26 Apr – 29 Apr 2016

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The median trading margin for ASX-listed floating rate notes and bonds rose to 2.21%, up from the previous 2.16%. Suncorp’s Notes II (ASX code: SUNPD) and Australian Unity Bonds (ASX code: AYUHB) remain the standouts, although for diametrically opposed reasons.

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ASX LISTED FLOATING RATE NOTES

COMPANY
$100
Face Val
CODEBOND
TYPE
MATURITYISSUE
MARGIN
TRADING
MARGIN
Δ WEEKWEEK
CLOSE
YTM
Est**
AGLAGLHASub Note8/06/20193.80%3.03%-0.01%103.005.18%
AMPAMPHASub Note II18/12/20182.65%2.21%0.15%101.604.36%
ANZ Banking GroupANZHASub Note II14/06/20172.75%1.36%-0.22%102.013.51%
APT PipelinesAQHHASub Note31/03/20184.50%2.84%-0.33%103.504.99%
Australian UnityAYUHBBond15/12/20202.80%2.01%0.14%103.504.16%
ColonialCNGHASub Note31/03/20173.25%2.05%0.05%101.454.20%
CaltexCTXHASub Note15/09/20174.50%2.26%-0.35%103.754.41%
CrownCWNHASub Note14/09/20185.00%11.71%-0.28%87.5013.86%
CrownCWNHBSub Note23/07/20214.00%10.96%-0.21%75.2013.11%
Goodman GroupGMPPASub Note30/09/20183.90%3.92%-0.31%100.406.07%
Bentham IMFIMFHABond30/06/20194.20%4.85%0.22%98.507.00%
Nat Aust BankNABHBSub Note II18/06/20172.75%1.40%-0.16%102.003.55%
OriginORGHASub Note22/12/20164.00%5.54%-0.34%99.657.69%
Suncorp MetwaySUNPDSub Note III21/11/20182.85%2.54%0.01%101.604.69%
TabcorpTAHHBSub Bond22/03/20174.00%1.26%0.02%102.993.41%
TattsTTSHASnr. Bond5/07/20193.10%1.98%-0.17%103.614.13%
WestpacWBCHASub Note II23/08/20172.75%1.39%-0.13%102.573.54%
WestpacWBCHBSub Note III22/08/20182.30%2.03%-0.09%101.354.18%
WoolworthsWOWHCSub Note24/11/20163.25%2.13%0.06%101.534.28%

ASX LISTED CONVERTIBLE NOTES

COMPANYCODEFACE
VALUE
MATURITYWEEK
HIGH
WEEK
LOW
WEEK
CLOSE
YTMSIZE
($m)
Aust FoundationAFIG$100.0028/02/2017109.50108.60109.009.97%$3.13 on 19 Aug 2016 (E)
Peet GroupPPCG$100.0016/06/20160.000.00103.0011.61%$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%105.00104.30104.303.86%$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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