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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The Australian Repo Market Microstructure
15 Aug 2018
RDP
2018-09
Each (non-indexed) treasury bond ISIN is used in at least 6 repos and each treasury indexed bond ISIN is used in at least 16 repos. ... Frequency refers to number of detected repos. Treasury bonds. Treasury indexed bonds.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html
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Financial Stability Review
10 Feb 2020
FSR
April 2018
PDF
2840KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/financial-stability-review-2018-04.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
inflation-indexed bonds with similar maturities outstanding. Such data points are likely to be. ... reflect data issues. Specifically, there were no inflation-indexed bonds with relatively short.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
Financial Stability Review – March 2008
9 Apr 2008
FSR
– March 2008
PDF
542KB
https://www.rba.gov.au/publications/fsr/2008/mar/pdf/0308.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
in 2-year US Treasury bond yields orthogonalised against the change in 1-month OIS rates; the bottom panel shows premium. ... shocks as the change in 10-year US Treasury bond yields orthogonalised against the change in 2-year bond yields.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
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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Financial Stability Review – September 2007
16 Nov 2007
FSR
– September 2007
PDF
575KB
https://www.rba.gov.au/publications/fsr/2007/sep/pdf/0907.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
de Jong (2000) implements this model on Treasury yield data from the UnitedStates. ... when Treasury notes are not available.11 For maturities longer than18 months we use the yields of Australian Government bonds.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Financial Stability Review October 2015
15 Oct 2015
FSR
October 2015
PDF
1359KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/1015.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
Treasuries in the United States, as the safest and most liquid assets, all rated AAA (or equivalent). ... In September banks’ total bond issuance dropped to under a third of typical monthly issuance, and.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf