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Interest Rates - End of Month

End month (% per annum)September 09October 09
Unofficial Cash Rate3.003.25
Bank Bills : 90 day3.373.89
3 Year C'wealth Bond Rate4.955.13
10 Year C'wealth Bond Rate5.405.58
3 Year TCV Bond Rate5.225.44
10 Year TCV Bond Rate6.076.28

Par coupon yield priced from respective issuer's zero curve

Source: TCV

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