
5.85 |
5.13 |
5.84 |
|
| Aug |
9.36 |
8.98 |
8.07 |
6.56 |
5.91 |
6.35 |
6.28 |
5.54 |
5.69 |
5.49 |
5.54 |
5.06 |
5.67 |
|
| Sept |
10.33 |
8.57 |
7.79 |
6.13 |
5.08 |
6.30 |
6.20 |
5.52 |
5.34 |
5.38 |
5.47 |
5.36 |
5.51 |
|
| Oct |
10.51 |
8.78 |
7.38 |
5.96 |
4.94 |
6.63 |
6.18 |
5.21 |
5.58 |
5.76 |
5.39 |
5.48 |
5.66 |
|
| Nov |
10.47 |
8.17 |
7.17 |
6.20 |
5.03 |
6.64 |
5.77 |
5.61 |
5.70 |
5.95 |
5.23 |
5.38 |
5.59 |
|
| Dec |
10.04 |
8.18 |
7.37 |
6.05 |
5.01 |
6.96 |
5.46 |
6.01 |
5.16 |
5.60 |
5.33 |
5.20 |
5.89 |
|
| Treasury Capital Indexed Bond Yields |
| MONTH |
1994 |
1995 |
1996 |
1997 |
1998 |
1999 |
2000 |
2001 |
2002 |
2003 |
2004 |
2005 |
2006 |
2007 |
| Jan |
|
5.61 |
4.59 |
4.23 |
3.95 |
3.43 |
3.64 |
3.235 |
3.53 |
3.295 |
3.59 |
2.755 |
2.17 |
2.675 |
| Feb |
|
5.50 |
4.78 |
4.36 |
3.92 |
3.59 |
3.63 |
3.265 |
3.46 |
3.195 |
3.34 |
2.84 |
2.285 |
2.425 |
| March |
|
5.45 |
4.86 |
4.60 |
3.73 |
3.64 |
3.65 |
3.275 |
3.58 |
3.35 |
3.175 |
2.79 |
2.24 |
2.520 |
| April |
|
5.08 |
4.79 |
4.93 |
3.71 |
3.74 |
3.67 |
3.41 |
3.53 |
3.34 |
3.44 |
2.71 |
2.485 |
2.605 |
| May |
|
4.81 |
5.03 |
4.65 |
3.45 |
3.70 |
3.54 |
3.485 |
3.51 |
3.035 |
3.30 |
2.60 |
2.505 |
2.625 |
| June |
|
4.79 |
5.19 |
4.44 |
3.44 |
3.76 |
3.42 |
3.47 |
3.43 |
3.075 |
3.32 |
2.64 |
2.42 |
2.69 |
| July |
|
4.83 |
4.85 |
4.13 |
3.36 |
3.80 |
3.375 |
3.52 |
3.44 |
3.41 |
3.31 |
2.57 |
2.355 |
|
| Aug |
|
4.76 |
4.78 |
4.37 |
3.50 |
3.65 |
3.425 |
3.22 |
3.51 |
3.475 |
2.995 |
2.39 |
2.205 |
|
| Sept |
|
4.64 |
4.64 |
4.10 |
3.25 |
3.64 |
3.44 |
3.445 |
3.295 |
3.405 |
2.83 |
2.56 |
2.135 |
|
| Oct |
|
4.74 |
4.32 |
4.06 |
3.48 |
3.69 |
3.44 |
3.34 |
3.33 |
3.565 |
2.85 |
2.57 |
2.23 |
|
| Nov |
|
4.57 |
4.15 |
4.12 |
3.44 |
3.70 |
3.405 |
3.465 |
3.345 |
3.74 |
2.70 |
2.455 |
2.40 |
|
| Dec |
|
4.62 |
4.23 |
4.05 |
3.42 |
3.78 |
3.305 |
3.52 |
3.215 |
3.515 |
2.755 |
2.20 |
2.635 |
|
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