asx listed debt & hybrid securities rate sheet (as at ......asx listed debt & hybrid...

ASX Listed Debt & Hybrid Securities Rate Sheet (as at close 30/08/2016)

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ISSUE CURRENT PRICING FRANKED RESET/MATURITY FLOATING MARGIN CURRENT COUPON TRADING

Security Name ISIN ASX CodeIssue Size

($m)Last Price

AccruedInterest

CapitalPrice

RunningYield

TradingMargin

Yield toMaturity

FrankingSwap Rateto Reset /Maturity

Reset /Maturity

Date

Years toReset /

Maturity

CouponMargin

Step-upMargin

CurrentRate (%)

PaymentFrequency

CashAmount

Ex-dateNext

CouponPayment

TradedVolume

Capital Note

Floating

AMP Subordinated Notes 2 AU0000AMPHA9 AMPHA 325.0 $103.00 $0.90 $102.10 4.55% +1.71% 3.52% - 1.81% 18 Dec 18 2.3 +2.65% - 4.65% Q $1.16 8 Sep 16 19 Sep 16 1,089

AMP Capital Notes AU0000AMPPA2 AMPPA 267.5 $104.00 $1.32 $102.68 6.91% +4.51% 6.35% 85.0% 1.85% 22 Dec 21 5.3 +5.10% - 7.10% Q $1.76 13 Sep 16 22 Sep 16 2,767

ANZ Capital Notes AU0000ANZPD3 ANZPD 1,120.0 $97.60 -$0.03 $97.63 5.93% +3.95% 5.79% 100.0% 1.84% 1 Sep 21 5.0 +3.40% - 5.79% S $2.92 23 Aug 16 1 Sep 16 6,037

ANZ Capital Notes 2 AU0000ANZPE1 ANZPE 1,610.0 $96.80 $2.49 $94.31 6.05% +4.49% 6.35% 100.0% 1.86% 24 Mar 22 5.6 +3.25% - 5.71% S $2.91 15 Sep 16 26 Sep 16 17,947

ANZ Capital Notes 3 AU0000ANZPF8 ANZPF 970.0 $97.78 $2.64 $95.14 6.37% +4.53% 6.43% 100.0% 1.90% 24 Mar 23 6.6 +3.60% - 6.06% S $3.09 15 Sep 16 26 Sep 16 9,773

ANZ Capital Notes 4 AU0000ANZPG6 ANZPG 1,000.0 $100.00 $0.00 $100.00 6.50% +4.75% 6.68% 100.0% 1.93% 20 Mar 24 7.6 +4.75% - 6.50% Q $1.50 14 Dec 16 20 Dec 16 -

Bendigo Floating Rate Capital Notes AU0000BENHB7 BENHB 75.0 $67.00 $0.61 $66.39 4.51% +2.64% 4.89% - 2.25% - - +1.00% - 3.00% Q $0.75 24 Aug 16 2 Sep 16 250

Challenger Limited Capital Notes AU0000CGFPA1 CGFPA 345.0 $97.75 $0.07 $97.68 5.25% +4.10% 5.90% 100.0% 1.80% 25 May 20 3.7 +3.40% - 5.13% Q $1.29 16 Nov 16 25 Nov 16 3,501

Macquarie Group Capital Notes AU0000MQGPA7 MQGPA 600.0 $102.55 $1.41 $101.14 6.06% +3.37% 5.20% 40.0% 1.83% 7 Jun 18 1.8 +4.00% - 6.13% S $3.07 28 Nov 16 7 Dec 16 5,408

Macquarie Bank Capital Notes AU0000MBLPA9 MBLPA 420.0 $98.70 $2.51 $96.19 5.99% +4.52% 6.33% 40.0% 1.81% 24 Mar 20 3.6 +3.30% - 5.76% S $2.94 15 Sep 16 26 Sep 16 4,480

Macquarie Group Capital Notes 2 AU0000MQGPB5 MQGPB 531.0 $105.85 $3.46 $102.39 7.42% +4.64% 6.50% 40.0% 1.86% 17 Mar 22 5.5 +5.15% - 7.60% S $3.87 8 Sep 16 19 Sep 16 7,558

NAB Capital Notes AU0000NABPC6 NABPC 1,340.0 $99.34 $1.03 $98.31 5.59% +4.03% 5.84% 100.0% 1.80% 23 Mar 20 3.6 +3.50% - 5.50% Q $1.39 14 Sep 16 23 Sep 16 6,070

NAB Capital Notes 2 AU0000NABPD4 NABPD 1,498.9 $103.00 $1.02 $101.98 6.78% +4.55% 6.41% 100.0% 1.87% 7 Jul 22 5.9 +4.95% - 6.92% Q $1.74 28 Sep 16 7 Oct 16 17,278

PERLS VIII AU0000CBAPE5 CBAPE 1,450.0 $106.00 $1.50 $104.50 6.91% +4.16% 6.00% 100.0% 1.84% 15 Oct 21 5.1 +5.20% - 7.23% Q $1.82 6 Sep 16 15 Sep 16 10,055

PERLS VII AU0000CBAPD7 CBAPD 3,000.0 $92.15 $1.01 $91.15 5.29% +4.52% 6.41% 100.0% 1.88% 15 Dec 22 6.3 +2.80% - 4.83% Q $1.22 6 Sep 16 15 Sep 16 18,957

