01 June – 05 June 2015

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AUST SEMI GOVT BONDS - FLOATING RATE NOTES

 MATURITYISSUE SIZE ($m)TRADING MARGIN (bps)COUPON MARGIN (bps)NEXT PAYMENT DATERESET RATESWAP RATE
NSWTC24-Aug-152500-1024/08/20152.1612.162
NSWTC8-Apr-162500-388/07/20152.1652.104
SAFA20-May-16200022022/08/20152.1612.093
WATC25-Jun-1619703325/06/20152.1632.086
QTC19-Sep-162575-1819/06/20152.1612.089
QTC6-Mar-172380097/09/20152.1552.131
WATC27-Mar-1712044829/06/20152.1632.138
WATC12-Dec-176504.51212/06/20152.1602.248
WATC21-May-18148061121/08/20152.1622.324
NSWTC20-Sep-181250-2322/06/20152.1622.403
QTC19-Nov-188503619/08/20152.1632.444
SAFA10-Dec-18200047.510/09/20152.1542.459
WATC19-Nov-191499102119/08/20152.1632.657
SAFA24-Feb-20200062024/08/20152.1612.700
NSWTC8-Oct-201900008/07/20152.1652.795
FRNs pay quarterly interest with the rate reset each quarterly payment date.