Reserve Bank of Australia 2e1a2866-0382-46ff-8a2e-e46c112e35c9.xls
A B C D E F G H I
1 E6 TREASURY BOND SWITCH TENDERS
2
3
4 Tender Treasury bonds issued Bonds purchased Weighted-average
5 date Coupon Maturity Issue Issuer Coupon Maturity Amount spread
6 per cent date yield per cent date purchased basis points
7 per cent at tender
8 $ million
9 Last updated: 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10
10 Source AOFM AOFM AOFM AOFM AOFM AOFM AOFM AOFM
12 13-Aug-2008 5.75 15 Jun 2011 5.680 QTC 6.00 14 Jun 2011 151 61.6656
13 18-Aug-2008 6.50 15 May 2013 5.715 QTC 6.00 14 Aug 2013 99 61.1768
14 18-Aug-2008 6.50 15 May 2013 5.715 WATC 8.00 15 Jun 2013 50 61.0000
15 20-Aug-2008 5.75 15 Jun 2011 5.670 QTC 6.00 14 Jun 2011 100 63.0500
16 20-Aug-2008 5.75 15 Jun 2011 5.670 WATC 7.00 15 Apr 2011 51 62.4216
17 27-Aug-2008 6.00 15 Feb 2017 5.700 TCORP 5.50 1 Mar 2017 101 64.1485
18 27-Aug-2008 6.00 15 Feb 2017 5.700 TCV 5.75 15 Nov 2016 51 64.6471
19 03-Sep-2008 6.25 15 Apr 2015 5.650 TCORP 5.50 1 Aug 2014 100 69.0000
20 03-Sep-2008 6.25 15 Apr 2015 5.650 TCV 4.75 15 Oct 2014 100 65.9850
21 03-Sep-2008 6.25 15 Apr 2015 5.650 WATC 7.00 15 Apr 2015 100 65.4250
22 17-Sep-2008 6.50 15 May 2013 5.485 TCORP 6.00 1 May 2012 100 71.2850
23 17-Sep-2008 6.50 15 May 2013 5.485 QTC 6.00 14 Aug 2013 100 69.1000
24 17-Sep-2008 6.50 15 May 2013 5.485 WATC 7.00 15 Apr 2015 100 70.1500
25 01-Oct-2008 6.00 15 Feb 2017 5.450 TCORP 5.50 1 Mar 2017 76 68.5000
26 01-Oct-2008 6.00 15 Feb 2017 5.450 TCV 5.75 15 Nov 2016 75 66.8333
27 01-Oct-2008 6.00 15 Feb 2017 5.450 QTC 6.00 14 Sep 2017 150 66.2800
28 10-Oct-2008 5.25 15 Aug 2010 4.030 TCV 5.50 15 Sep 2010 201 79.2338
29 10-Oct-2008 5.25 15 Aug 2010 4.030 QTC 5.50 14 May 2010 100 84.1800
30 24-Oct-2008 5.25 15 Aug 2010 4.190 TCORP 7.00 1 Dec 2010 100 80.0000
31 24-Oct-2008 5.25 15 Aug 2010 4.190 TCV 5.50 15 Sep 2010 100 70.4000
32 24-Oct-2008 5.25 15 Aug 2010 4.190 QTC 5.50 14 May 2010 100 65.4000
33 05-Nov-2008 6.00 15 Feb 2017 5.200 TCORP 5.50 1 Mar 2017 100 77.3000
34 05-Nov-2008 6.00 15 Feb 2017 5.200 TCV 5.75 15 Nov 2016 99 73.7525
35 05-Nov-2008 6.00 15 Feb 2017 5.200 QTC 6.00 14 Sep 2017 100 73.8000
36 12-Nov-2008 6.25 15 Apr 2015 4.550 TCV 4.75 15 Oct 2014 99 74.5051
37 12-Nov-2008 6.25 15 Apr 2015 4.550 QTC 6.00 14 Oct 2015 100 87.7500
38 12-Nov-2008 6.25 15 Apr 2015 4.550 WATC 7.00 15 Apr 2015 100 85.7000
39 19-Nov-2008 6.50 15 May 2013 4.110 TCORP 5.50 1 Aug 2014 75 109.9667
40 19-Nov-2008 6.50 15 May 2013 4.110 WATC 8.00 15 Jun 2013 75 95.6667
41 19-Nov-2008 6.50 15 May 2013 4.110 SAFA 6.00 15 May 2013 50 100.4500
42 These tenders were conducted by the AOFM.
43 For more information see: AOFM — Tenders - Historical Data
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
12/4/2011 11:55 PM Page 1
Reserve Bank of Australia 2e1a2866-0382-46ff-8a2e-e46c112e35c9.xls
A B C D E F G H I
1 E6 TREASURY BOND SWITCH TENDERS
2
3
4 Tender Treasury bonds issued Bonds purchased Weighted-average
5 date Coupon Maturity Issue Issuer Coupon Maturity Amount spread
6 per cent date yield per cent date purchased basis points
7 per cent at tender
8 $ million
9 Last updated: 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10 21-Jan-10
10 Source AOFM AOFM AOFM AOFM AOFM AOFM AOFM AOFM
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
12/4/2011 11:55 PM Page 2
E6 Treasury Bond Switch Tenders
‘Issue yield’ is quoted by the AOFM at 10:15 am on the day of the tender.
‘Amount purchased at tender’ refers to the face value of bonds purchased by the AOFM. At each tender the sum
of the amounts purchased will equal the face value of Treasury bonds issued.
Results of the bond switch tenders are sourced from the AOFM.
For more information see the AOFM website ().