30 May – 03 Jun 2016

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Apart from the new issue of a benchmark series from WATC, there was very little in the semi-government bond sector this week. Spreads were a tad wider as the small yield movements at the longer end of the ACGB yield were not translated into the semis market.

semi-yieldreport-3jun
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AUST SEMI GOVT BOND

ISSUERMATURITYCOUPON
(%)
ISSUE
SIZE
WEEK
HIGH
WEEK
LOW
CLOSING
YIELD
Δ WEEKΔ MONTH
WATC8-Jun-163.0032431.811.801.810.02-0.28
TCV15-Nov-165.7533601.811.801.810.01-0.28
NTTC20-Nov-165.755001.981.941.980.05-0.24
NSWTC20-Feb-174.0045171.831.791.820.04-0.13
NSWTC1-Mar-175.507471.771.731.760.04-0.13
WATC15-Jul-178.0051021.881.841.860.04-0.18
QTC14-Sep-176.0012471.721.681.700.04-0.19
SAFA20-Sep-175.7524031.841.811.820.03-0.19
TASCORP20-Sep-175.009801.871.851.850.01-0.19
QTC21-Sep-173.5061091.821.781.800.05-0.20
NTTC17-Nov-174.755001.901.871.890.04-0.17
TCV17-Nov-173.5028171.801.771.780.03-0.20
NSWTC1-Feb-186.0056501.771.741.740.03-0.21
QTC21-Feb-186.0064771.841.801.810.03-0.20
ACTTREAS7-Jun-185.505501.891.851.880.04-0.17
NTTC20-Sep-184.755001.971.921.920.00-0.22
WATC23-Oct-183.7537471.931.881.880.00-0.24
TCV15-Nov-185.5043461.801.761.760.00-0.25
NSWTC20-Mar-193.5044021.791.751.750.00-0.24
NSWTC1-Apr-196.00n/a1.711.671.670.01-0.25
QTC14-Jun-196.25n/a1.761.731.730.00-0.27
QTC21-Jun-194.0055231.891.861.860.00-0.28
SAFA6-Aug-194.7520001.901.851.85-0.01-0.27
WATC15-Oct-197.0037541.981.941.940.00-0.25
QTC21-Feb-206.2596861.971.931.930.00-0.29
NSWTC1-May-206.0061311.851.821.820.01-0.25
ACTTREAS22-May-204.255701.991.961.960.01-0.26
NSWTC1-Jun-206.001941.761.731.730.01-0.25
TASCORP15-Jun-206.006022.031.981.98-0.02-0.28
TCV15-Jun-206.0061851.871.831.83-0.01-0.29
NSWTC8-Apr-214.0025671.971.931.93-0.01-0.28
SAFA20-May-215.0020442.122.082.080.00-0.30
QTC14-Jun-216.0016011.961.921.92-0.03-0.31
QTC21-Jun-215.5064162.112.072.07-0.03-0.32
WATC15-Jul-217.0035732.182.152.15-0.02-0.30
NTTC20-Sep-214.256502.232.192.19-0.01-0.28
NSWTC1-Mar-226.0062052.082.042.040.00-0.28
TASCORP8-Mar-224.255652.302.232.23-0.02-0.30
ACT TREAS11-Apr-224.255502.242.212.210.02-0.26
QTC21-Jul-226.0075582.282.232.23-0.01-0.30
TCV17-Oct-226.0059952.152.092.09-0.01-0.30
NSWTC20-Apr-234.0036782.242.202.200.00-0.28
NSWTC1-May-236.0011802.122.082.080.00-0.28
QTC21-Jul-234.2555682.432.392.39-0.02-0.32
WATC16-Oct-236.0024272.532.492.49-0.01-0.30
SAFA20-Nov-234.257702.462.412.41-0.02-0.30
NTTC15-Mar-246.006502.582.522.52-0.01-0.29
TASCORP11-Jun-244.005502.552.492.49-0.03-0.30
QTC22-Jul-245.7565852.532.492.49-0.01-0.31
NSWTC20-Aug-245.0061192.342.302.300.01-0.26
TCV17-Dec-245.5048712.362.312.310.00-0.29
SAFA16-Apr-252.7512502.682.622.62-0.04-0.30
QTC21-Jul-254.7520602.662.602.60-0.04-0.32
WATC23-Jul-255.0010412.762.712.71-0.03-0.29
TASCORP19-Feb-263.253002.772.722.72-0.03-0.27
NTTC15-Mar-266.006502.732.672.67-0.02-0.29
QTC21-Jul-263.2528502.792.742.74-0.02-0.27
TCV17-Nov-265.5033672.502.452.45-0.02-0.29
NSWTC1-May-306.003622.792.732.73-0.02-0.25
TCV20-Dec-324.253392.992.942.94-0.02-0.25
QTC14-Mar-336.507253.173.113.11-0.03-0.30

Issues underlined are guaranteed by the Commonwealth Government

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