Search: weighted average issue yield
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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Risk Management
21 Oct 2021
RBA Annual Report
– 2021
The weighted-average benchmark duration target for the Bank's total foreign portfolio was little changed over 2020/21 at around 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/2021/risk-management.html
Financial Developments in Australia
26 Jun 2023
RBA Annual Report
– 1976
yields; for instance, since August 1975 the yield to eventual maturity had been just over 10 per cent. ... The weighted average rate of interest on dealers' loans outstanding from clients in the nine months to March 1976 was generally in the 6.5 to 7.5
https://www.rba.gov.au/publications/annual-reports/rba/1976/fin-dev-australia.html
Financial Markets and the Bank's Operations
9 Mar 2023
RBA Annual Report
– 1989
The yield curve became sharply inverse; yields on 10-year bonds rose by less than 2 percentage points over the same period. ... The dollar was relatively steady on a trade-weighted basis for the remainder of the year.
https://www.rba.gov.au/publications/annual-reports/rba/1989/fin-markets-bank-operations.html
Monetary Policy and Financial Developments
26 Jun 2023
RBA Annual Report
– 1977
With this in view, Treasury note issue yields were increased by 1 per cent in two steps in August and September. ... The weighted average interest rate on clients' loans outstanding over May/June was 9 per cent.
https://www.rba.gov.au/publications/annual-reports/rba/1977/monetary-policy-and-financial-developments.html
Risk Management
17 Oct 2019
RBA Annual Report
– 2019
The weighted-average benchmark duration target for the Bank's total foreign portfolio was little changed over 2018/19 at around 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/2019/risk-management.html
Note 15 – Financial Instruments and Risk | Financial Statements
25 Sep 2017
RBA Annual Report
– 2017
2018 $M. 2017 $M. Change in profit/equity due to movements of /1 percentage point across yield curves:. ... $M. Contracted maturity. $M. No specified maturity. $M. Weighted average effective rate (%). On demand. 0 to 3 months. 3 to 12 months. 1 to 5 years
https://www.rba.gov.au/publications/annual-reports/rba/2018/financial-statements/note-15.html
Operations in Financial Markets
16 Oct 2015
RBA Annual Report
– 2015
The weighted-average cash rate was equal to the Board's target on all days. ... At the end of June 2015, the running yield on the benchmark portfolio was very low at 0.2 per cent, reflecting the historically low levels of global bond yields.
https://www.rba.gov.au/publications/annual-reports/rba/2015/operations-in-financial-markets.html
Risk Management
20 Sep 2018
RBA Annual Report
– 2018
The weighted-average benchmark duration target for the Bank's total foreign portfolio was little changed over 2017/18 at around 6 months. ... Banknotes on issue account for about 41 per cent of total liabilities and carry no interest cost to the Bank.
https://www.rba.gov.au/publications/annual-reports/rba/2018/risk-management.html
Note 15 – Financial Instruments and Risk
21 Oct 2021
RBA Annual Report
– 2021
Note 15 – Financial Instruments and Risk | Reserve Bank of Australia Annual Report – 2021
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-15.html
Financial Markets | Reserve Bank of Australia Annual Report - 1996
31 Dec 1996
Annual Report
on issue (and thereby expanding the scope for the Bank to deal in these instruments). ... levels, reversing purchases made in the previous year when yields were significantly higher.
https://www.rba.gov.au/publications/annual-reports/rba/1996/fin-markets.html