02 May – 06 May 2016

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There were no bond issues from the state governments during the week.

Yields in the semi government market continued to follow Commonwealth counterparts down again this week. Spreads were modestly higher overall, but this masked the slightly tighter spreads at the short end and the slightly wider spreads at the long end, which is possibly an indication of investor shopping for higher yielding short-dated paper but without moving away from high quality AAA and AA issuers.

semi-gov-bonds-6may
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AUST SEMI GOVT BOND

ISSUERMATURITYCOUPON
(%)
ISSUE
SIZE
WEEK
HIGH
WEEK
LOW
CLOSING
YIELD
Δ WEEKΔ MONTH
WATC8-Jun-163.0032432.091.811.83-0.26-0.34
TCV15-Nov-165.7533602.091.821.82-0.27-0.34
NTTC20-Nov-165.755002.221.951.95-0.26-0.34
NSWTC20-Feb-174.0045171.961.731.73-0.21-0.36
NSWTC1-Mar-175.507471.891.681.68-0.21-0.34
WATC15-Jul-178.0051022.051.801.80-0.25-0.40
QTC14-Sep-176.0012471.901.651.65-0.24-0.39
SAFA20-Sep-175.7524032.031.781.78-0.24-0.39
TASCORP20-Sep-175.009802.051.801.80-0.24-0.38
QTC21-Sep-173.5061092.021.761.76-0.25-0.40
NTTC17-Nov-174.755002.081.831.83-0.24-0.39
TCV17-Nov-173.5028171.991.741.74-0.24-0.40
NSWTC1-Feb-186.0056501.961.671.67-0.28-0.37
QTC21-Feb-186.0064772.021.741.74-0.27-0.41
ACTTREAS7-Jun-185.505502.051.771.77-0.27-0.38
NTTC20-Sep-184.755002.151.871.87-0.27-0.37
WATC23-Oct-183.7537472.131.851.85-0.27-0.41
TCV15-Nov-185.5043462.021.731.73-0.28-0.39
NSWTC20-Mar-193.5044022.001.711.71-0.28-0.38
NSWTC1-Apr-196.00n/a1.921.631.63-0.28-0.38
QTC14-Jun-196.25n/a2.011.711.71-0.28-0.39
QTC21-Jun-194.0055232.141.851.85-0.28-0.40
SAFA6-Aug-194.7520002.131.841.84-0.29-0.40
WATC15-Oct-197.0037542.201.911.91-0.29-0.40
QTC21-Feb-206.2596862.231.941.94-0.28-0.37
NSWTC1-May-206.0061312.091.801.80-0.27-0.36
ACTTREAS22-May-204.255702.231.951.95-0.28-0.34
NSWTC1-Jun-206.001941.991.711.71-0.28-0.35
TASCORP15-Jun-206.006022.271.981.98-0.28-0.35
TCV15-Jun-206.0061852.121.831.83-0.28-0.37
NSWTC8-Apr-214.0025672.221.961.96-0.26-0.33
SAFA20-May-215.0020442.382.092.09-0.28-0.39
QTC14-Jun-216.0016012.241.971.97-0.26-0.34
QTC21-Jun-215.5064162.392.132.13-0.26-0.36
WATC15-Jul-217.0035732.452.182.18-0.27-0.36
NTTC20-Sep-214.256502.482.212.21-0.26-0.35
NSWTC1-Mar-226.0062052.322.062.06-0.26-0.29
TASCORP8-Mar-224.255652.532.262.26-0.26-0.33
ACT TREAS11-Apr-224.255502.492.232.23-0.24-0.30
QTC21-Jul-226.0075582.532.282.28-0.25-0.32
TCV17-Oct-226.0059952.392.132.13-0.26-0.31
NSWTC20-Apr-234.0036782.482.232.23-0.25-0.28
NSWTC1-May-236.0011802.362.112.11-0.25-0.28
QTC21-Jul-234.2555682.722.462.46-0.25-0.29
WATC16-Oct-236.0024272.792.542.54-0.25-0.30
SAFA20-Nov-234.257702.722.472.47-0.24-0.28
NTTC15-Mar-246.006502.812.572.57-0.24-0.26
TASCORP11-Jun-244.005502.812.562.56-0.24-0.28
QTC22-Jul-245.7565852.802.562.56-0.24-0.27
NSWTC20-Aug-245.0061192.572.332.33-0.24-0.26
TCV17-Dec-245.5048712.602.352.35-0.25-0.28
SAFA16-Apr-252.7512502.922.692.69-0.23-0.23
QTC21-Jul-254.7520602.922.692.69-0.23-0.25
WATC23-Jul-255.0010413.002.772.77-0.23-0.26
TASCORP19-Feb-263.253002.992.762.76-0.23-0.24
NTTC15-Mar-266.006502.962.742.74-0.22-0.23
QTC21-Jul-263.2528503.022.792.79-0.22-0.25
TCV17-Nov-265.5033672.742.512.51-0.23-0.27
NSWTC1-May-306.003622.992.772.77-0.21-0.27
TCV20-Dec-324.253393.202.972.97-0.22-0.28
QTC14-Mar-336.507253.413.183.18-0.22-0.29

Issues underlined are guaranteed by the Commonwealth Government

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