May 2016

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semi-yieldreport-may16
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[private role=’subscriber’]

AUST SEMI GOVT BONDS

ISSUERMATURITYCOUPON
(%)
ISSUE SIZEMONTH
HIGH
MONTH
LOW
CLOSING
YIELD
Δ MONTHΔ 2 MONTH
WATC8-Jun-163.0019932.091.751.80-0.29-0.37
TCV15-Nov-165.7530142.091.801.81-0.28-0.34
NTTC20-Nov-165.755002.221.931.95-0.27-0.35
NSWTC20-Feb-174.0035341.961.731.83-0.11-0.25
NSWTC1-Mar-175.507351.891.681.77-0.12-0.25
WATC15-Jul-178.0055342.051.791.88-0.17-0.30
QTC14-Sep-176.0012361.901.641.72-0.17-0.30
SAFA20-Sep-175.7524032.031.761.84-0.18-0.30
TASCORP20-Sep-175.009802.051.791.87-0.17-0.29
QTC21-Sep-173.5066552.021.751.82-0.19-0.32
NTTC17-Nov-174.755002.081.811.90-0.17-0.30
TCV17-Nov-173.5029271.991.731.79-0.19-0.30
NSWTC1-Feb-186.0051351.961.671.76-0.19-0.23
QTC21-Feb-186.0060622.021.731.83-0.19-0.28
ACTTREAS7-Jun-185.505502.051.761.89-0.16-0.22
NTTC20-Sep-184.755002.151.861.97-0.17-0.25
WATC23-Oct-183.7544742.131.831.93-0.19-0.29
TCV15-Nov-185.5040342.021.711.80-0.21-0.28
NSWTC20-Mar-193.5047052.001.691.79-0.21-0.27
NSWTC1-Apr-196.008581.921.621.71-0.21-0.27
QTC14-Jun-196.2532092.011.691.76-0.24-0.31
QTC21-Jun-194.0056142.141.821.89-0.24-0.32
SAFA6-Aug-194.7520002.131.821.90-0.22-0.30
WATC15-Oct-197.0035952.201.901.98-0.21-0.30
QTC21-Feb-206.2596862.231.911.96-0.26-0.31
NSWTC1-May-206.0058842.091.781.85-0.23-0.28
ACTTREAS22-May-204.255702.231.911.99-0.23-0.27
NSWTC1-Jun-206.001941.991.681.76-0.22-0.26
TASCORP15-Jun-206.006542.271.952.03-0.23-0.27
TCV15-Jun-206.0062142.121.801.87-0.24-0.30
NSWTC8-Apr-214.0030622.221.921.97-0.24-0.28
SAFA20-May-215.0020452.382.062.12-0.25-0.33
QTC14-Jun-216.0015912.241.941.96-0.27-0.33
QTC21-Jun-215.5068302.392.092.11-0.28-0.34
WATC15-Jul-217.0036712.452.152.18-0.27-0.32
NTTC20-Sep-214.256502.482.172.23-0.23-0.32
NSWTC1-Mar-226.0060032.322.012.08-0.24-0.23
TASCORP8-Mar-224.257132.532.212.30-0.23-0.27
ACTTREAS11-Apr-224.255502.492.172.24-0.23-0.25
QTC21-Jul-226.0075582.532.222.28-0.26-0.29
TCV17-Oct-226.0061392.392.072.15-0.24-0.25
NSWTC20-Apr-234.0041522.482.182.24-0.24-0.24
NSWTC1-May-236.0011532.362.062.12-0.24-0.23
QTC21-Jul-234.2571922.722.402.43-0.28-0.28
WATC16-Oct-236.0036092.792.482.53-0.26-0.27
SAFA20-Nov-234.2515202.722.412.46-0.25-0.26
NTTC15-Mar-246.006502.812.512.58-0.23-0.21
TASCORP11-Jun-244.006672.812.492.55-0.24-0.25
QTC22-Jul-245.7579662.802.502.53-0.27-0.27
NSWTC20-Aug-245.0063672.572.282.34-0.23-0.22
TCV17-Dec-245.5048272.602.302.36-0.24-0.25
SAFA16-Apr-252.7512502.922.632.68-0.24-0.21
QTC21-Jul-254.7555342.922.632.66-0.26-0.25
WATC23-Jul-255.0028583.002.712.76-0.24-0.23
TASCORP19-Feb-263.254052.992.712.77-0.21-0.21
NTTC15-Mar-266.006502.962.672.73-0.23-0.21
QTC21-Jul-263.252849.999873.022.742.79-0.22-0.23
TCV17-Nov-265.5037022.742.442.50-0.23-0.24
NSWTC1-May-306.003782.992.722.79-0.19-0.22
TCV20-Dec-324.253393.202.932.99-0.20-0.22
QTC14-Mar-336.509053.413.133.17-0.23-0.26

Issues underlined are guaranteed by the Commonwealth Government

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