Semi Government

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04 Dec – 08 Dec 2017

Semi-government spreads were about 1.5bps tighter on average as the vast majority of spreads contracted as Commonwealth Government yields towards the short end of the curve increased. QTC June 2019s were favoured, as was its February 2020 line to a lesser degree.

There were no primary market transactions.

AUSTRALIAN SEMI GOVT BOND

ISSUERMATURITYCOUPON
(%)
ISSUE
SIZE
WEEK
HIGH
WEEK
LOW
CLOSING
YIELD
Δ WEEKΔ MONTH
NSWTC1-Feb-186.0045121.731.701.720.01-0.01
QTC21-Feb-186.0055621.701.681.700.00-0.01
ACTTREAS7-Jun-185.505501.761.751.750.02-0.04
NTTC20-Sep-184.755001.861.831.840.01-0.06
WATC23-Oct-183.7553861.831.811.830.020.00
TCV15-Nov-185.5039931.781.761.780.01-0.04
NSWTC20-Mar-193.5041031.861.811.830.02-0.03
NSWTC1-Apr-196.005211.791.741.760.02-0.02
QTC14-Jun-196.2530251.821.761.780.00-0.03
QTC21-Jun-194.0057971.921.861.880.01-0.04
SAFA6-Aug-194.7520001.911.861.880.02-0.04
WATC15-Oct-197.0044912.031.961.980.02-0.04
QTC21-Feb-206.2596862.071.981.99-0.01-0.06
NSWTC1-May-206.0060552.041.961.980.01-0.07
ACTTREAS22-May-204.255702.162.082.110.02-0.05
NSWTC1-Jun-206.001001.971.881.900.04-0.05
TASCORP15-Jun-206.006572.172.102.120.02-0.07
TCV15-Jun-206.0059822.072.002.020.01-0.06
WATC22-Jul-202.5044842.192.102.120.00-0.08
NSWTC8-Apr-214.0035112.192.102.120.01-0.09
SAFA20-May-215.0020452.232.152.160.00-0.10
QTC14-Jun-216.0011202.152.062.080.01-0.08
QTC21-Jun-215.5074182.262.172.19-0.01-0.09
WATC15-Jul-217.0033402.322.242.250.00-0.10
NTTC20-Sep-214.256502.422.332.360.01-0.08
NSWTC1-Mar-226.0056292.282.202.220.01-0.11
TASCORP8-Mar-224.257632.472.392.410.01-0.11
ACTTREAS11-Apr-224.255502.412.332.360.01-0.10
QTC21-Jul-226.0082082.412.332.350.00-0.11
SAFA22-Sep-221.5010002.472.392.400.00-0.15
TCV17-Oct-226.0061412.382.292.320.01-0.10
WATC20-Oct-222.7529392.542.452.470.00-0.14
NTTC21-Nov-222.505002.622.552.590.05-0.09
NSWTC20-Apr-234.0041782.452.362.380.00-0.14
NSWTC1-May-236.008892.342.242.270.01-0.13
QTC21-Jul-234.2580932.572.482.500.00-0.14
WATC16-Oct-236.0032742.632.542.56-0.01-0.16
SAFA20-Nov-234.2515202.642.552.56-0.01-0.16
NTTC15-Mar-246.006502.782.702.710.01-0.16
TASCORP11-Jun-244.007572.792.722.730.00-0.16
QTC22-Jul-245.7580242.692.602.620.00-0.17
WATC23-Jul-242.5020722.822.742.75-0.01-0.21
SAFA15-Aug-242.257502.772.692.700.00-0.19
NSWTC20-Aug-245.0063002.592.512.520.00-0.17
TCV17-Dec-245.5051472.632.552.570.00-0.15
SAFA16-Apr-252.7512502.862.782.80-0.01-0.21
QTC21-Jul-254.7566302.812.732.75-0.01-0.20
WATC23-Jul-255.0034202.872.792.80-0.01-0.24
TASCORP19-Feb-263.255903.032.942.960.00-0.21
NTTC15-Mar-266.006503.012.922.940.00-0.20
NSWTC20-May-264.0026232.792.702.72-0.01-0.20
SAFA20-Jul-263.0010003.012.932.95-0.01-0.23
QTC21-Jul-263.2546462.962.872.89-0.01-0.22
TCV17-Nov-265.5039272.832.742.760.00-0.19
NSWTC20-May-273.0022042.932.842.86-0.01-0.22
QTC20-Aug-272.7515003.082.993.01-0.01-0.23
SAFA20-Sep-273.0015003.203.113.12-0.02-0.25
WATC21-Oct-273.0010583.012.922.94-0.01-0.24
NSWTC20-Mar-283.0018783.173.083.10-0.01-0.24
QTC21-Jul-283.2510003.133.043.06-0.01-0.25
TCV20-Oct-283.0014013.072.983.00-0.01-0.22
NSWTC20-Apr-293.0011003.133.043.06-0.01-0.23
NSWTC1-May-306.003633.113.023.04-0.01-0.23
NSWTC20-Feb-303.006963.223.133.15-0.01-0.23
QTC21-Aug-303.5017503.363.273.29-0.01-0.26
TCV20-Nov-304.753213.223.133.15-0.01-0.23
TCV20-Dec-324.253843.363.273.29-0.01-0.24
QTC14-Mar-336.5012103.413.323.33-0.01-0.26
NTTC21-Nov-204.101553.993.973.980.00n/a
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