24 Aug – 28 Aug 2015

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Yields for ACGBs and semis rose and semi spreads to ACGBs widened last week as markets worried about risk. 2020 spreads widened by 2-3bps while 2024 spreads were 0-3bps wider.

There were no semi-government bond issues last week.

semi-goverment-28aug
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AUST SEMI GOVT BONDS

ISSUERMATURITYCOUPON
(%)
ISSUE
SIZE
WEEK
HIGH
WEEK
LOW
CLOSING
YIELD
Δ WEEKΔ MONTH
QTC14-Oct-156.006532.042.022.040.00-0.01
NTTC20-Oct-156.255002.132.132.13-0.02-0.04
QTC21-Oct-156.0050752.092.082.09-0.01-0.04
TCV10-Nov-152.7511902.052.032.030.01-0.01
NSWTC1-Apr-166.0043802.001.972.00-0.05-0.02
QTC21-Apr-166.0052932.042.012.04-0.04-0.07
WATC8-Jun-163.0032432.052.012.05-0.03-0.06
TCV15-Nov-165.7533601.971.951.96-0.06-0.05
NTTC20-Nov-165.755002.102.072.10-0.03-0.08
NSWTC20-Feb-174.0045171.951.901.95-0.03-0.04
NSWTC1-Mar-175.50n/a1.881.831.88-0.04-0.04
WATC15-Jul-178.0051022.011.952.01-0.02-0.08
QTC14-Sep-176.00n/a1.921.851.92-0.02-0.07
SAFA20-Sep-175.7524032.031.972.03-0.02-0.07
TASCORP20-Sep-175.009802.051.982.05-0.02-0.07
QTC21-Sep-173.5061092.041.982.04-0.03-0.07
NTTC17-Nov-174.755002.072.012.07-0.02-0.06
TCV17-Nov-173.5028171.991.931.99-0.02-0.07
NSWTC1-Feb-186.0056501.961.881.960.00-0.06
QTC21-Feb-186.0064772.071.982.070.00-0.07
ACTTREAS7-Jun-185.505502.061.972.060.00-0.06
NTTC20-Sep-184.755002.172.072.170.01-0.07
WATC23-Oct-183.7537472.182.082.180.03-0.06
TCV15-Nov-185.5043462.051.962.05-0.01-0.10
NSWTC20-Mar-193.5044022.112.002.110.02-0.06
NSWTC1-Apr-196.00n/a2.011.912.010.01-0.07
QTC14-Jun-196.25n/a2.112.002.110.02-0.03
QTC21-Jun-194.0055232.252.152.250.01-0.07
SAFA6-Aug-194.7520002.252.142.250.02-0.09
WATC15-Oct-197.0037542.312.202.310.03-0.06
QTC21-Feb-206.2596862.402.262.400.05-0.03
NSWTC1-May-206.0061312.292.152.290.05-0.04
ACTTREAS22-May-204.255702.392.252.390.05-0.04
NSWTC1-Jun-206.00n/a2.152.002.150.06-0.02
TASCORP15-Jun-206.006022.422.292.420.05-0.04
TCV15-Jun-206.0061852.312.182.310.05-0.05
NSWTC8-Apr-214.0025672.492.322.490.08-0.03
SAFA20-May-215.0020442.632.472.630.08-0.04
QTC14-Jun-216.00n/a2.472.302.470.09-0.01
QTC21-Jun-215.5064162.652.482.650.08-0.02
WATC15-Jul-217.0035732.712.532.710.110.00
NTTC20-Sep-214.256502.742.572.740.490.45
NSWTC1-Mar-226.0062052.642.452.640.11-0.01
TASCORP8-Mar-224.255652.812.592.810.15-0.04
ACT TREAS11-Apr-224.255502.772.542.770.14-0.06
QTC21-Jul-226.0075582.842.652.840.11-0.02
TCV17-Oct-226.0059952.722.532.720.12-0.01
NSWTC20-Apr-234.0036782.832.622.830.13-0.03
NSWTC1-May-236.00n/a2.712.492.710.12-0.03
QTC21-Jul-234.2555683.042.823.040.13-0.04
WATC16-Oct-236.0024273.062.853.060.12-0.03
SAFA20-Nov-234.257703.072.863.070.12-0.04
NTTC15-Mar-246.006503.132.903.130.16-0.01
TASCORP11-Jun-244.005503.152.913.150.15-0.01
QTC22-Jul-245.7565853.162.933.160.16-0.02
NSWTC20-Aug-245.0061192.962.742.960.14-0.03
TCV17-Dec-245.5048712.982.752.980.15-0.03
QTC21-Jul-254.7520603.273.023.270.17-0.05
WATC23-Jul-255.0010413.323.073.320.17-0.03
TASCORP19-Feb-263.253003.373.113.370.183.37
NTTC15-Mar-266.006503.323.093.320.17-0.04
TCV17-Nov-265.5033673.152.923.150.16-0.05
NSWTC1-May-306.003623.383.143.380.17-0.06
TCV20-Dec-324.25n/a3.583.343.580.17-0.05
QTC14-Mar-336.507253.743.493.740.18-0.05

Issues underlined are guaranteed by the Commonwealth Government

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