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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Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
1 Feb 2018
RDP
2018-02
Specifically, there were no inflation-indexed bonds with relatively short maturities trading at this time. ... associated with nominal bonds over inflation-indexed bonds manifested in a lower inflation risk premium, which was subsequently unwound as
https://www.rba.gov.au/publications/rdp/2018/2018-02/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
In particular we consider two variants: the first assumes that AGS yields would have moved in line with those of US Treasury bonds; and the second constructs a counterfactual based on ... impact on the spread to AGS for purchases of the bond itself or
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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Operations in Financial Markets
12 Apr 2020
RBA Annual Report
– 2020
a target for the 3-year Australian Government bond yield of around 0.25 per cent, with purchases of government bonds in secondary markets to help achieve the yield target and ... The securities available through the facility comprise all Treasury Bonds
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html
Note 1 – Summary of Accounting Policies | Financial Statements
28 Jul 2004
RBA Annual Report
– 2004
d) Australian dollar securities. The RBA holds Commonwealth Treasury Fixed Coupon Bonds, Treasury Notes and Treasury Capital Indexed Bonds, and securities issued by the central borrowing authorities of State and Territory ... Treasury Capital Indexed
https://www.rba.gov.au/publications/annual-reports/rba/2004/fin-statements/note-1.html
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
would have moved in line with those of US Treasury bonds; and the second constructs a. ... Adjacent bonds are those that mature. within one year of the eligible bond.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Discussion on Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting? | Conference – 2004
9 Aug 2004
Conferences
This presumption covers the purchase of bonds, risky domestic assets and foreign exchange, all of which can affect inflation. ... Purchase of bonds: The supply of duration to any government bond market is fundamentally a treasury responsibility.
https://www.rba.gov.au/publications/confs/2004/ito-disc.html
Capital Flow Policies, Monetary Policy and Coordination
27 Jul 2014
Conferences
PDF
394KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/fratzscher.pdf
Note 1 – Summary of Accounting Policies | Financial Statements
24 Aug 2001
RBA Annual Report
– 2001
d) Australian dollar securities. The RBA holds Commonwealth Treasury Fixed Coupon Bonds, Treasury Notes and Treasury Capital Indexed Bonds. ... Treasury Capital Indexed Bonds are coupon securities with the nominal value of the security indexed in line
https://www.rba.gov.au/publications/annual-reports/rba/2001/fin-statements/note-1.html
Notes to and Forming Part of the Financials Statements
27 Oct 2022
RBA Annual Report
– October 2022
These bonds were purchased as part of the RBAs response to the COVID-19 pandemic, including under the Bond Purchase Program and as part of achieving a target for the yield ... Futures positions are reported within Foreign currency investments. Asian Bond
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html
Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
The Bank purchased a total of $154 billion of government bonds under the bond purchase program during 2020/21, split 80/20 between AGS and semis. ... The securities available through the facility comprise all Treasury Bonds and Treasury Indexed Bonds
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html