Suncorp Subordinated Notes AU0000SUNPD6 SUNPD 770.0 $101.60 $0.10 $101.50 4.51% +2.14% 3.95% - 1.81% 22 Nov 18 2.2 +2.85% - 4.58% Q $1.15 11 Nov 16 22 Nov 16 3,816

Suncorp Floating Rate Capital Notes (FRCN) AU0000SBKHB3 SBKHB 200.0 $73.60 -$0.03 $73.63 3.73% +1.82% 4.05% - 2.24% - - +0.75% - 2.75% Q $0.69 23 Aug 16 2 Sep 16 500

Westpac Subordinated Notes 2 AU0000WBCHB2 WBCHB 925.3 $101.58 $0.09 $101.49 3.97% +1.52% 3.33% - 1.81% 22 Aug 18 2.0 +2.30% - 4.03% Q $1.01 11 Nov 16 22 Nov 16 7,133

Westpac Capital Notes AU0000WBCPD1 WBCPD 1,383.6 $98.90 -$0.13 $99.03 5.27% +3.62% 5.43% 100.0% 1.81% 8 Mar 19 2.5 +3.20% - 5.22% Q $1.32 30 Aug 16 8 Sep 16 20,302

Westpac Capital Notes 3 AU0000WBCPF6 WBCPF 1,320.0 $99.60 $1.13 $98.47 6.09% +4.39% 6.22% 100.0% 1.82% 22 Mar 21 4.6 +4.00% - 6.00% Q $1.51 13 Sep 16 22 Sep 16 6,995

Westpac Capital Notes 4 AU0000WBCPG4 WBCPG 1,700.0 $103.00 $1.15 $101.85 6.76% +4.48% 6.32% 100.0% 1.85% 20 Dec 21 5.3 +4.90% - 6.89% Q $1.73 21 Sep 16 30 Sep 16 9,930

Westpac Capital Notes 2 AU0000WBCPE9 WBCPE 1,310.6 $95.95 $0.94 $95.01 5.32% +4.04% 5.91% 100.0% 1.88% 23 Sep 22 6.1 +3.05% - 5.05% Q $1.27 14 Sep 16 23 Sep 16 3,856

Convertible Bonds

Fixed

AFIC 6.25% Convertible Notes AU00000AFIG7 AFIG 222.1 $109.50 -$0.02 $109.52 5.71% -13.51% -11.58% - 1.93% 28 Feb 17 0.5 - - 6.25% S $3.17 22 Aug 16 31 Aug 16 328

Convertible Preference Share

Floating

ANZ Convertible Preference Shares 2 AU0000ANZPA9 ANZPA 1,968.7 $99.60 -$0.23 $99.83 5.13% +3.78% 5.54% 100.0% 1.76% 15 Dec 16 0.3 +3.10% - 5.13% Q $1.29 30 Aug 16 15 Sep 16 18,291

ANZ Convertible Preference Shares 3 AU0000ANZPC5 ANZPC 1,340.0 $100.41 -$0.03 $100.44 5.47% +2.65% 4.51% 100.0% 1.86% 1 Sep 17 1.0 +3.10% - 5.49% S $2.77 16 Aug 16 1 Sep 16 13,080

Bank of Queensland Convertible Preference Shares AU0000BOQPD8 BOQPD 300.0 $104.20 $2.84 $101.36 7.45% +4.26% 6.10% 100.0% 1.83% 15 Apr 18 1.6 +5.10% - 7.56% S $3.83 6 Oct 16 17 Oct 16 4,237

Bendigo Convertible Preference Shares AU0000BENPD6 BENPD 268.9 $104.20 $1.51 $102.69 6.96% +2.90% 4.75% 100.0% 1.85% 13 Dec 17 1.3 +5.00% - 7.15% S $3.57 25 Nov 16 13 Dec 16 2,433

Bendigo Convertible Preference Shares 2 AU0000BENPE4 BENPE 292.1 $96.25 $1.33 $94.92 5.60% +4.61% 6.42% 100.0% 1.82% 30 Nov 20 4.3 +3.20% - 5.32% S $2.68 17 Nov 16 30 Nov 16 5,223

Bendigo Convertible Preference Shares 3 AU0000BENPF1 BENPF 288.2 $99.05 $1.28 $97.77 6.29% +4.57% 6.40% 100.0% 1.83% 15 Jun 21 4.8 +4.00% - 6.15% S $3.08 2 Dec 16 15 Dec 16 1,894

IAG Convertible Preference Shares AU0000IAGPC5 IAGPC 377.4 $103.40 $2.07 $101.34 6.20% +2.10% 4.00% 100.0% 1.91% 1 May 17 0.7 +4.00% - 6.28% S $3.15 21 Oct 16 1 Nov 16 2,750

NAB Convertible Preference Shares AU0000NABPA0 NABPA 1,514.3 $99.80 $1.01 $98.79 5.26% +3.72% 5.53% 100.0% 1.81% 20 Mar 19 2.6 +3.20% - 5.20% Q $1.31 2 Sep 16 20 Sep 16 13,177

NAB Convertible Preference Shares 2 AU0000NABPB8 NABPB 1,717.2 $97.90 $1.06 $96.84 5.42% +4.09% 5.91% 100.0% 1.81% 17 Dec 20 4.3 +3.25% - 5.25% Q $1.35 1 Sep 16 19 Sep 16 7,829

