21 Mar – 24 Mar 2016

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The median ASX-listed floating rate note and bond margin fell during the week to finish at 2.70%, down from 2.80%. The biggest trading margin falls came from APA Group subordinated notes and Tatts senior bonds, while the margin on Origin notes continues to fall on the expectation of a December redemption.

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COMPANY
$100
Face Val
CODEBOND
TYPE
MATURITYISSUE
MARGIN
TRADING
MARGIN
Δ WEEKWEEK
CLOSE
YTM
Est**
AGLAGLHASub Note8/06/20193.80%3.57%0.17%100.905.87%
AMPAMPHASub Note II18/12/20182.65%2.31%0.15%100.904.61%
ANZ Banking GroupANZHASub Note II14/06/20172.75%1.80%0.06%101.144.10%
APT PipelinesAQHHASub Note31/03/20184.50%3.29%-0.40%102.155.59%
Australian UnityAYUHABond14/04/20163.55%11.45%3.32%100.7513.75%
ColonialCNGHASub Note31/03/20173.25%1.54%-0.40%101.553.84%
CaltexCTXHASub Note15/09/20174.50%2.70%-0.28%102.685.00%
CrownCWNHASub Note14/09/20185.00%11.39%0.05%87.0013.69%
CrownCWNHBSub Note23/07/20214.00%10.69%-0.20%75.2012.99%
Goodman GroupGMPPASub Note30/09/20183.90%4.76%0.03%97.907.06%
Bentham IMFIMFHABond30/06/20194.20%5.01%0.04%99.007.31%
Nat Aust BankNABHBSub Note18/06/20172.75%1.85%0.08%101.124.15%
OriginORGHASub Note22/12/20164.00%5.57%-0.26%98.917.87%
Suncorp MetwaySUNPDSub Note II21/11/20182.85%2.61%-0.38%101.004.91%
TabcorpTAHHBSub Bond22/03/20174.00%2.97%0.60%101.005.27%
TattsTTSHASnr. Bond5/07/20193.10%1.09%-0.72%106.003.39%
WestpacWBCHASub Note23/08/20172.75%1.81%-0.02%101.654.11%
WestpacWBCHBSub Note II22/08/20182.30%2.67%0.01%99.514.97%
WoolworthsWOWHCSub Note24/11/20163.25%1.77%-0.37%101.364.07%

ASX LISTED CONVERTIBLE NOTES

COMPANYCODEFACE
VALUE
MATURITYWEEK
HIGH
WEEK
LOW
WEEK
CLOSE
YTMSIZE
($m)
Aust FoundationAFIG$100.0028/02/2017110.26110.14110.147.52%$3.13 on 19 Aug 2016 (E)
Peet GroupPPCG$100.0016/06/20160.000.000.0015.84%$4.75 on 04 Jun 2016 (A)

ASX LISTED FIXED RATE BONDS

COMPANYCODETYPEMATURITYCOUPONWEEK
HIGH
WEEK
LOW
WEEK
CLOSE
YTMNEXT DIV
AND EX
DATE
Heritage BSHBSHBSnr Bond20/06/20177.25%103.80103.20103.354.33%$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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