22 Feb – 26 Feb 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 162500-1.008.008/04/162.3242.325
SAFA20 May 1620003.520.020/05/162.2822.283
WATC25 Jun 1619703.03.029/03/162.3282.240
QTC19 Sep 1625750.08.021/03/162.3292.153
QTC06 Mar 1723805.09.007/03/162.3382.052
WATC27 Mar 1712046.08.029/03/162.3282.044
WATC12 Dec 1765014.012.014/03/162.3321.972
WATC21 May 18148014.511.023/05/162.2781.962
NSWTC20 Sep 1812500.03.021/03/162.3291.968
QTC19 Nov 1885015.06.019/05/162.2831.970
SAFA10 Dec 18200012.07.510/03/162.3351.971
WATC18 Mar 1925019.5022.018/03/162.3301.981
WATC19 Nov 19149921.0021.019/05/162.2832.105
SAFA24 Feb 20200020.0020.024/05/162.2772.153
NSWTC08 Oct 2019003.000.008/04/162.3242.190
NSWTC24 Feb 2552016.010.024/05/162.2762.458

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

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