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
Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects
21 Oct 2023
RDP
2023-10
Figure 4: Return on Assets around GPT Adoption. Notes: Dots represent point estimates. ... As a share of assets. Notes: Late adopter sample. Dots represent point estimates.
https://www.rba.gov.au/publications/rdp/2023/2023-10/full.html
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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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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
However, we note that this explanation would benefit from further research to more formally link. ... Securities (AGS) in the form of Treasury bonds, Treasury indexed bonds and Treasury notes.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.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
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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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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A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
7 Notes: Bonds issued onshore and offshore by Australian corporations over selected periods. ... a proportion of a bank’s total liabilities (excluding shareholders’ equity) were invested in Australian prime assets comprising, inter alia, notes and
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
panel). Figure 3: Changes in Building Approvals. Notes: All series are year-ended changes. ... Notes: Partial equilibrium responses. (a) Weighted by shares in national accounts dwelling investment.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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