01 Aug – 05 Aug 2016

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Semi spreads fell slightly across the curve although QTC September 2017 was the exception, which is curious given QTC’s policy of buying back this series and rolling out to July 2025s.

Semi-government bond issuance evaporated this week and there were no bond issues at all.

semi-bond-5aug

AUST SEMI GOVT BOND

ISSUERMATURITYCOUPON
(%)
ISSUE
SIZE
WEEK
HIGH
WEEK
LOW
CLOSING
YIELD
Δ WEEKΔ MONTH
TCV15-Nov-165.7532661.741.681.68-0.09-0.12
NTTC20-Nov-165.755001.841.791.79-0.07-0.16
NSWTC20-Feb-174.0036301.681.601.61-0.10-0.13
NSWTC1-Mar-175.506871.621.541.54-0.10-0.13
WATC15-Jul-178.0054591.671.631.64-0.06-0.11
QTC14-Sep-176.0010381.581.541.55-0.06-0.12
SAFA20-Sep-175.7524031.661.611.62-0.07-0.13
TASCORP20-Sep-175.009801.671.631.65-0.06-0.13
QTC21-Sep-173.5048231.651.611.62-0.06-0.12
NTTC17-Nov-174.755001.711.661.68-0.06-0.13
TCV17-Nov-173.5028251.651.601.62-0.06-0.13
NSWTC1-Feb-186.0046701.581.531.57-0.04-0.09
QTC21-Feb-186.0055621.621.571.61-0.04-0.09
ACTTREAS7-Jun-185.505501.681.641.67-0.04-0.11
NTTC20-Sep-184.755001.741.691.73-0.04-0.12
WATC23-Oct-183.7550701.731.671.73-0.03-0.10
TCV15-Nov-185.5040131.631.571.60-0.05-0.10
NSWTC20-Mar-193.5046721.581.531.57-0.04-0.10
NSWTC1-Apr-196.005491.501.441.49-0.04-0.10
QTC14-Jun-196.2530401.551.491.54-0.04-0.13
QTC21-Jun-194.0057831.681.621.67-0.04-0.13
SAFA6-Aug-194.7520001.711.651.70-0.04-0.12
WATC15-Oct-197.0041731.781.731.77-0.04-0.13
QTC21-Feb-206.2596861.741.671.73-0.03-0.12
NSWTC1-May-206.0062081.631.561.62-0.03-0.10
ACTTREAS22-May-204.255701.751.661.72-0.06-0.14
NSWTC1-Jun-206.001061.541.471.53-0.03-0.10
TASCORP15-Jun-206.006541.791.731.78-0.03-0.11
TCV15-Jun-206.0062081.651.581.64-0.03-0.10
NSWTC8-Apr-214.0034311.721.641.70-0.03-0.08
SAFA20-May-215.0020441.901.821.87-0.03-0.10
QTC14-Jun-216.0015431.731.641.71-0.02-0.08
QTC21-Jun-215.5069781.881.801.86-0.02-0.08
WATC15-Jul-217.0034111.981.911.96-0.03-0.10
NTTC20-Sep-214.256501.961.881.94-0.02-0.10
NSWTC1-Mar-226.0058041.801.711.78-0.01-0.06
TASCORP8-Mar-224.257131.991.901.97-0.01-0.09
ACT TREAS11-Apr-224.255501.931.841.91-0.01-0.10
QTC21-Jul-226.0082082.001.921.98-0.03-0.09
TCV17-Oct-226.0061351.851.761.82-0.02-0.09
NSWTC20-Apr-234.0042231.931.831.87-0.02-0.09
NSWTC1-May-236.0010181.811.711.75-0.03-0.09
QTC21-Jul-234.2578932.162.062.10-0.03-0.09
WATC16-Oct-236.0036772.312.202.25-0.02-0.09
SAFA20-Nov-234.2515202.192.082.13-0.02-0.13
NTTC15-Mar-246.006502.252.132.18-0.01-0.11
TASCORP11-Jun-244.006672.242.122.17-0.01-0.10
QTC22-Jul-245.7579662.252.142.19-0.01-0.09
NSWTC20-Aug-245.0063232.041.921.97-0.01-0.09
TCV17-Dec-245.5048892.051.941.99-0.01-0.10
SAFA16-Apr-252.7512502.392.272.32-0.01-0.11
QTC21-Jul-254.7559342.372.252.29-0.02-0.07
WATC23-Jul-255.0030592.512.392.44-0.01-0.08
TASCORP19-Feb-263.254452.462.332.390.00-0.08
NTTC15-Mar-266.006502.412.282.340.00-0.08
QTC21-Jul-263.2536002.472.352.40-0.01-0.07
TCV17-Nov-265.5037182.212.082.13-0.01-0.08
WATC21-Oct-273.007002.742.612.660.00-0.08
QTC21-Jul-283.2510002.652.512.570.00-0.05
NSWTC1-May-306.003822.412.272.330.00-0.10
TCV20-Dec-324.253612.652.502.570.02-0.09
QTC14-Mar-336.5012102.872.702.780.03-0.05
Issues underlined are guaranteed by the Commonwealth Government