Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
Search Results
Semi-Annual Statement on Monetary Policy
10 Nov 1997
Bulletin
– November 1997
The move up in world bond yields was reversed when the Hong Kong stock market fell sharply on 22 October, as investors sought safe haven in bonds. ... the spread of 10-year bonds in Australia to US treasuries averaged about 4.5 percentage points (Graph A2
https://www.rba.gov.au/publications/bulletin/1997/nov/2.html
Extracting Information from Financial Market Instruments
20 Apr 2012
Bulletin
PDF
499KB
Reserve Bank of Australia Bulletin March Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-6.pdf
Semi-Annual Statement on Monetary Policy
10 Nov 1998
Bulletin
– November 1998
But even within US markets, spreads for riskier credits widened sharply: spreads on low-grade corporate bonds widened to about 7 percentage points over Treasuries (twice the normal margin); while spreads ... this proved very brief as the wide
https://www.rba.gov.au/publications/bulletin/1998/nov/1.html
Measuring Government Bond Turnover in Australia Using Austraclear Data
21 Sep 2023
Bulletin
– September 2023
This article provides new estimates using Austraclear data for monthly turnover ratios for Australian Government Securities (AGS) and semi-government bonds (semis).
https://www.rba.gov.au/publications/bulletin/2023/sep/measuring-government-bond-turnover-in-australia-using-austraclear-data.html
Bulletin December Quarter 2022
8 Dec 2022
Bulletin
- December 2022
PDF
4585KB
https://www.rba.gov.au/publications/bulletin/2022/dec/pdf/bulletin-2022-12.pdf
Statement on Monetary Policy
10 Nov 2003
Bulletin
– May 2003
Sources: IMF, US Federal Reserve, US Treasury. Graph 12. Bond yields in Europe have increased by around 90 basis points since the middle of the year. ... With spreads narrowing across the board, most corporate bond yields are below where they were at the
https://www.rba.gov.au/publications/bulletin/2003/nov/1.html
Bulletin September Quarter 2011
4 Oct 2011
Bulletin
PDF
2568KB
The Australian Semi-government Bond Market 49. Cash Use in Australia: New Survey Evidence 55. ... inflation expectations derived from indexed bonds, output is the output gap, U is the unemployment rate, and pm is tariff-adjusted import prices (in log form
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911.pdf
Semi-Annual Statement on Monetary Policy
10 May 2000
Bulletin
– May 2000
In the United States, the yield on 10-year Treasury bonds had fallen by around 100 basis points from its high in January, unwinding all of the rise that had occurred ... 29 June 1999. Level as at. 2 May 2000. Change. 10-year Treasury.
https://www.rba.gov.au/publications/bulletin/2000/may/1.html
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
Unlike the role played by Treasury bonds in the longer-term debt market, Treasury notes are not the principal reference rate within the money market. ... Hence, while successive Governments have committed to maintaining a sufficient supply of Treasury
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
Semi-Annual Statement on Monetary Policy
10 May 1998
Bulletin
– May 1998
The bond market in Australia participated in the global bond rally (Graph 7). ... Another indication of the good inflation outcomes priced into Australian bonds can be seen in the difference between nominal yields and the real yields on indexed bonds;
https://www.rba.gov.au/publications/bulletin/1998/may/2.html