Suncorp Convertible Preference Shares II AU0000SUNPC8 SUNPC 560.0 $103.75 $1.35 $102.40 6.49% +2.76% 4.60% 100.0% 1.84% 17 Dec 17 1.3 +4.65% - 6.65% Q $1.71 9 Sep 16 19 Sep 16 5,541

of 5© BondAdviser 2016. All Rights Reserved.

http://app.bondadviser.com.au/forward_daily_ratesheet/1188



($m)Last Price

AccruedInterest

CapitalPrice

RunningYield

TradingMargin

Yield toMaturity


Reset /Maturity

Date

Years toReset /

Maturity

CouponMargin

Step-upMargin

CurrentRate (%)

PaymentFrequency

CashAmount

Ex-dateNext

CouponPayment

TradedVolume

Suncorp Convertible Preference Shares III AU0000SUNPE4 SUNPE 400.0 $100.50 $1.09 $99.41 5.43% +3.58% 5.38% 100.0% 1.80% 17 Jun 20 3.8 +3.40% - 5.40% Q $1.39 2 Sep 16 19 Sep 16 1,219

Westpac Convertible Preference Shares AU0000WBCPC3 WBCPC 1,189.4 $103.24 $2.37 $100.87 5.65% +2.72% 4.55% 100.0% 1.84% 31 Mar 18 1.6 +3.25% - 5.70% S $2.86 21 Sep 16 22 Sep 16 7,351

Corporate Bonds

Fixed

AGL 5.00% 2021 (XTB) AU000YTMAGL5 YTMAGL 600.0 $110.70 $1.59 $109.11 4.58% +1.24% 3.08% - 1.85% 5 Nov 21 5.2 - - 5.00% S $2.50 27 Oct 16 10 Nov 16 -

Alumina 5.50% 2019 (XTB) AU000YTMAWC1 YTMAWC 125.0 $103.91 $1.54 $102.37 5.37% +2.89% 4.70% - 1.81% 19 Nov 19 3.2 - - 5.50% S $2.75 10 Nov 16 24 Nov 16 797

APA Group 7.75% 2020 (XTB) AU000YTMAPA9 YTMAPA 300.0 $119.47 $0.82 $118.65 6.53% +0.87% 2.68% - 1.81% 22 Jul 20 3.9 - - 7.75% S $3.88 12 Jan 17 27 Jan 17 175

Aurizon 5.75% Oct 2020 (XTB) AU000YTMAZJ9 YTMAZJ 525.0 $110.87 $1.95 $108.93 5.28% +1.61% 3.43% - 1.81% 28 Oct 20 4.2 - - 5.75% S $2.88 19 Oct 16 3 Nov 16 954

Ausnet 5.75% 2022 (XTB) AU000YTMAST3 YTMAST 305.0 $115.58 $0.99 $114.59 5.02% +1.13% 3.00% - 1.87% 28 Jun 22 5.8 - - 5.75% S $2.88 21 Jun 17 28 Jun 17 -

Bank of Queensland 4.00% 2019 (XTB) AU000YTNBOQ6 YTMBOQ 200.0 $104.84 $1.78 $103.06 3.88% +0.46% 2.46% - 2.00% 12 Jun 18 1.8 - - 4.00% S $2.00 5 Dec 16 12 Dec 16 -

BHP 3.75% Oct 2017 (XTB) AU000YTMBHP2 YTMBHP 1,000.0 $103.18 $1.37 $101.81 3.68% +0.27% 2.13% - 1.86% 18 Oct 17 1.1 - - 3.75% S $1.88 7 Oct 16 21 Oct 16 409

BHP 3.00% 2020 (XTB) AU000YTMBH13 YTMBH1 1,000.0 $103.64 $1.25 $102.39 2.93% +0.39% 2.19% - 1.81% 30 Mar 20 3.6 - - 3.00% S $1.50 19 Sep 16 6 Oct 16 -

Caltex 7.25% 2018 (XTB) AU000YTMCTX9 YTMCTX 150.0 $112.49 $1.95 $110.54 6.56% +0.55% 2.37% - 1.81% 23 Nov 18 2.2 - - 7.25% S $3.63 14 Nov 16 28 Nov 16 450

Coca Cola 4.25% 2019 (XTB) AU000YTMCCA3 YTMCCA 150.0 $107.13 $1.26 $105.87 4.01% +0.53% 2.34% - 1.81% 13 Nov 19 3.2 - - 4.25% S $2.13 31 Oct 16 17 Nov 16 -

Crown 5.75% Jul 2017 (XTB) AU000YTMCWN4 YTMCWN 300.0 $103.55 -$2.20 $105.75 5.44% -2.62% -0.74% - 1.88% 18 Jul 17 0.9 - - 5.75% S $2.88 9 Jan 16 23 Jan 17 -

DEXUS 5.75% Sep 2018 (XTB) AU000YTMDXS9 YTMDXS 205.0 $109.45 $2.70 $106.74 5.39% +0.51% 2.33% - 1.82% 10 Sep 18 2.0 - - 5.75% S $2.88 1 Sep 16 15 Sep 16 -

Downer 5.75% 2018 (XTB) AU000YTMDOW0 YTMDOW 150.0 $106.82 $1.45 $105.38 5.46% +1.44% 3.25% - 1.81% 29 Nov 18 2.2 - - 5.75% S $2.88 18 Nov 16 2 Dec 16 -

