14 Sep – 18 Sep 2015

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Yields for ACGBs and semis both rose but semi spreads to ACGBs were generally stable. 2020 spreads were steady whereas the 2024 spreads were 0-3bps wider. Non-AAA semis continued their widening trend for the 5y spread, widening by another 3bps for 2020 maturities, while 2024 spreads eased by 1bps.

There were no semi-government bond issues last week.
Semis vs 10Y Swaps 20150918

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SEMI GOVERNMENT

ISSUERMATURITYCOUPON
(%)
ISSUE
SIZE
WEEK
HIGH
WEEK
LOW
CLOSING
YIELD
Δ WEEKΔ MONTH
QTC14-Oct-156.006532.132.032.050.01-0.01
NTTC20-Oct-156.255002.312.112.120.00-0.04
QTC21-Oct-156.0050752.182.092.100.01-0.02
TCV10-Nov-152.7511902.142.042.06-0.010.00
NSWTC1-Apr-166.0043802.122.062.100.040.01
QTC21-Apr-166.0052932.152.092.120.04-0.02
WATC8-Jun-163.0032432.162.112.140.040.01
TCV15-Nov-165.7533602.092.032.060.04-0.01
NTTC20-Nov-165.755002.262.152.180.03-0.02
NSWTC20-Feb-174.0045172.082.032.060.020.01
NSWTC1-Mar-175.50n/a2.031.962.000.020.02
WATC15-Jul-178.0051022.162.092.130.010.00
QTC14-Sep-176.00n/a2.061.992.020.01-0.01
SAFA20-Sep-175.7524032.172.102.130.01-0.01
TASCORP20-Sep-175.009802.192.122.150.01-0.01
QTC21-Sep-173.5061092.182.112.140.01-0.01
NTTC17-Nov-174.755002.242.152.180.010.00
TCV17-Nov-173.5028172.142.062.090.00-0.01
NSWTC1-Feb-186.0056502.152.032.080.030.00
QTC21-Feb-186.0064772.242.142.180.010.01
ACTTREAS7-Jun-185.505502.252.152.190.020.02
NTTC20-Sep-184.755002.352.242.290.020.01
WATC23-Oct-183.7537472.392.262.310.020.03
TCV15-Nov-185.5043462.232.112.160.03-0.03
NSWTC20-Mar-193.5044022.312.182.230.020.00
NSWTC1-Apr-196.00n/a2.222.092.140.03-0.01
QTC14-Jun-196.25n/a2.332.202.250.020.04
QTC21-Jun-194.0055232.472.342.390.010.02
SAFA6-Aug-194.7520002.442.322.360.01-0.02
WATC15-Oct-197.0037542.542.402.450.020.03
QTC21-Feb-206.2596862.622.472.540.020.04
NSWTC1-May-206.0061312.482.332.390.030.01
ACTTREAS22-May-204.255702.612.472.530.040.04
NSWTC1-Jun-206.00n/a2.392.212.300.060.10
TASCORP15-Jun-206.006022.622.492.540.020.02
TCV15-Jun-206.0061852.512.362.420.030.01
NSWTC8-Apr-214.0025672.672.512.590.040.04
SAFA20-May-215.0020442.852.692.760.030.07
QTC14-Jun-216.00n/a2.692.532.610.040.08
QTC21-Jun-215.5064162.862.702.780.040.08
WATC15-Jul-217.0035732.922.772.840.010.09
NTTC20-Sep-214.256502.982.802.880.000.09
NSWTC1-Mar-226.0062052.782.622.700.030.02
TASCORP8-Mar-224.255652.952.812.890.050.08
ACT TREAS11-Apr-224.255502.932.762.84-0.020.07
QTC21-Jul-226.0075583.022.852.930.030.06
TCV17-Oct-226.0059952.872.712.790.030.04
NSWTC20-Apr-234.0036782.972.802.880.020.04
NSWTC1-May-236.00n/a2.852.682.760.020.04
QTC21-Jul-234.2555683.213.053.140.030.09
WATC16-Oct-236.0024273.263.103.180.020.10
SAFA20-Nov-234.257703.243.083.160.020.08
NTTC15-Mar-246.006503.303.113.200.030.10
TASCORP11-Jun-244.005503.303.143.210.020.07
QTC22-Jul-245.7565853.313.143.230.030.09
NSWTC20-Aug-245.0061193.092.912.990.020.03
TCV17-Dec-245.5048713.122.933.020.030.05
QTC21-Jul-254.7520603.423.243.340.030.10
WATC23-Jul-255.0010413.493.313.400.020.11
TASCORP19-Feb-263.253003.753.303.510.070.18
NTTC15-Mar-266.006503.493.313.390.020.10
TCV17-Nov-265.5033673.293.113.190.020.05
NSWTC1-May-306.003623.513.333.420.030.06
TCV20-Dec-324.25n/a3.713.533.620.020.05
QTC14-Mar-336.507253.923.733.830.040.12

Issues underlined are guaranteed by the Commonwealth Government

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