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.

Search Results

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

Risk Management

25 Sep 2017 RBA Annual Report – 2017
The weighted-average benchmark duration target for the Bank's foreign portfolios fell slightly over 2016/17 to around 6 months, reflecting a reduction in the duration target of the Chinese ... This weighted average duration target is low by historical
https://www.rba.gov.au/publications/annual-reports/rba/2017/risk-management.html

Note 15 – Financial Instruments and Risk

17 Oct 2019 RBA Annual Report – 2019
2019. $M. 2018. $M. Change in profit/equity due to movements of /1 percentage point across yield curves:. ... Weighted average effective rate (%). On demand. 0 to 3 months.
https://www.rba.gov.au/publications/annual-reports/rba/2019/financial-statements/note-15.html

Note 15 – Financial Instruments and Risk | Financial Statements

16 Oct 2015 RBA Annual Report – 2015
Accordingly, the main financial claims on the RBA are banknotes on issue and deposit liabilities. ... Weighted average effective rate %. On demand. 0 to 3 months.
https://www.rba.gov.au/publications/annual-reports/rba/2015/fin-statements/note-15.html

Financial Markets and the Bank's Operations | Reserve Bank of Australia Annual Report - 1991

30 Jun 1991 Annual Report
Issues backed by securitised assets – mainly mortgages – totalled $2.1 billion in 1990/91, increasing the stock on issue to $5.5 billion. ... Financing through issues of promissory notes grew moderately in 1990/91, with amounts on issue rising by
https://www.rba.gov.au/publications/annual-reports/rba/1991/fin-market.html

Note 15 – Financial Instruments and Risk

12 Apr 2020 RBA Annual Report – 2020
$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. ... Contracted maturity $M. No specified maturity $M. Weighted average effective rate (%). On demand. 0
https://www.rba.gov.au/publications/annual-reports/rba/2020/financial-statements/note-15.html

Financial Markets and The Bank's Operations | Reserve Bank of Australia Annual Report - 1992

30 Jun 1992 Annual Report
In real terms, however, yields are a good deal higher than they were in the 1970s.). ... The substantial fall in long-term security yields occurred notwithstanding an increase in the stock of bonds on issue, reflecting the increased public sector deficit.
https://www.rba.gov.au/publications/annual-reports/rba/1992/fin-markets.html

Financial Markets and the Bank's Operations | Reserve Bank of Australia Annual Report - 1995

31 Dec 1995 Annual Report
Yields on 180-day bills rose even more, to 9.4 per cent. ... Tenders for Treasury notes were held each week. Over the year, Treasury notes on issue fell by $2.0 billion, in part a consequence of the Government broadening its debt issues
https://www.rba.gov.au/publications/annual-reports/rba/1995/fin-markets.html

Note 16 | Financial Statements

28 Aug 2006 RBA Annual Report – 2006
Weighted. average. coupon rate %. Weighted. average. effective. rate %. 0 to 3 months. ... rate $M. Repricing Period $M. Not. bearing. interest $M. Weighted. average.
https://www.rba.gov.au/publications/annual-reports/rba/2006/fin-statements/note-16.html