Downer 4.50% 2022 (XTB) AU000YTMDO12 YTMDO1 250.0 $105.40 $2.10 $103.29 4.36% +1.97% 3.83% - 1.86% 11 Mar 22 5.5 - - 4.50% S $2.25 1 Sep 16 15 Sep 16 -

GPT 6.75% 2019 (XTB) AU000YTMGPT6 YTMGPT 250.0 $110.98 $0.66 $110.32 6.12% +0.50% 2.31% - 1.81% 24 Jan 19 2.4 - - 6.75% S $3.38 13 Jan 17 30 Jan 17 -

Heritage Bank Retail Bonds AU0000HBSHB9 HBSHB 227.5 $104.30 $1.41 $102.89 7.05% +1.72% 3.60% - 1.88% 20 Jun 17 0.8 - - 7.25% Q $1.83 9 Sep 16 20 Sep 16 300

Incitec Pivot 5.75% Feb 2019 (XTB) AU000YTMIPL9 YTMIPL 200.0 $106.65 $0.13 $106.52 5.40% +1.19% 3.00% - 1.81% 21 Feb 19 2.5 - - 5.75% S $2.88 3 Feb 17 21 Feb 17 -

Lend Lease 5.50% Nov 2018 (XTB) AU000YTMLLC1 YTMLLC 250.0 $107.47 $1.63 $105.84 5.20% +0.93% 2.75% - 1.81% 13 Nov 18 2.2 - - 5.50% S $2.75 31 Oct 16 17 Nov 16 98

Lend Lease 6.00% May 2020 (XTB) AU000YTMLL15 YTMLL1 225.0 $111.31 $1.78 $109.53 5.48% +1.44% 3.25% - 1.81% 13 May 20 3.7 - - 6.00% S $3.00 30 Oct 16 13 Nov 16 518

Mirvac 5.50% 2017 (XTB) AU000YTMMG11 YTMMG1 200.0 $106.23 $1.08 $105.15 5.23% -0.35% 1.50% - 1.85% 18 Dec 17 1.3 - - 5.50% S $2.75 8 Dec 16 22 Dec 16 -

Mirvac 5.75% Sep 2020 (XTB) AU000YTMMGR7 YTMMGR 200.0 $114.01 $2.58 $111.44 5.16% +0.94% 2.75% - 1.81% 18 Sep 20 4.1 - - 5.75% S $2.88 8 Sep 16 22 Sep 16 -

NAB 4.25% 2019 (XTB) AU000YTMNAB2 YTMNAB 500.0 $107.15 $1.18 $105.97 4.01% +0.18% 1.99% - 1.81% 20 May 19 2.7 - - 4.25% S $2.13 10 Nov 16 20 Nov 16 -

Novion 5.00% Dec 2019 (XTB) AU000YTMNVN3 YTMNVN 250.0 $109.20 $0.98 $108.22 4.62% +0.59% 2.40% - 1.81% 19 Dec 19 3.3 - - 5.00% S $2.50 1 Dec 16 19 Dec 16 -

Peet Bonds AU0000PPCHA8 PPCHA 100.0 $103.18 $1.72 $101.46 7.39% +5.30% 7.13% - 1.83% 7 Jun 21 4.8 - - 7.50% S $3.75 30 Nov 16 7 Dec 16 146

Qantas 6.50% 2020 (XTB) AU000YTMQF18 YTMQF1 250.0 $114.68 $2.22 $112.46 5.78% +1.08% 2.89% - 1.81% 27 Apr 20 3.7 - - 6.50% S $3.25 14 Oct 16 2 Nov 16 -

Qantas 7.50% 2021 (XTB) AU000YTMQF26 YTMQF2 400.0 $119.76 $1.60 $118.16 6.35% +1.53% 3.36% - 1.83% 11 Jun 21 4.8 - - 7.50% S $3.75 29 Nov 16 15 Dec 16 250

Qantas 7.75% 2022 (XTB) AU000YTMQF34 YTMQF3 300.0 $124.56 $2.17 $122.39 6.33% +1.54% 3.41% - 1.87% 19 May 22 5.7 - - 7.75% S $3.88 8 Nov 16 24 Nov 16 243

Scentre Group 5.00% Oct 2019 (XTB) AU000YTMSCG6 YTMSCG 150.0 $109.20 $1.76 $107.43 4.65% +0.72% 2.53% - 1.80% 23 Oct 19 3.1 - - 5.00% S $2.50 13 Oct 16 27 Oct 16 -

Stockland 5.50% Sep 2019 (XTB) AU000YTMSGP8 YTMSGP 150.0 $108.44 -$0.11 $108.55 5.07% +0.74% 2.54% - 1.80% 6 Sep 19 3.0 - - 5.50% S $2.75 26 Aug 16 9 Sep 16 -

Stockland 8.25% Nov 2020 (XTB) AU000YTMSG15 YTMSG1 160.0 $123.81 $2.18 $121.64 6.78% +0.98% 2.80% - 1.82% 25 Nov 20 4.2 - - 8.25% S $4.13 16 Nov 16 30 Nov 16 -

Sydney Airport 7.75% 2018 (XTB) AU000YTMSYD7 YTMSYD 100.0 $110.61 $1.16 $109.45 7.08% +0.67% 2.49% - 1.82% 6 Jul 18 1.8 - - 7.75% S $3.88 28 Dec 16 11 Jan 17 -

