Research

Data

This section of the site allows access to CBA’s various bond and interest forecasts, the daily rates Quant Pack, The Commonwealth Bank Bond Indices and our on-line CBASpectrum database and relative value analytical tools.

 

Quant Pack

The Quant Pack contains daily market rates across the government, semi-government, kangaroo and corporate credit markets. It also gives you access to high-frequency analytical tools.

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Spectrum

CBASpectrum is a cutting-edge analytical and relative-pricing tool developed for the Australian fixed-income market. It applies a proprietary model to calculate fair-value curves for the Commonwealth Government Securities, semi-government, supranational and corporate markets. It lets you perform relative value and statistical analysis on multiple securities and compare security values to fair value estimates.

Find out how you can register for CBASpectrum.

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The Commonwealth Bank Bond Indices

The Commonwealth Bank Bond Indices represent the total growth of an investment in the bond market including reinvestment of the coupon income since a base date of 1 January 1977. The weekly data are calculated as of close of business every Tuesday and the monthly data are calculated at the close of business day of the preceding month. The Commonwealth Bank Bond Indices are based on all Commonwealth Government Securities on issue, including those held by the Reserve Bank of Australia.

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ASX Listed Interest Rate Securities

Our daily ASX Listed Interest Rate Securities report provides detailed yield and valuation information for corporate bonds, floating rate notes, convertible notes and hybrid securities listed on the Australian Securities Exchange.

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Calendar

Did you Know?

The Commonwealth Bank’s monthly webcasts and weekly reports offer leading insights on fixed income markets.

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