Search: indicative mid rates
RBA Glossary definition for indicative mid rates
indicative mid rates – The daily schedule of annual returns expressed as a percentage of the prices of specific fixed-coupon bonds, capital-indexed bonds and Treasury notes issued by the Australian Government. They are closing rates as sourced from Yieldbroker Pty Limited (except for Treasury Indexed Bond yields prior to 18 September 2013, which are 4.30 pm mid-rates sourced from a survey of bond dealers by the RBA).
RBA Glossary definition for Indicative
Indicative – Data are not necessarily observed but calculated from reference points. For a financial asset or product, an �indicative� price may not necessarily correspond to the price at which dealers in that market would execute transactions; for an example see Notes for Table F11.
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The Balance of Payments | Conference – 1990
21 Jun 1990
Conferences
With flexible exchange rates, capital mobility and static exchange rate expectations, both the nominal and real exchange rate will appreciate. ... The shocks to the terms of trade in the early 1970s and mid 1980s contributed to large changes in the real
https://www.rba.gov.au/publications/confs/1990/tease.html
Measuring Productivity in the Australian Banking Sector | Conference – 1995
10 Jul 1995
Conferences
Measured here as the rate of return on shareholders' funds, the gap between banks' profitability (Figure 8) and that of other companies has progressively been reduced. ... Assuming that these National Australia Bank results are indicative of the banking
https://www.rba.gov.au/publications/confs/1995/oster-antioch.html
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
As Figure 2 also demonstrates, longer-term rates did not respond to the hikes in the cash rate, while Figure 3 illustrates how risk premia in business and corporate funding rates ... Thereafter, however, the spread remained relatively stable (at 180
https://www.rba.gov.au/publications/confs/2011/davis.html
The Chinese Interbank Repo Market
15 Jun 2017
Bulletin
– June 2017
The market for repurchase agreements (repos) is an important source of short-term funding for financial institutions operating in China. This article outlines the key features of Chinese repo markets, focusing on the interbank market, before
https://www.rba.gov.au/publications/bulletin/2017/jun/9.html
Statement on Monetary Policy
10 Feb 2002
Bulletin
– February 2002
The exchange rate has been relatively stable since early 2001 in trade-weighted terms. ... 175 points, and the ECB, which cut rates by 150 points (Table 5).
https://www.rba.gov.au/publications/bulletin/2002/feb/1.html
Semi-Annual Statement on Monetary Policy
10 Nov 1997
Bulletin
– November 1997
Exchange rates in these four countries have now fallen by between 25 and 40 per cent since mid 1997. ... Households appear to have lifted their saving rate a little over the past year or so, after a period of several years in which saving rates fell.
https://www.rba.gov.au/publications/bulletin/1997/nov/2.html
The Financial Crisis through the Lens of Foreign Exchange Swap Markets
10 Jun 2010
Bulletin
– June 2010
One reason is that LIBOR is based on indicative (rather than contractual) borrowing rates. ... The euro interbank offer rate (EURIBOR) is an indicative rate for borrowing euros on an unsecured basis within Europe.
https://www.rba.gov.au/publications/bulletin/2010/jun/7.html
The Impact of the Capital Market Turbulence on Banks' Funding Costs
10 Jun 2009
Bulletin
– June 2009
Prior to mid 2007, bank bill rates closely tracked the market's expectation for the cash rate (the overnight indexed swap or OIS rate) with the spread between 90-day bank ... The average interest rate on this debt rose steadily up until mid 2008, as bank
https://www.rba.gov.au/publications/bulletin/2009/jun/1.html
Statement on Monetary Policy
10 Aug 2004
Bulletin
– August 2004
With US interest rates still well below historical norms, markets expect additional tightening, and a further increase in the funds rate of 100 basis points is currently priced in over the ... In Australia, market interest rate expectations remained
https://www.rba.gov.au/publications/bulletin/2004/aug/1.html
Bulletin
29 Jan 2024
Bulletin
- January 2024
PDF
5775KB
https://www.rba.gov.au/publications/bulletin/2024/jan/pdf/bulletin-2024-01.pdf