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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Extracting Information from Financial Market Instruments
20 Apr 2012
Bulletin
PDF
499KB
Reserve Bank of Australia Bulletin March Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-6.pdf
Bulletin December Quarter 2022
8 Dec 2022
Bulletin
- December 2022
PDF
4585KB
https://www.rba.gov.au/publications/bulletin/2022/dec/pdf/bulletin-2022-12.pdf
Bulletin September Quarter 2011
4 Oct 2011
Bulletin
PDF
2568KB
The Australian Semi-government Bond Market 49. Cash Use in Australia: New Survey Evidence 55. ... inflation expectations derived from indexed bonds, output is the output gap, U is the unemployment rate, and pm is tariff-adjusted import prices (in log form
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911.pdf
Semi-Annual Statement on Monetary Policy
10 May 1999
Bulletin
– May 1999
This is reflected in a narrowing of the gap between the nominal yield on conventional bonds and the real yield on indexed securities from about 5 percentage points in 1994 to ... Spreads on corporate bonds over US Treasury bonds continue to decline
https://www.rba.gov.au/publications/bulletin/1999/may/1.html
Semi-Annual Statement on Monetary Policy
10 Nov 1997
Bulletin
– November 1997
The move up in world bond yields was reversed when the Hong Kong stock market fell sharply on 22 October, as investors sought safe haven in bonds. ... the spread of 10-year bonds in Australia to US treasuries averaged about 4.5 percentage points (Graph A2
https://www.rba.gov.au/publications/bulletin/1997/nov/2.html
Semi-Annual Statement on Monetary Policy
10 Nov 1998
Bulletin
– November 1998
But even within US markets, spreads for riskier credits widened sharply: spreads on low-grade corporate bonds widened to about 7 percentage points over Treasuries (twice the normal margin); while spreads ... this proved very brief as the wide
https://www.rba.gov.au/publications/bulletin/1998/nov/1.html
Bulletin September Quarter 2022
14 Sep 2022
Bulletin
- September 2022
PDF
8931KB
https://www.rba.gov.au/publications/bulletin/2022/sep/pdf/bulletin-2022-09.pdf
Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf
Measuring Government Bond Turnover in Australia Using Austraclear Data
21 Sep 2023
Bulletin
– September 2023
This article provides new estimates using Austraclear data for monthly turnover ratios for Australian Government Securities (AGS) and semi-government bonds (semis).
https://www.rba.gov.au/publications/bulletin/2023/sep/measuring-government-bond-turnover-in-australia-using-austraclear-data.html
Bulletin June Quarter 2021
18 Aug 2021
Bulletin
- June 2021
PDF
10067KB
https://www.rba.gov.au/publications/bulletin/2021/jun/pdf/bulletin-2021-06.pdf