Search: Treasury adjustable rate bonds

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RBA Glossary definition for Treasury adjustable rate bonds

Treasury adjustable rate bonds – Australian Government Securities with an adjustable interest/coupon rate, periodically reset according to movements in the Australian Bank Bill Swap Reference Rate. These securities are no longer issued by the Commonwealth Government.

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Introduction

31 Dec 2011 RDP 2011-01
Richard Finlay and Sebastian Wende
Footnotes. The income stream from an inflation-indexed bond is adjusted by the rate of inflation and maintains its value in real terms. ... Terms and conditions of Treasury inflation-indexed bonds are available at
https://www.rba.gov.au/publications/rdp/2011/2011-01/introduction.html
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Appendix D: Glossary and Data

1 Jun 2000 RDP 2000-05
Meredith Beechey, Nargis Bharucha, Adam Cagliarini, David Gruen and Christopher Thompson
Core Inflation: Datastream, USCPXFDEF, JPCPXFFDF, EMESHARMF, EMCP.F. Definition:. Yield on the conventional Australian 10-year bond less the yield on Treasury capital indexed bonds of similar maturity. ... Treasury capital indexed bond yields:
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
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Appendix 1: Data

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
Source: Reserve Bank of Australia. Bulletin. Definition: Three-month average of the two-year Treasury bond yield for the last business day of the month. ... Assessed secondary market yields. Source: Reserve Bank of Australia. Bulletin. Definition:
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-1.html
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Robust Design Principles for Monetary Policy Committees | Conference – 2018

12 Apr 2018 Conferences
David Archer and Andrew T Levin
In fact, one member even cast consecutive votes in favour of rate hikes. ... During World War II, the Federal Reserve held the short-term Treasury bill rate close to zero and capped the yield on long-term Treasury bonds.
https://www.rba.gov.au/publications/confs/2018/archer-levin.html

MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
N2R. Two-year government bond rate. Per cent. Nominal. RBA, Yieldbroker. NBR. ... price growth, growth in the dwelling stock, changes in mortgage interest rates and the rate of inflation.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html

Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia

1 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
Considering first an ATSM of nominal interest rates, we assume that the one-period nominal interest rate (r. ... average interest rate expected to prevail over the life of the bond, resulting in a negative term premium.
https://www.rba.gov.au/publications/rdp/2018/2018-02/full.html
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Financial Conditions and Downside Risk to Economic Activity in Australia

23 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
Aus. 1974:Q4. 2020:Q3. LV. Interest rates and spreads. 3. Overnight cash rate (OCR). ... 2020:Q3. FD. 14. 3-year Treasury bond (TB) yield. FRED. US. 1959:Q3.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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Unemployment or Tax Reform? | Conference – 1998

9 Jun 1998 Conferences
Chris Richardson
0.24. 0.11. 0.38. 0.02. 0.25. 0.03. 0.17. 0.07. 0.18. Nominal 10-year bond rate. ... In addition, lower consumer spending and the modest initial fall in long-term interest rates (bond yields) also leave business flat-footed.
https://www.rba.gov.au/publications/confs/1998/richardson-c.html

Twenty-five Years of Inflation Targeting in Australia | Conference – 2018

12 Apr 2018 Conferences
Guy Debelle
underlying inflation is calculated using the Treasury underlying rate of inflation in the 1973–93 period and trimmed mean inflation for subsequent periods; standard deviations are calculated from quarterly growth rates ... for the GDP and price series,
https://www.rba.gov.au/publications/confs/2018/debelle.html

Biographies of Contributors | Conference – 2005

11 Jul 2005 Conferences
and held visiting positions at the IMF, University of Cambridge, Australian and New Zealand Treasuries. ... Mr Norman has also worked for the South Australian Department of the Treasury.
https://www.rba.gov.au/publications/confs/2005/bios-2005.html