March 2016

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AUST SEMI GOVT BONDS-FLOATING RATE NOTES

 MATURITYISSUE
SIZE ($m)
TRADING
MARGIN (bps)
COUPON
MARGIN (bps)
NEXT
PAYMENT
DATE
RESET
RATE
SWAP RATE
NSWTC08 Apr 162500-1.08.008/04/162.3202.321
SAFA20 May 1620003.520.020/05/162.3042.305
WATC25 Jun 1619702.03.027/06/162.2872.288
QTC19 Sep 1625750.08.020/06/162.2892.232
QTC06 Mar 1723804.09.006/06/162.2942.168
WATC27 Mar 1712043.08.028/06/162.2862.158
WATC12 Dec 176509.012.014/06/162.2912.099
WATC21 May 18148010.011.023/05/162.3022.088
NSWTC20 Sep 1812500.03.020/06/162.2892.090
QTC19 Nov 1885015.06.019/05/162.3042.092
SAFA10 Dec 18200012.07.510/06/162.2932.092
WATC18 Mar 1925012.022.020/06/162.2892.095
WATC19 Nov 19149921.021.019/05/162.3042.211
SAFA24 Feb 20200020.020.024/05/162.3012.260
NSWTC08 Oct 2019003.00.008/04/162.3202.307
WATC10 Mar 2175030.030.010/06/162.2932.328
NSWTC24 Feb 2552016.010.024/05/162.3012.551

FRNs pay quarterly interest with the rate reset each quarterly payment date.

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