25 Jul – 29 Jul 2016

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The median trading margin for ASX-listed floating rate notes rose this week to finish at 2.34%, up 11bps from the previous week’s 2.23%.

asx-trading-29jul

ASX LISTED FLOATING RATE NOTES

COMPANY
$100
Face Val
CODEBOND
TYPE
MATURITYISSUE
MARGIN
TRADING
MARGIN
Δ WEEKWEEK
CLOSE
YTM
Est**
AGLAGLHASub Note8-Jun-193.80%2.77%-0.15%103.504.63%
AMPAMPHASub Note II18-Dec-182.65%2.09%-0.14%101.703.95%
ANZ Banking GroupANZHASub Note II14-Jun-172.75%1.54%0.14%101.493.40%
APT PipelinesAQHHASub Note31-Mar-184.50%2.48%-0.32%103.704.34%
Australian UnityAYUHBBond15-Dec-202.80%1.93%0.10%103.703.79%
ColonialCNGHASub Note31-Mar-173.25%1.57%-0.13%101.453.43%
CaltexCTXHASub Note15-Sep-174.50%1.94%-0.38%103.533.80%
CrownCWNHASub Note14-Sep-185.00%5.45%-0.96%99.937.31%
CrownCWNHBSub Note23-Jul-214.00%7.26%-0.55%88.009.12%
Goodman GroupGMPPASub Note30-Sep-183.90%3.61%0.05%101.005.47%
Bentham IMFIMFHABond30-Jun-194.20%5.46%0.44%97.007.32%
Nat Aust BankNABHBSub Note II18-Jun-172.75%1.28%-0.18%101.723.14%
OriginORGHASub Note22-Dec-164.00%4.06%-0.98%100.535.92%
Suncorp MetwaySUNPDSub Note III21-Nov-182.85%2.35%0.15%101.904.21%
TabcorpTAHHBSub Bond22-Mar-174.00%2.52%0.23%101.484.38%
TattsTTSHASnr. Bond5-Jul-193.10%1.47%0.09%104.803.33%
WestpacWBCHASub Note II23-Aug-172.75%1.58%-0.07%102.003.44%
WestpacWBCHBSub Note III22-Aug-182.30%2.34%0.28%100.624.20%
WoolworthsWOWHCSub Note24-Nov-163.25%1.39%-0.13%101.453.25%

ASX LISTED FIXED RATE BONDS

COMPANYCODETYPEMATURITYCOUPONWEEK
HIGH
WEEK
LOW
WEEK
CLOSE
YTMNEXT DIV
AND EX
DATE
Heritage BSHBSHBSnr Bond20/06/20177.25%104.00103.63103.753.80%$1.813 on 9 Sep 2016 (E)

ASX LISTED CONVERTIBLE NOTES

COMPANYCODEFACE
VALUE
MATURITYWEEK
HIGH
WEEK
LOW
WEEK
CLOSE
YTMSIZE
($m)
Aust FoundationAFIG$100.0028-Feb-17112.00110.02111.502.29%$3.500 ff on 27 Nov 2016 (A)

** YTM for floating rate securities is an estimate using current interest rates. This will vary if rates change.
Source: Evans & Partners. Dealing Contact Michael Saba +61 3 9631 9813