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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