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.
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Emergency Liquidity Injections
1 Oct 2019
RDP
2019-10
Cash c. i. represents cash and highly liquid low-return securities such as government bonds, whereas securities can be thought of as relatively safe privately issued debt.
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html
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Model Overview and Related Literature
30 Dec 2008
RDP
2008-09
We start by estimating zero-coupon yield curves from observed overnight indexed swap (OIS) and government bond data (for further details see Section 4 and Appendix A). ... bond yield forecasts as opposed to treasury note forecasts), and we extend the zero
https://www.rba.gov.au/publications/rdp/2008/2008-09/model-overview.html
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Operations in Financial Markets
30 Jun 1997
RBA Annual Report
– 1997
Most of these involved purchases of Treasury notes though about $8 billion in near-maturing bonds were purchased during the year. ... Treasury indexed bonds. 21. Other liabilities. – Treasury bonds. 2,720.
https://www.rba.gov.au/publications/annual-reports/rba/1997/operation-financial.html
Operations in Financial Markets
12 Sep 2014
RBA Annual Report
– 2014
The securities available through the facility comprise all Treasury Bonds and Treasury Indexed Bonds currently on issue. ... In December 2013, the Bank commenced publishing monthly indicator rates for Australian corporate bond spreads.
https://www.rba.gov.au/publications/annual-reports/rba/2014/ops-fin-mkts.html
Reserve Bank Earnings and Operations | Reserve Bank of Australia Annual Report - 1995
31 Dec 1995
Annual Report
RITS members can also lodge bids electronically at tenders for Treasury bonds and notes and almost all bids are now lodged this way. ... Two new types of Treasury securities were introduced into RITS during the year, namely Treasury indexed bonds and
https://www.rba.gov.au/publications/annual-reports/rba/1995/reserve-bank-earning.html
Financial Markets and the Bank's Operations
9 Mar 2023
RBA Annual Report
– 1988
Treasury notes on issue were at much the same level at end 1987/88 as a year earlier; Treasury bond maturities exceeded new issues. ... There were again modest new issues of indexed bonds; these securities have not yet been available long enough for
https://www.rba.gov.au/publications/annual-reports/rba/1988/fin-markets-bank-operations.html
The Past 25 Years
11 Sep 2015
RDP
2015-09
t. on long-term bond market inflation expectations has risen toward unity over the inflation-targeting period. ... From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by
https://www.rba.gov.au/publications/rdp/2015/2015-09/past-years.html
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
3.1 The Markets and Contracts. There is a continuum of markets on the unit interval, indexed by m. ... This makes margin costly. This is a realistic feature because CCPs only take high-quality assets to meet margin requirements, typically cash and
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html
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The Bank's Services | Reserve Bank of Australia Annual Report - 1985
30 Jun 1985
Annual Report
The Registries of Inscribed Stock at each Australian branch handle the issue and redemption of Australian Savings Bonds, Treasury bonds and Treasury notes. ... All these services will extend to Treasury indexed bonds following their introduction,
https://www.rba.gov.au/publications/annual-reports/rba/1985/bank-services.html
International Financial Cooperation
16 Oct 2013
RBA Annual Report
– 2013
Asia. Along with the Australian Treasury, the Reserve Bank is a member of both working groups. ... indexed bond funds and a Pan Asia Index Bond Fund (PAIF) (see the chapter on ‘Operations in Financial Markets’ for further information).
https://www.rba.gov.au/publications/annual-reports/rba/2013/intl-fin-coop.html