BBSW Swap Rates
Looking for current and historic BBSW Swap Rates?
BlueGamma provides current and historic swap rates in an easy-to-use web app.
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Swap rates for all liquid tenors
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Latest BBSW Swap Rates
Current 6M BBSW swap rates – daily updates on BBSW swaps (*tenors referencing 3M BBSW).
Built to match the market and ready to use in your model
Live quotes in, easy-to-use curves out.
Quotes taken directly from leading inter-dealer brokers and exchanges.
Bootstrapped to make the curves ready to use in your model.
Validated for consistency on a regular basis.
Delivered in Excel format, making the curves ready to use.
Current 5 Year BBSW Swap Rate
Examine the historical trend of the 5 Year BBSW swap rate (vs BBSW 6M).
Current BBSY rates
For BBSW rates, subtract 5bp from the rates below.
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