Telstra 7.75% Jul 2020 (XTB) AU000YTMTLS0 YTMTLS 500.0 $120.60 -$2.91 $123.51 6.27% -0.32% 1.49% - 1.81% 15 Jul 20 3.9 - - 7.75% S $3.88 5 Jan 16 19 Jan 17 -

Wesfarmers 6.25% Mar 2019 (XTB) AU000YTMWES9 YTMWES 500.0 $111.86 $2.63 $109.23 5.72% +0.72% 2.53% - 1.81% 28 Mar 19 2.6 - - 6.25% S $3.13 19 Sep 16 4 Oct 16 -

Wesfarmers 4.75% Mar 2020 (XTB) AU000YTMWE11 YTMWE1 350.0 $109.09 $2.21 $106.89 4.44% +0.89% 2.69% - 1.81% 12 Mar 20 3.5 - - 4.75% S $2.38 1 Sep 16 15 Sep 16 316

Woolworths 6.00% Mar 2019 (XTB) AU000YTMWOW0 YTMWOW 500.0 $110.45 $2.64 $107.81 5.57% +1.01% 2.81% - 1.81% 21 Mar 19 2.6 - - 6.00% S $3.00 12 Sep 16 26 Sep 16 979

Floating

AMP FRN 0.87% 2018 (XTB) AU000YTMF010 YTMF01 500.0 $100.71 -$0.06 $100.76 2.83% +0.43% 2.26% - 1.82% 6 Jun 18 1.8 +0.87% - 2.86% Q $0.72 26 Aug 16 9 Sep 16 -

ANZ Subordinated Notes AU0000ANZHA6 ANZHA 1,508.7 $101.85 $0.92 $100.93 4.70% +1.61% 3.49% - 1.88% 20 Jun 17 0.8 +2.75% - 4.75% Q $1.20 9 Sep 16 20 Sep 16 4,828

Australian Unity Bonds AU0000AYUHB2 AYUHB 229.8 $103.60 $0.61 $102.99 4.63% +2.02% 3.84% - 1.81% 15 Dec 20 4.3 +2.80% - 4.77% Q $1.20 5 Oct 16 14 Oct 16 3,842

Bank of Queensland FRN 1.15% 2016 (XTB) AU000YTMF028 YTMF02 400.0 $100.54 $0.18 $100.36 2.92% -0.70% 1.02% - 1.72% 7 Nov 16 0.2 +1.15% - 2.94% Q $0.73 27 Oct 16 10 Nov 16 -

Bank of Queensland FRN 1.00% 2018 (XTB) AU000YTMF036 YTMF03 300.0 $101.75 $0.64 $101.12 2.99% +0.37% 2.19% - 1.82% 12 Jun 18 1.8 +1.00% - 3.02% Q $0.75 1 Sep 16 15 Sep 16 1,000

NAB Subordinated Notes AU0000NABHB5 NABHB 1,172.5 $101.86 $0.92 $100.94 4.70% +1.59% 3.47% - 1.88% 18 Jun 17 0.8 +2.75% - 4.75% Q $1.18 8 Sep 16 19 Sep 16 3,385

NAB FRN 0.88% 2018 (XTB) AU000YTMF044 YTMF04 1,500.0 $101.21 $0.16 $101.05 2.64% +0.39% 2.20% - 1.81% 8 Nov 18 2.2 +0.88% - 2.67% Q $0.67 28 Oct 16 11 Nov 16 -

NAB FRN 0.85% 2019 (XTB) AU000YTMF051 YTMF05 1,900.0 $100.88 $0.06 $100.83 2.55% +0.54% 2.34% - 1.80% 20 May 19 2.7 +0.85% - 2.58% Q $0.64 13 Nov 16 21 Nov 16 -

Suncorp FRN 1.10% 2019 (XTB) AU000YTMF069 YTMF06 750.0 $101.57 $0.29 $101.28 2.94% +0.61% 2.42% - 1.80% 23 Apr 19 2.6 +1.10% - 2.98% Q $0.74 13 Oct 16 27 Oct 16 -




($m)Last Price

AccruedInterest

CapitalPrice

RunningYield

TradingMargin

Yield toMaturity


Reset /Maturity

Date

Years toReset /

Maturity

CouponMargin

Step-upMargin

CurrentRate (%)

PaymentFrequency

CashAmount

Ex-dateNext

CouponPayment

TradedVolume

Tatts Bonds AU0000TTSHA8 TTSHA 194.7 $104.50 $0.78 $103.72 4.89% +1.73% 3.53% - 1.80% 5 Jul 19 2.8 +3.10% - 5.07% Q $1.28 26 Sep 16 5 Oct 16 100

Westpac Subordinated Notes AU0000WBCHA4 WBCHA 1,676.2 $101.51 $0.09 $101.42 4.41% +0.78% 2.64% - 1.86% 22 Aug 17 1.0 +2.75% - 4.48% Q $1.13 14 Nov 16 23 Nov 16 5,211

Woolworths Subordinated Notes AU0000WOWHC1 WOWHC 700.0 $100.46 $0.08 $100.38 4.96% +1.63% 3.36% - 1.73% 24 Nov 16 0.2 +3.25% - 4.98% Q $1.26 15 Nov 16 24 Nov 16 1,461

