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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Australian Money Markets through the COVID-19 Pandemic
17 Mar 2022
Bulletin
– March 2022
Money markets are used by banks and other entities to borrow and lend funds for short terms, and are central to the implementation and transmission of monetary policy in Australia.
https://www.rba.gov.au/publications/bulletin/2022/mar/australian-money-markets-through-the-covid-19-pandemic.html
Measures of Inflation Expectations in Australia
15 Dec 2016
Bulletin
– December 2016
Inflation expectations have an important influence on wage growth and price inflation. Expectations differ across agents and time and, accordingly, the Reserve Bank monitors a range of measures. This article discusses why inflation expectations are
https://www.rba.gov.au/publications/bulletin/2016/dec/3.html
The Impact of the Capital Market Turbulence on Banks' Funding Costs
10 Jun 2009
Bulletin
– June 2009
The average interest rate on banks' outstanding fixed-rate bonds (rather than the marginal cost) is a weighted average of the swap rates and bond spreads that prevailed when the bonds ... Overall, the weighted average cost of small business loans has
https://www.rba.gov.au/publications/bulletin/2009/jun/1.html
New Measures of Australian Corporate Credit Spreads
19 Dec 2013
Bulletin
– December 2013
Australian corporations access bond markets both domestically and offshore. Despite this, there is a lack of publicly available data on bond market conditions faced by non-financial corporations (NFCs). This gap in the data is particularly apparent
https://www.rba.gov.au/publications/bulletin/2013/dec/3.html
The Australian Semi-government Bond Market
10 Sep 2011
Bulletin
– September 2011
The amount of any given bond has also been increasing in recent years; the average issue size of fixed-rate bonds has increased 50 per cent since 2005. ... The weighted average term to maturity of the semi-government market is slightly longer than that
https://www.rba.gov.au/publications/bulletin/2011/sep/6.html
Quarterly Report on the Economy and Financial Markets
10 Feb 1997
Bulletin
– February 1997
Consistent with this, data for average weekly earnings show an increase in overtime earnings in the December quarter. ... The reduction in overnight rates reflected fully in yields along the entire yield curve out to 10 years.
https://www.rba.gov.au/publications/bulletin/1997/feb/1.html
Authorised Short Term Money Market Dealers
10 Jun 1991
Bulletin
– June 1991
The Bank then issues Acknowledgement Forms which dealers deliver to clients as collateral. ... Assets are weighted by period to maturity, with shortest maturities having the lowest weights.
https://www.rba.gov.au/publications/bulletin/1991/jun/3.html
New Measures of Credit Risk
10 Jul 2003
Bulletin
– July 2003
The bond spread indices in this and all following graphs are calculated as weighted averages, with the weights based on each bond's face value. ... The CDS indices are simple, unweighted averages of individual reference entities' swap spreads.
https://www.rba.gov.au/publications/bulletin/2003/jul/2.html
Statement on Monetary Policy
10 Feb 2006
Bulletin
– February 2006
Graph 17. Graph 18. The low level of yields on government bonds has prompted a ‘search for yield’ in recent years, creating demand for more risky assets. ... In trade-weighted terms, it is around 63, compared with a post-float average of 58.1
https://www.rba.gov.au/publications/bulletin/2006/feb/1.html
The Australian Exchange-traded Funds Market
15 Jun 2017
Bulletin
– June 2017
Assets under management in the Australian exchange-traded funds (ETF) market have more than tripled over the past four years to around billion. ETFs enable investors to gain exposure to a wide range of assets at relatively low cost. Australian ETFs
https://www.rba.gov.au/publications/bulletin/2017/jun/6.html