Results of RBA's purchase of semis; yields dn vs last week

By Sophia Rodrigues

Published On 31 Mar 2020 , 04:31 PM

The Reserve bank today purchased the following semi-government bonds for a total of A$3 billion. Many of these bonds were bought last week and in all these cases, the cut-off yield was lower than last week.

 
Issuer Coupon
%
Maturity
mm/yy
Amount purchased
(face value)
$m
Weighted average yield
%
Cut-off yield
%
NSWT 3.00 05/27 367 1.1547 1.1200
NSWT 3.00 03/28 82 1.2666 1.2450
NSWT 3.00 04/29 294 1.3769 1.3500
NSWT 3.00 02/30 153 1.4612 1.4275
NSWT 6.00 05/30 5 1.4050 1.4050
TCV 3.00 10/28 126 1.2836 1.2700
TCV 2.50 10/29 101 1.3925 1.3675
TCV 1.50 11/30 216 1.5275 1.5100
TCV 4.75 11/30 6 1.5300 1.5300
QTC 2.75 08/27 70 1.1793 1.1750
QTC 3.25 07/28 115 1.2730 1.2700
QTC 3.25 08/29 307 1.4032 1.3900
QTC 3.50 08/30 404 1.4972 1.4825
WATC 3.00 10/27 167 1.1751 1.1700
WATC 3.25 07/28 179 1.2763 1.2600
WATC 2.75 07/29 108 1.3897 1.3750
ACT 2.25 05/29 40 1.4319 1.4300
NTTC 2.75 04/27 15 1.3667 1.3600
NTTC 3.50 04/28 30 1.5000 1.5000
SAFA 3.00 09/27 35 1.2000 1.1900
SAFA 3.00 05/28 102 1.3060 1.3000
SAFA 2.75 05/30 58 1.5262 1.5200
TASC 2.00 01/30 20 1.6050 1.6000

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