29 Feb – 04 Mar 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
NSWTC8-Apr-162500-1.08.008/04/162.3592.359
SAFA20-May-1620003.520.020/05/162.3372.338
WATC25-Jun-1619703.03.029/03/162.3592.308
QTC19-Sep-1625750.08.021/03/162.3602.242
QTC6-Mar-1723805.09.006/06/162.3222.172
WATC27-Mar-1712043.08.029/03/162.3592.164
WATC12-Dec-176509.012.014/03/162.3602.108
WATC21-May-18148010.011.023/05/162.3342.103
NSWTC20-Sep-1812500.03.021/03/162.3602.110
QTC19-Nov-1885015.06.019/05/162.3382.113
SAFA10-Dec-18200012.07.510/03/162.3602.115
WATC18-Mar-1925012.022.018/03/162.3602.123
WATC19-Nov-19149921.021.019/05/162.3382.246
SAFA24-Feb-20200020.020.024/05/162.3342.295
NSWTC8-Oct-2019003.00.008/04/162.3592.335
NSWTC24-Feb-2552016.010.024/05/162.3332.607

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

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