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BBSY & BBSW Swap Rates
Download current and historic BBSY & 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).
Latest BBSY Swap Rates
Current 6M BBSY swap rates – daily updates on BBSY swaps (*tenors referencing 3M BBSY).
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.
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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).
BBSW vs BBSY, what's the difference?
BBSW
BBSW is the primary short-term interest rate benchmark in Australia, administered by the ASX. It represents a mid-rate derived from real transactions (where available) or executable bid/offer quotes in the prime bank bill market, for standard maturities of 1–6 months.
The ASX calculates BBSW using a regulated “waterfall” methodology. The RBA monitors and relies on BBSW as part of the broader benchmark reform process and monetary policy transmission.
BBSY
BBSY (Bank Bill Swap Yield) refers to the published “Bid” and “Ask” rates set at fixed spreads around the BBSW mid-rate. The “Bid” is below BBSW and the “Ask” is above, with the spreads specified by the ASX benchmark conventions.
In practice, BBSY (particularly the “Ask” side) is often used as the reference rate in corporate loans and floating-rate notes, as it better reflects the rate a borrower pays compared to the BBSW mid-rate.
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