Search: Treasury notes
RBA Glossary definition for Treasury notes
Treasury notes – Australian Government Securities with a short term to maturity, issued at a discount to their face value with the difference (or discount) representing the return on the note. They are used primarily to meet the Government's need for within-year finance.
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A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
when Treasury notes are not available.11 For maturities longer than18 months we use the yields of Australian Government bonds. ... Hence they can be used in place of Treasury notes to estimate the short end to the risk-free yield curve.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
March | 2022
17 Mar 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/mar/
Bulletin Articles – 1987
9 Mar 2023
Bulletin
The Reserve Bank Bulletin is a monthly publication that contains economic commentary, feature articles, speeches and a set of statistical tables
https://www.rba.gov.au/publications/bulletin/1987/
Data
23 Apr 2019
RDP
2019-03
t. 5. m. i. n. Note that we use a 15-minute average before and after the event to reduce any noise in quoted interest rates. ... in 10-year US Treasury bond yields orthogonalised against the change in 2-year bond yields.
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
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Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
Notes: Algorithm run with 14-day maturity cap on all available transaction data; rounded to 0.1 percentage points. ... Notes: Austraclear sample years are 2006, 2008, 2009, 2010, 2012, 2013, 2014 and 2015.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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Bulletin June Quarter 2023
29 Sep 2023
Bulletin
- June 2023
PDF
7089KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
Notes: Pink dots represent successfully filled bids and blue dots represent unsuccessful bids that remained unfilled. ... Australian Government Securities – The Australian Government issues Australian Government Securities (AGS) in the form of Treasury
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
Note: Simple average for the states, Tasmania and the two territories are excluded. ... Notes: Heteroskedasticity and autocorrelation corrected (HAC) standard errors in parentheses; , and denote statistical.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Read me file
12 May 2023
RDP
2023-04
Note this code is adapted from Adrian, Crump and Moench (2013), and subroutines are used elsewhere. ... Note 3-month and 2-year data are used for ‘pc_yield_simpler_shocks.csv’ below.
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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