Search: weighted average issue yield

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RBA Glossary definition for weighted average issue yield

weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.

RBA Glossary definition for yield

yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.

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The Term Funding Facility: Has It Encouraged Business Lending?

8 Dec 2022 RDP PDF 2133KB
rates (BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA. ... b) Covered bonds trade at yields on average about 5 basis points below senior unsecured (domestic) bonds since 2019, but.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf

Bulletin September Quarter 2023

15 Feb 2024 Bulletin - September 2023 PDF 8611KB
https://www.rba.gov.au/publications/bulletin/2023/sep/pdf/bulletin-2023-09.pdf

Risk Management

27 Oct 2022 RBA Annual Report – October 2022
The weighted-average benchmark duration target for the Banks total foreign portfolio was unchanged over 2021/22 at 6 months. ... Arrangements are in place to ensure staff are comfortable reporting concerns across a range of issues.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html

Financial Stability Review

15 Nov 2023 FSR - October 2023 PDF 4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf

Domestic Financial Conditions

6 Dec 2023 SMP - August 2023 PDF 2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf

Evaluating Simple Monetary-policy Rules for Australia | Conference – 1997

21 Jul 1997 Conferences
Gordon de Brouwer and James O'Regan
Potential output grows at its average growth over the past 15 years, which is about 3 per cent a year. ... As shown in panel 1, even using forecasts for the current period, rather than just using information at hand, yields significant gains.
https://www.rba.gov.au/publications/confs/1997/de-brouwer-oregan.html

Statement on Monetary Policy

10 Feb 2004 Bulletin – February 2004
This has meant a significant appreciation of the Australian dollar in trade-weighted terms. ... The slope of the yield curve in the US is steep by historical standards, with the spread between the Fed funds rate and 10-year bond yields at over 300 basis
https://www.rba.gov.au/publications/bulletin/2004/feb/1.html

Economic Outlook

6 Dec 2023 SMP - August 2023 PDF 639KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/05-economic-outlook.pdf

Appendix 1: Data Sources

1 Jun 1991 RDP 9104
Michele Bullock and Mark Rider
Belgium. 1961 – 1989: Yield on bonds with maturity of 5 years or over (weighted average yield to maturity). ... Feb 1977–1989: Yield on bonds with remaining life of more than 3 years (weighted average yield to maturity).
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-1.html

Domestic Financial Conditions

20 Nov 2023 SMP - November 2023 PDF 2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf