29 June – 03 July 2015

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AUST SEMI GOVT BONDS - FLOATING RATE NOTES

 MATURITYISSUE
SIZE ($m)
TRADING
MARGIN (bps)
COUPON
MARGIN (bps)
NEXT
PAYMENT DATE
RESET
RATE
SWAP
RATE
NSWTC24-Aug-152500-1024/08/20152.1652.166
NSWTC8-Apr-162500-388/10/20152.1442.112
SAFA20-May-16200022022/08/20152.1662.104
WATC25-Jun-1619703325/09/20152.1462.096
QTC19-Sep-162575-1821/09/20152.1492.096
QTC6-Mar-172380097/09/20152.1532.124
WATC27-Mar-1712044828/09/20152.1472.129
WATC12-Dec-176504.51214/09/20152.1512.215
WATC21-May-18148061121/08/20152.1672.278
NSWTC20-Sep-181250-3321/09/20152.1492.351
QTC19-Nov-188502.75619/08/20152.1692.395
SAFA10-Dec-18200047.510/09/20152.1522.411
WATC19-Nov-191499102119/08/20152.1692.637
SAFA24-Feb-20200062024/08/20152.1652.686
NSWTC8-Oct-201900-208/10/20152.1442.798

FRNs pay quarterly interest with the rate reset each quarterly payment date.

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