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RBA Glossary definition for semis

semis – Semi-government Securities (Australian state and territory government securities)

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Implementation Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Semis spreads. OLS. IV. OLS. IV. OLS. IV. OLS. IV. Purchases of the eligible bond. ... Combined semis auctions replaced the short- and long-dated auctions from 24 March 2021.
https://www.rba.gov.au/publications/rdp/2022/2022-02/implementation-effects.html

The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Figure 3: Change in Semis Spreads to AGS. Over 16 and 19 March 2020. ... Figure 7: Change in Semis Spreads to AGS. Over key event study days.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html

Conclusion

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
was no decline in longer-dated AGS yields or in the spreads of semis yields to AGS. ... and each percentage point of the free float of semis purchased estimated to have reduced semis spreads by up to around basis point.
https://www.rba.gov.au/publications/rdp/2022/2022-02/conclusion.html

Introduction

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
3 billion in purchases of AGS and securities issued by the states and territories (semi-government securities, or semis) with residual maturity between 1 and 10 years. ... The bond purchase program was initiated at the November 2020 Board meeting when
https://www.rba.gov.au/publications/rdp/2022/2022-02/introduction.html

Read me file

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Transactions in Australian Government Securities and Semis), F1 (Interest Rates and Yields – Money Market – Daily) and F16 (Indicative Mid Rates of Australian Government Securities). ... DC data are loaded by ‘load_dc_data.R’. Austraclear. Data
https://www.rba.gov.au/publications/rdp/2022/2022-02/read-me.html

Effects on Market Functioning

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
AGS. Semis. Purchases of free float in the week. 1.61. (0.36). ... points, while for semis the effect was larger at 3.3 basis points.
https://www.rba.gov.au/publications/rdp/2022/2022-02/effects-on-market-functioning.html

Event Study of Announcement Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Figure 3: Change in Semis Spreads to AGS. Over 16 and 19 March 2020. ... Figure 7: Change in Semis Spreads to AGS. Over key event study days.
https://www.rba.gov.au/publications/rdp/2022/2022-02/event-study-of-announcement-effects.html