February 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 162500-1.08.008/04/162.3292.330
SAFA20 May 1620003.520.020/05/162.2932.294
WATC25 Jun 1619703.03.029/03/162.3322.255
QTC19 Sep 1625750.08.021/03/162.3312.171
QTC06 Mar 1723805.09.007/03/162.3362.073
WATC27 Mar 1712046.08.029/03/162.3322.064
WATC12 Dec 1765014.012.014/03/162.3311.995
WATC21 May 18148014.511.023/05/162.2891.982
NSWTC20 Sep 1812500.03.021/03/162.3311.982
QTC19 Nov 1885015.06.019/05/162.2941.982
SAFA10 Dec 18200012.07.510/03/162.3321.982
WATC18 Mar 1925019.522.018/03/162.3311.989
WATC19 Nov 19149921.021.019/05/162.2942.112
SAFA24 Feb 20200020.020.024/05/162.2882.160
NSWTC08 Oct 2019003.000.008/04/162.3292.202
NSWTC24 Feb 255201610.024/05/162.2872.482

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

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