May 2016

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Major bank notes trading margins at end of May

 

Other financials notes  trading margins at end of May

ASX LISTED FLOATING RATE NOTES

COMPANY
$100
Face Val
CODEBOND
TYPE
MATURITYISSUE
MARGIN
TRADING
MARGIN
∆ MONTHMONTH
CLOSE
YTM
Est**
AGLAGLHASub Note8/06/20193.80%3.03%0.00%101.955.03%
AMPAMPHASub Note II18/12/20182.65%2.25%0.04%101.834.25%
ANZ Banking GroupANZHASub Note II14/06/20172.75%1.58%0.22%102.053.58%
APT PipelinesAQHHASub Note31/03/20184.50%3.58%0.74%102.615.58%
Australian UnityAYUHBBond15/12/20202.80%2.16%0.15%103.204.16%
ColonialCNGHASub Note31/03/20173.25%2.45%0.40%101.454.45%
CaltexCTXHASub Note15/09/20174.50%2.73%0.47%103.504.73%
CrownCWNHASub Note14/09/20185.00%9.01%-2.70%93.4011.01%
CrownCWNHBSub Note23/07/20214.00%10.26%-0.70%78.0512.26%
Goodman GroupGMPPASub Note30/09/20183.90%4.18%0.27%100.306.18%
Bentham IMFIMFHABond30/06/20194.20%5.31%0.46%97.777.31%
Nat Aust BankNABHBSub Note II18/06/20172.75%1.47%0.07%102.203.47%
OriginORGHASub Note22/12/20164.00%6.38%0.84%99.808.38%
Suncorp MetwaySUNPDSub Note III21/11/20182.85%2.39%-0.15%101.104.39%
TabcorpTAHHBSub Bond22/03/20174.00%3.55%2.29%101.435.55%
TattsTTSHASnr. Bond5/07/20193.10%1.59%-0.39%105.103.59%
WestpacWBCHASub Note II23/08/20172.75%1.68%0.30%101.303.68%
WestpacWBCHBSub Note III22/08/20182.30%2.28%0.25%100.054.28%
WoolworthsWOWHCSub Note24/11/20163.25%2.65%0.52%100.314.65%
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ASX LISTED CONVERTIBLE NOTES

COMPANYCODEFACE
VALUE
MATURITYMONTH
HIGH
MONTH
LOW
MONTH
CLOSE
YTMSIZE ($m)
Aust FoundationAFIG$100.0028-Feb-17111.00109.00110.5010.85%$3.13 on 19 Aug 2016 (E)
Peet GroupPPCG$100.0016-Jun-16103.50102.25103.1717.15%$4.75 on 04 Jun 2016 (A)

ASX LISTED FIXED RATE BONDS

COMPANYCODETYPEMATURITYCOUPONMTH
HIGH
MTH
LOW
MTH
CLOSE
YTMNEXT DIV
AND EX
DATE
Heritage BSHBSHBSub. Bond20-Jun-177.25105.25104.20104.953.73%$1.813 on 9 Jun 2016 (E)
** 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

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