Preference Shares

Floating

IAG Perpetual Reset Exchangeable Notes AU00000IANG1 IANG 550.0 $102.00 $1.25 $100.75 5.98% +3.76% 5.56% 100.0% 1.80% 15 Dec 19 3.3 +1.20% 2.80% 6.03% Q $1.52 8 Sep 16 15 Sep 16 2,978

Multiplex SITES AU0000MXUPA4 MXUPA 450.0 $72.01 $0.98 $71.03 8.25% +6.39% 8.60% - 2.21% - - +3.90% - 5.86% Q $1.48 21 Sep 16 30 Sep 16 6,340

Nufarm Subordinated Step-Up Securities (NSS) NZFCND0004S9 NFNG 251.0 $86.72 $2.36 $84.36 7.53% +5.04% 7.25% - 2.22% - - +3.90% - 6.36% S $3.19 6 Oct 16 17 Oct 16 5,625

PERLS VI AU0000CBAPC9 CBAPC 2,000.0 $102.25 $1.21 $101.04 5.77% +3.33% 5.14% 100.0% 1.81% 15 Dec 18 2.3 +3.80% - 5.83% Q $1.47 6 Sep 16 15 Sep 16 8,014

Ramsay CARES AU0000RHCPA4 RHCPA 260.0 $102.75 $2.64 $100.11 7.30% +4.85% 7.06% 100.0% 2.22% - - +4.85% - 7.31% S $3.67 5 Oct 16 20 Oct 16 3,135

Seven Group TELYS4 AU0000SVWPA1 SVWPA 496.4 $69.45 $1.71 $67.74 10.13% +8.07% 10.28% 100.0% 2.22% - - +4.75% - 6.87% S $3.44 21 Nov 16 30 Nov 16 4,480

Stapled Security

Floating

Goodman Preferred Step-Up Units AU0000GMPPA9 GMPPA 327.0 $102.10 $0.98 $101.12 5.80% +2.86% 4.71% - 1.85% 30 Sep 17 1.1 +3.90% - 5.86% Q $1.48 21 Sep 16 30 Sep 16 725

Macquarie Income Securities AU0000MBLHB4 MBLHB 400.0 $65.45 $0.45 $65.00 5.63% +3.80% 6.01% - 2.21% - - +1.70% - 3.66% Q $0.92 28 Sep 16 17 Oct 16 4,195

National Income Securities AU0000NABHA7 NABHA 2,000.0 $65.62 $0.12 $65.50 4.59% +3.07% 5.28% - 2.21% - - +1.25% - 3.01% Q $0.76 27 Oct 16 15 Nov 16 23,963

Structured Note

Floating

AGL Subordinated Notes AU0000AGLHA0 AGLHA 650.0 $102.45 -$0.14 $102.59 5.67% +2.80% 4.61% - 1.80% 8 Jun 19 2.8 +3.80% - 5.82% Q $1.47 30 Aug 16 8 Sep 16 9,807

APA Group Subordinated Notes AU0000AQHHA7 AQHHA 515.0 $104.50 $1.08 $103.42 6.25% +2.28% 4.11% - 1.83% 31 Mar 18 1.6 +4.50% - 6.46% Q $1.63 20 Sep 16 30 Sep 16 2,746

Caltex Subordinated Notes AU0000CTXHA4 CTXHA 550.0 $104.00 $1.36 $102.64 6.36% +1.93% 3.78% - 1.86% 15 Sep 17 1.0 +4.50% - 6.53% Q $1.64 6 Sep 16 15 Sep 16 6,626

Colonial Subordinated Notes AU0000CNGHA2 CNGHA 1,000.0 $101.45 $0.86 $100.59 5.18% +2.26% 4.18% - 1.91% 31 Mar 17 0.6 +3.25% - 5.21% Q $1.30 21 Sep 16 30 Sep 16 10,008

Crown Subordinated Notes AU0000CWNHA9 CWNHA 532.0 $99.85 $1.48 $98.37 7.14% +5.88% 7.69% 0.0% 1.81% 14 Sep 18 2.0 +5.00% - 7.02% Q $1.77 5 Sep 16 14 Sep 16 1,488

Crown Subordinated Notes II AU0000CWNHB7 CWNHB 630.0 $90.45 $1.27 $89.18 6.75% +6.78% 8.62% - 1.83% 23 Jul 21 4.9 +4.00% - 6.02% Q $1.52 5 Sep 16 14 Sep 16 3,607

Origin Energy Subordinated Notes AU0000ORGHA8 ORGHA 900.0 $101.15 $1.13 $100.02 6.00% +4.01% 5.79% - 1.78% 22 Dec 16 0.3 +4.00% - 6.00% Q $1.51 13 Sep 16 22 Sep 16 6,801

Qube Subordinated Notes AU0000QUBHA8 QUBHA 200.0 $100.00 $0.00 $100.00 5.73% +4.00% 5.91% - 1.91% 5 Oct 23 7.1 +4.00% - 5.73% Q $1.44 15 Dec 16 5 Jan 17 -

Tabcorp Subordinated Notes AU0000TAHHB9 TAHHB 250.0 $102.70 $1.13 $101.57 5.91% +1.22% 3.14% - 1.92% 22 Mar 17 0.6 +4.00% - 6.00% Q $1.51 13 Sep 16 22 Sep 16 3,075

