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.
Search Results
Statistical Tables
10 May 2024
Statistics
Household and Business Finances. Interest Rates. Exchange Rates. Share Markets.
https://www.rba.gov.au/statistics/tables/
Changes to Statistical Tables
10 May 2024
Statistics
B3. 2023. 29 December 2023. Indicative Mid Rates of Selected Australian Government Securities – F16. ... Capital Market Yields – Government Bonds – F2.1. Indicative Mid Rates of Australian Government Securities – F16.
https://www.rba.gov.au/statistics/tables/changes-to-tables.html
Historical Data
13 Jun 2023
Statistics
This page provides links to historical data
https://www.rba.gov.au/statistics/historical-data.html
Discontinued Data
9 Mar 2023
Statistics
This page provides links to data no longer updated by the Reserve Bank of Australia
https://www.rba.gov.au/statistics/discontinued-data.html
Read me file
24 May 2022
RDP
2022-02
Transactions in Australian Government Securities and Semis), F1 (Interest Rates and Yields – Money Market – Daily) and F16 (Indicative Mid Rates of Australian Government Securities). ... Some similar data are available in the RBA's statistical tables
https://www.rba.gov.au/publications/rdp/2022/2022-02/read-me.html
See 6 more results from "RDP 2022-02"
A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
Δlog(x. t. ). No. Overnight cash rate (OCR). Interest rates. Δx. ... t. No. Real OCR. Interest rates. Δx. t. No. 3-month bank bill.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
The Evolving Structure of the Australian Financial System | Conference – 1996
9 Jul 1996
Conferences
to money-market rates and this means that the difference between the two is likely to be largest at the bottom of the interest rate cycle. ... Secondly, abstracting from cyclical movements, both deposit and lending rates have moved upward relative to the
https://www.rba.gov.au/publications/confs/1996/edey-gray.html
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
In the baseline models, the stance of monetary policy is measured by the cash rate target, as published in RBA statistical table F1 (Interest Rates and Yields – Money Market). ... Carroll et al 2017). Therefore, their discount rates may be relatively
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
See 2 more results from "RDP 2020-02"
Read Me File for RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in…
1 Feb 2018
RDP
2018-02
Constructed using data from RBA website (Statistical table F16 ‘Indicative Mid Rates of Selected Australian Government Securities’). ... Both are found in the ‘Real rate zero coupon’ subfolder. To run, run the ‘InterpolationAdj.txt’ program.
https://www.rba.gov.au/publications/rdp/2018/2018-02/read-me.html
See 3 more results from "RDP 2018-02"
Frequency of Statistical Releases
9 Mar 2023
Statistics
Table Name. Frequency of Publication. (a). Update Schedule. Time (indicative). Reserve Bank of Australia. ... Indicative Mid Rates of Selected Australian Government Securities – F16.
https://www.rba.gov.au/statistics/tables/frequency-statistical-releases.html