29 Mar – 01 Apr 2016

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SAFA announced it had completed its revised $1.5 billion term financing programme for 2015-16. SAFA has some FRNs on issue which are approaching maturity in May and it stated it will not be buying back any of them back prior to maturity.

Yields dropped in the semi segment of the bond market, following their Commonwealth counterparts down as bond yields fell globally on the back of Janet Yellen’s latest speech. Spreads to ACGBs contracted in most sectors of the non-government bond markets and this was also true of the semis segment. Spreads came in at both the short and long ends of the curve but more so at the long end as semis’ yields fell further.

semigov-1apr16
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AUST SEMI GOVT BOND

ISSUERMATURITYCOUPON
(%)
ISSUE
SIZE
WEEK
HIGH
WEEK
LOW
CLOSING
YIELD
Δ WEEKΔ MONTH
QTC21-Apr-166.0052932.262.252.2600.05
WATC8-Jun-163.0032432.172.172.1700.04
TCV15-Nov-165.7533602.152.142.150.010.07
NTTC20-Nov-165.755002.32.292.300.04
NSWTC20-Feb-174.0045172.12.082.0900.09
NSWTC1-Mar-175.507472.042.022.02-0.010.08
WATC15-Jul-178.0051022.212.172.200.18
QTC14-Sep-176.0012472.052.022.04-0.010.16
SAFA20-Sep-175.7524032.172.142.1700.17
TASCORP20-Sep-175.009802.192.152.18-0.010.15
QTC21-Sep-173.5061092.172.142.16-0.010.15
NTTC17-Nov-174.755002.232.192.2200.17
TCV17-Nov-173.5028172.132.12.1300.18
NSWTC1-Feb-186.0056502.051.992.04-0.010.18
QTC21-Feb-186.0064772.182.112.15-0.020.19
ACTTREAS7-Jun-185.505502.182.112.15-0.020.18
NTTC20-Sep-184.755002.282.222.24-0.030.19
WATC23-Oct-183.7537472.292.222.26-0.040.19
TCV15-Nov-185.5043462.162.082.12-0.040.17
NSWTC20-Mar-193.5044022.152.062.09-0.050.21
NSWTC1-Apr-196.00n/a2.071.982.01-0.060.21
QTC14-Jun-196.25n/a2.162.072.1-0.060.18
QTC21-Jun-194.0055232.32.212.25-0.060.18
SAFA6-Aug-194.7520002.292.22.24-0.050.18
WATC15-Oct-197.0037542.372.272.31-0.060.16
QTC21-Feb-206.2596862.372.272.31-0.070.16
NSWTC1-May-206.0061312.222.122.16-0.060.21
ACTTREAS22-May-204.255702.372.272.29-0.090.19
NSWTC1-Jun-206.001942.122.022.05-0.070.23
TASCORP15-Jun-206.006022.412.312.34-0.080.17
TCV15-Jun-206.0061852.262.172.2-0.060.18
NSWTC8-Apr-214.0025672.332.252.28-0.060.18
SAFA20-May-215.0020442.542.452.48-0.060.13
QTC14-Jun-216.0016012.382.282.32-0.070.14
QTC21-Jun-215.5064162.542.452.48-0.060.15
WATC15-Jul-217.0035732.62.512.54-0.060.13
NTTC20-Sep-214.256502.612.222.560.260.14
NSWTC1-Mar-226.0062052.42.322.36-0.070.12
TASCORP8-Mar-224.255652.662.572.6-0.080.09
ACT TREAS11-Apr-224.255502.582.492.53-0.070.1
QTC21-Jul-226.0075582.662.572.6-0.080.08
TCV17-Oct-226.0059952.492.42.44-0.060.09
NSWTC20-Apr-234.0036782.572.472.51-0.070.13
NSWTC1-May-236.0011802.452.352.39-0.070.13
QTC21-Jul-234.2555682.812.712.75-0.080.06
WATC16-Oct-236.0024272.92.82.83-0.070.06
SAFA20-Nov-234.257702.822.722.75-0.070.05
NTTC15-Mar-246.006502.872.792.83-0.060.09
TASCORP11-Jun-244.005502.892.82.84-0.060.07
QTC22-Jul-245.7565852.92.82.83-0.080.07
NSWTC20-Aug-245.0061192.652.562.59-0.070.11
TCV17-Dec-245.5048712.692.62.64-0.060.09
SAFA16-Apr-252.75125032.892.92-0.090.05
QTC21-Jul-254.7520603.012.92.93-0.090.06
WATC23-Jul-255.0010413.12.993.02-0.080.07
TASCORP19-Feb-263.253003.12.983-0.110.04
NTTC15-Mar-266.006503.052.942.97-0.090.06
QTC21-Jul-263.2528503.123.013.04-0.110.02
TCV17-Nov-265.5033672.832.742.78-0.070.08
NSWTC1-May-306.003623.13.013.05-0.060.13
TCV20-Dec-324.253393.33.223.25-0.060.12
QTC14-Mar-336.507253.513.433.47-0.050.12

Issues underlined are guaranteed by the Commonwealth Government

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