Treasury Bonds

Fixed

Treasury Bond 4.75% Jun 2016 AU3TB0000077 GSBK16 21,900.0 $100.21 -$0.07 $100.27 4.74% -16.71% -14.93% - 1.77% 15 Jun 16 0.0 - - 4.75% S $2.38 27 May 16 15 Jun 16 -

Treasury Bond 6.00% Feb 2017 AU300TB01208 GSBC17 21,096.0 $102.47 $0.25 $102.22 5.87% -0.78% 1.13% - 1.90% 15 Feb 17 0.5 - - 6.00% S $3.00 27 Jan 17 15 Feb 17 -

Treasury Bond 4.25% Jul 2017 AU3TB0000127 GSBM17 18,900.0 $102.89 $0.46 $102.43 4.15% -0.38% 1.49% - 1.88% 21 Jul 17 0.9 - - 4.25% S $2.13 2 Jan 17 21 Jan 17 9,000

Treasury Bond 5.50% Jan 2018 AU3TB0000093 GSBA18 20,500.0 $106.17 $0.60 $105.57 5.21% -0.40% 1.44% - 1.84% 21 Jan 18 1.4 - - 5.50% S $2.75 2 Jan 17 21 Jan 17 12,000

Treasury Bond 3.25% Oct 2018 AU3TB0000176 GSBS18 11,400.0 $105.06 $1.16 $103.90 3.13% -0.42% 1.40% - 1.82% 21 Oct 18 2.1 - - 3.25% S $1.63 2 Oct 16 21 Oct 16 -

Treasury Bond 5.25% Mar 2019 AU300TB01224 GSBE19 20,847.0 $111.92 $2.40 $109.52 4.79% -0.39% 1.42% - 1.81% 15 Mar 19 2.5 - - 5.25% S $2.63 8 Sep 16 15 Sep 16 -

Treasury Bond 2.75% Oct 2019 AU3TB0000184 GSBS19 7,600.0 $105.06 $0.98 $104.08 2.64% -0.39% 1.42% - 1.80% 21 Oct 19 3.1 - - 2.75% S $1.38 14 Oct 16 21 Oct 16 -

Treasury Bond 4.50% Apr 2020 AU3TB0000036 GSBG20 20,397.0 $112.48 $1.68 $110.80 4.06% -0.38% 1.43% - 1.81% 15 Apr 20 3.6 - - 4.50% S $2.25 26 Sep 16 15 Oct 16 80,000

Treasury Bond 1.75% Nov 2020 AU000XCLWAN8 GSBU20 14,300.0 $101.58 $0.48 $101.10 1.73% -0.34% 1.48% - 1.82% 21 Nov 20 4.2 - - 1.75% S $0.88 14 Nov 16 21 Nov 16 -

Treasury Bond 5.75% May 2021 AU0000XCLWM5 GSBI21 21,599.0 $120.84 $1.67 $119.17 4.83% -0.31% 1.52% - 1.83% 15 May 21 4.7 - - 5.75% S $2.88 27 Oct 16 15 Nov 16 -

Treasury Bond 5.75% Jul 2022 AU3TB0000051 GSBM22 17,500.0 $123.93 $0.72 $123.21 4.67% -0.28% 1.60% - 1.87% 15 Jul 22 5.9 - - 5.75% S $2.88 27 Dec 16 15 Jan 17 -

Treasury Bond 5.50% Apr 2023 AU3TB0000101 GSBG23 21,300.0 $125.86 $1.97 $123.89 4.44% -0.22% 1.68% - 1.90% 21 Apr 23 6.6 - - 5.50% S $2.75 2 Oct 16 21 Oct 16 -

Treasury Bond 2.75% Apr 2024 AU3TB0000143 GSBG24 19,300.0 $108.12 $0.98 $107.14 2.57% -0.19% 1.75% - 1.94% 21 Apr 24 7.6 - - 2.75% S $1.38 2 Oct 16 21 Oct 16 3,000


Treasury Bond 4.25% Apr 2026 AU000XCLWAI8 GSBG26 13,500.0 $122.67 $1.52 $121.15 3.51% -0.18% 1.85% - 2.03% 21 Apr 26 9.6 - - 4.25% S $2.13 2 Oct 16 21 Oct 16 -

Treasury Bond 4.75% Apr 2027 AU3TB0000135 GSBG27 13,000.0 $129.31 $1.70 $127.61 3.72% -0.19% 1.88% - 2.06% 21 Apr 27 10.6 - - 4.75% S $2.38 2 Oct 16 21 Oct 16 -

Treasury Bond 2.75% Nov 2027 AU000XCLWAQ1 GSBU27 8,500.0 $108.88 $0.75 $108.13 2.54% -0.14% 1.94% - 2.08% 21 Nov 27 11.2 - - 2.75% S $1.38 14 Nov 16 21 Nov 16 -

Treasury Bond 2.25% May 2028 AU000XCLWAR9 GSBI28 7,000.0 $103.33 $0.68 $102.65 2.44% +0.14% 2.24% - 2.10% 21 May 28 11.7 - - 2.50% S $1.25 14 Nov 16 21 Nov 16 -




($m)Last Price

AccruedInterest

CapitalPrice

RunningYield

TradingMargin

Yield toMaturity


Reset /Maturity

Date

Years toReset /

Maturity

CouponMargin

Step-upMargin

CurrentRate (%)

