31 Aug – 04 Sep 2015

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Yields for ACGBs and semis both fell but semi-spreads widened as investors made plain their preference for Federal Government paper. Non-AAA semis saw spreads widen further. In general, 2020 spreads widened by 1-3bps while 2024 widened by 4-5bps.

There were no semi-government bond issues last week.

semi-gov-bonds-4sep
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AUST SEMI GOVT BONDS

ISSUERMATURITYCOUPON
(%)
ISSUE
SIZE
WEEK
HIGH
WEEK
LOW
CLOSING
YIELD
Δ WEEKΔ MONTH
QTC14-Oct-156.006532.042.022.03-0.01-0.04
NTTC20-Oct-156.255002.142.122.140.01-0.04
QTC21-Oct-156.0050752.102.082.090.00-0.04
TCV10-Nov-152.7511902.052.042.050.01-0.01
NSWTC1-Apr-166.0043801.991.981.99-0.01-0.09
QTC21-Apr-166.0052932.042.022.03-0.01-0.11
WATC8-Jun-163.0032432.042.022.03-0.01-0.09
TCV15-Nov-165.7533601.951.941.95-0.01-0.10
NTTC20-Nov-165.755002.102.082.09-0.01-0.11
NSWTC20-Feb-174.0045171.951.911.93-0.02-0.12
NSWTC1-Mar-175.50n/a1.881.851.87-0.01-0.13
WATC15-Jul-178.0051022.001.961.96-0.05-0.21
QTC14-Sep-176.00n/a1.911.861.86-0.06-0.20
SAFA20-Sep-175.7524032.011.971.97-0.06-0.20
TASCORP20-Sep-175.009802.042.002.00-0.05-0.21
QTC21-Sep-173.5061092.031.991.99-0.05-0.20
NTTC17-Nov-174.755002.062.022.02-0.05-0.20
TCV17-Nov-173.5028171.991.951.95-0.05-0.19
NSWTC1-Feb-186.0056501.951.901.90-0.06-0.22
QTC21-Feb-186.0064772.062.022.02-0.05-0.20
ACTTREAS7-Jun-185.505502.062.012.01-0.05-0.20
NTTC20-Sep-184.755002.152.112.11-0.06-0.21
WATC23-Oct-183.7537472.172.132.14-0.05-0.20
TCV15-Nov-185.5043462.021.981.98-0.06-0.26
NSWTC20-Mar-193.5044022.102.052.05-0.05-0.21
NSWTC1-Apr-196.00n/a2.001.961.96-0.05-0.22
QTC14-Jun-196.25n/a2.112.062.06-0.05-0.18
QTC21-Jun-194.0055232.252.202.22-0.03-0.18
SAFA6-Aug-194.7520002.242.192.21-0.04-0.20
WATC15-Oct-197.0037542.312.262.28-0.03-0.17
QTC21-Feb-206.2596862.392.342.35-0.05-0.18
NSWTC1-May-206.0061312.272.232.23-0.06-0.19
ACTTREAS22-May-204.255702.382.332.33-0.06-0.19
NSWTC1-Jun-206.00n/a2.132.052.10-0.05-0.18
TASCORP15-Jun-206.006022.412.372.37-0.06-0.19
TCV15-Jun-206.0061852.302.252.25-0.06-0.21
NSWTC8-Apr-214.0025672.472.422.42-0.07-0.18
SAFA20-May-215.0020442.622.572.59-0.04-0.14
QTC14-Jun-216.00n/a2.472.422.42-0.06-0.15
QTC21-Jun-215.5064162.652.592.60-0.05-0.14
WATC15-Jul-217.0035732.712.652.67-0.04-0.12
NTTC20-Sep-214.256502.752.712.72-0.020.41
NSWTC1-Mar-226.0062052.622.562.56-0.08-0.16
TASCORP8-Mar-224.255652.772.712.73-0.08-0.18
ACT TREAS11-Apr-224.255502.792.742.75-0.02-0.09
QTC21-Jul-226.0075582.832.772.78-0.06-0.14
TCV17-Oct-226.0059952.702.652.65-0.07-0.16
NSWTC20-Apr-234.0036782.812.752.76-0.07-0.15
NSWTC1-May-236.00n/a2.692.632.64-0.07-0.15
QTC21-Jul-234.2555683.032.962.99-0.05-0.11
WATC16-Oct-236.0024273.073.003.04-0.02-0.11
SAFA20-Nov-234.257703.052.993.02-0.05-0.13
NTTC15-Mar-246.006503.133.053.08-0.05-0.08
TASCORP11-Jun-244.005503.133.083.09-0.06-0.09
QTC22-Jul-245.7565853.153.083.11-0.05-0.09
NSWTC20-Aug-245.0061192.932.882.88-0.08-0.14
TCV17-Dec-245.5048712.952.892.91-0.07-0.14
QTC21-Jul-254.7520603.263.193.22-0.05-0.09
WATC23-Jul-255.0010413.333.253.30-0.02-0.03
TASCORP19-Feb-263.253003.383.333.35-0.023.35
NTTC15-Mar-266.006503.333.243.29-0.04-0.07
TCV17-Nov-265.5033673.133.073.09-0.07-0.14
NSWTC1-May-306.003623.353.293.30-0.08-0.16
TCV20-Dec-324.25n/a3.553.493.52-0.07-0.14
QTC14-Mar-336.507253.733.663.69-0.05-0.11

Issues underlined are guaranteed by the Commonwealth Government

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