27 February 2023 (End of day)

ASX-LISTED HYBRIDS

COMPANY	CODE	HYBRID TYPE	MATURITY/ CALL DATE	MARGIN INCL. CREDITS	TRADING MARGIN	DAY CHANGE	PRICE (LAST)	RUNNING YIELD**
ANZ	AN3PF	Capital Notes 3	24-Mar-23	3.60%	21.20%	2.86%	101.92	7.55%
Challenger	CGFPB	Capital Notes 2	22-May-23	4.40%	2.56%	0.74%	100.56	7.88%
Insurance Australia	IAGPD	Capital Notes	15-Jun-23	4.70%	0.55%	1.46%	102.56	8.11%
ANZ	AN3PG	Capital Notes 4	20-Mar-24	4.70%	1.82%	0.26%	104.55	7.97%
CBA	CBAPH	PERLS 11	26-Apr-24	3.70%	1.73%	0.13%	103.69	7.05%
Bendigo Bank	BENPG	CPS 4	13-Jun-24	3.75%	2.28%	0.07%	103.36	7.13%
Suncorp	SUNPG	Capital Notes 2	17-Jun-24	3.65%	2.04%	-0.13%	103.42	7.02%
Westpac	WBCPI	Capital Notes 6	30-Jul-24	3.70%	1.95%	0.56%	103.78	7.04%
Bank of Qld.	BOQPE	Capital Notes	15-Aug-24	3.75%	2.19%	0.03%	102.50	7.10%
Macquarie Group	MQGPC	Capital Notes 3	16-Dec-24	4.00%	1.83%	-0.04%	105.00	7.24%
ANZ	AN3PH	Capital Notes 5	20-Mar-25	3.80%	2.13%	0.11%	104.62	7.08%
CBA	CBAPG	PERLS 10	15-Apr-25	3.40%	1.85%	0.33%	104.50	6.70%
Westpac	WBCPH	Capital Notes 5	22-Sep-25	3.20%	2.18%	0.09%	103.70	6.55%
AMP Group	AMPPB	Capital Notes 2	16-Dec-25	4.50%	3.34%	-0.27%	104.48	7.78%
Macquarie Bank	MBLPC	Capital Notes 2	22-Dec-25	4.70%	2.35%	-0.01%	107.24	7.75%
Challenger	CGFPC	Capital Notes 3	25-May-26	4.60%	3.36%	0.21%	103.66	7.83%
Nat. Aust. Bank	NABPF	Capital Notes 3	17-Jun-26	4.00%	2.44%	0.19%	106.00	7.18%
Suncorp	SUNPH	Capital Notes 3	17-Jun-26	3.00%	2.52%	-0.07%	102.80	6.41%
Macquarie Group	MQGPD	Capital Notes 4	10-Sep-26	4.15%	2.32%	0.01%	107.00	7.25%
CBA	CBAPJ	PERLS 13	20-Oct-26	2.75%	2.45%	0.26%	102.37	6.19%
Latitude	LFSPA	Capital Notes	27-Oct-26	4.75%	6.81%	-0.20%	95.60	8.71%
Westpac	WBCPJ	Capital Notes 7	22-Mar-27	3.40%	2.39%	0.06%	104.85	6.67%
CBA	CBAPI	PERLS 12	20-Apr-27	3.00%	2.43%	0.15%	103.46	6.37%
Bank of Qld.	BOQPF	Capital Notes 2	14-May-27	3.80%	2.98%	0.05%	103.34	7.09%
Bendigo Bank	BENPH	Capital Notes	15-Jun-27	3.80%	3.05%	0.12%	104.34	7.11%
Macquarie Group	MQGPE	Capital Notes 5	20-Sep-27	2.90%	2.65%	-0.03%	102.26	6.33%
Nat. Aust. Bank	NABPH	Capital Notes 5	17-Dec-27	3.50%	2.51%	0.00%	105.35	6.74%
ANZ	AN3PI	Capital Notes 6	20-Mar-28	3.00%	2.50%	-0.04%	103.50	6.37%
CBA	CBAPL	PERLS 15	15-Jun-28	2.85%	2.57%	0.13%	103.10	6.27%
Suncorp	SUNPI	Capital Notes 4	17-Jun-28	2.90%	2.97%	0.12%	101.28	6.41%
Westpac	WBCPL	Capital Notes 9	22-Sep-28	3.40%	2.65%	0.09%	104.76	6.68%
Macquarie Bank	MBLPD	Capital Notes 3	7-Dec-28	2.90%	2.64%	0.14%	101.44	6.32%
Bank of Qld.	BOQPG	Capital Notes 3	15-Dec-28	3.40%	3.21%	0.00%	101.01	6.83%
ANZ	AN3PJ	Capital Notes 7	20-Mar-29	2.70%	2.49%	0.01%	102.49	6.13%
CBA	CBAPK	PERLS 14	15-Jun-29	2.75%	2.56%	0.07%	102.50	6.18%
Insurance Australia	IAGPE	Capital Notes 2	15-Jun-29	3.50%	3.23%	0.00%	102.81	6.89%
Macquarie Group	MQGPF	Capital Notes 6	12-Sep-29	3.70%	2.71%	-0.07%	104.88	6.86%
Nat. Aust. Bank	NABPI	Capital Notes 6	17-Sep-29	3.15%	2.61%	0.02%	104.20	6.47%
Westpac	WBCPK	Capital Notes 8	21-Sep-29	2.90%	2.58%	-0.05%	103.12	6.29%

ASX-LISTED HYBRIDS (NON-STANDARD)

COMPANY	CODE	HYBRID TYPE	MATURITY/ CALL DATE	MARGIN INCL. CREDITS	TRADING MARGIN	DAY CHANGE	PRICE (LAST)	RUNNING YIELD**
Nufarm	NFNG	Step Up	Perpetual	3.90%	4.99%	0.10%	94.05	8.50%
Ramsay Health Care	RHCPA	Preference Share	Perpetual	4.85%	5.00%	0.07%	105.41	8.51%

^{** “Clean” running yield. Includes franking credits if present.}