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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Statement on Monetary Policy – November 2013
7 Nov 2013
SMP
– November 2013
PDF
2719KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/1113.pdf
The Separation of Debt Management and Monetary Policy
10 Nov 1993
Bulletin
– November 1993
The main decisions are:. the proportions of the issue to be in Treasury bonds, Treasury indexed bonds, and Treasury notes. ... In 1993, the Government recommenced issuing Treasury indexed bonds through a dealer panel which then distributes the securities
https://www.rba.gov.au/publications/bulletin/1993/nov/1.html
Data
23 Apr 2019
RDP
2019-03
shows path shocks as the change 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
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
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Statement on Monetary Policy – August 2013
9 Aug 2013
SMP
– August 2013
PDF
2802KB
https://www.rba.gov.au/publications/smp/2013/aug/pdf/0813.pdf
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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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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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
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
Recent Developments in the Semi-government Bond Market
25 Jan 2024
Bulletin
– January 2024
The market for Australian state and territory government bonds is often referred to as the market for ‘semis’.
https://www.rba.gov.au/publications/bulletin/2024/jan/recent-developments-in-the-semi-government-bond-market.html