PaymentFrequency

CashAmount

Ex-dateNext

CouponPayment

TradedVolume


Treasury Bond 4.50% Apr 2033 AU000XCLWAG2 GSBG33 9,100.0 $132.65 $1.61 $131.04 3.43% +0.04% 2.25% - 2.22% 21 Apr 33 16.7 - - 4.50% S $2.25 2 Oct 16 21 Oct 16 -

Treasury Bond 2.75% June 2035 AU000GSBK350 GSBK35 4,250.0 $105.88 $0.53 $105.36 2.61% +0.18% 2.39% - 2.22% 21 Jun 35 18.8 - - 2.75% S $1.38 14 Dec 16 21 Dec 16 -

Treasury Bond 3.75% Apr 2037 AU3TB0000192 GSBG37 7,000.0 $122.39 $1.34 $121.04 3.10% +0.23% 2.45% - 2.22% 21 Apr 37 20.7 - - 3.75% S $1.88 14 Oct 16 21 Oct 16 -

Treasury Bond 3.25% June 2039 AU000XCLWAP3 GSBK39 4,000.0 $112.87 $0.62 $112.25 2.90% +0.32% 2.54% - 2.22% 21 Jun 39 22.8 - - 3.25% S $1.63 14 Dec 16 21 Dec 16 -

Treasury Index Bonds

Capital Indexed

Treasury Indexed Bond 1.00% Nov 2018 AU000XCLWAJ6 GSIU18 3,839.0 $105.92 $0.03 $105.90 0.99% - 0.50% - - 21 Nov 18 2.2 - - 1.00% Q $0.26 14 Nov 16 21 Nov 16 -

Treasury Indexed Bond 4.00% Aug 2020 AU0000XCLWE2 GSIO20 4,964.0 $188.64 $0.18 $188.46 3.49% - 0.27% - - 20 Aug 20 4.0 - - 4.00% Q $1.64 1 Nov 16 21 Nov 16 -

Treasury Indexed Bond 1.25% Feb 2022 AU000XCLWAB3 GSIC22 4,290.0 $115.13 $0.03 $115.09 1.18% - 0.19% - - 21 Feb 22 5.5 - - 1.25% Q $0.34 14 Nov 16 21 Nov 16 -

Treasury Indexed Bond 3.00% Sep 2025 AU0000XCLWP8 GSIQ25 5,543.0 $147.58 $0.68 $146.91 2.39% - 0.17% - - 20 Sep 25 9.1 - - 3.00% Q $0.88 13 Sep 16 20 Sep 16 -

Treasury Indexed Bonds 2.50% Sep 2030 AU0000XCLWV6 GSIQ30 3,293.0 $148.78 $0.55 $148.23 1.93% - 0.34% - - 20 Sep 30 14.1 - - 2.50% Q $0.71 1 Sep 16 20 Sep 16 -

Treasury Indexed Bond 2.00% Aug 2035 AU000XCLWAF4 GSIO35 2,650.0 $135.98 $0.05 $135.93 1.56% - 0.45% - - 21 Aug 35 19.0 - - 2.00% Q $0.53 14 Nov 16 21 Nov 16 -

Treasury Indexed Bond 1.25% Aug 2040 AU000XCLWAO6 GSIO40 1,550.0 $119.95 $0.00 $119.94 0.11% - -0.57% - - 21 Aug 40 24.0 - - 0.13% Q $0.03 14 Nov 16 21 Nov 16 -


Definitions

1 Last Price This is the physical price at which a security is last traded. It is a function of Capital Price plus Accrued Interest. Also known as dirty price.

2 Accrued Interest The amount of interest that has been accumulated from the last coupon payment date to the settlement date when the bond is traded.

3 Capital Price This is the price of a security excluding any interest that has accrued since issue or the most recent interest payment. Also known as clean price.

4 Running Yield The running yield is annual income from a security divided by capital price. Unless the capital price is equal to the last price, it will be different to the yield to maturity.

5 Trading Margin The trading margin is the margin over the appropriate benchmark (usually the swap curve). It represents the credit risk premium of a security and is also known as the credit spread.

6 Yield to Maturity This is the absolute yield an investor will receive if they buy the security today at the last price price, assuming that the bond will be held until maturity.

7 Calculation Method Calculations are based upon Australian market standard formulae (RBA method for fixed rate securities & AFMA method for floating rate securites).

8 Par Value All calculations are based upon a security par value of $100 with the exception of PERLS III (ASX code PCAPA) which has a par value of $200.

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The Content and the Reports provided at this web application have been prepared based on available data to which we have access. Neither the accuracy of that data nor the research_methodology used to produce the Content and Reports can be guaranteed orwarranted. Some of the research used to create the Content is based on past performance. Past performance is not an indicator of future performance. We have taken all reasonable steps to ensure that any opinion or recommendation in the Content or the Reports isbased on reasonable grounds. The data generated by the research in the Content or the Reports is based on research_methodology that has limitations; and some of the information in the Content or the Reports is based on information from third parties.We do not guarantee the currency of the Content or the Reports. If you would like to assess the currency, you should compare the Content of the Content or the Reports with more recent characteristics and performance of the assets mentioned within it. You acknowledgethat investment can give rise to substantial risk and a product mentioned in the Content or the Reports may not be suitable to you.

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