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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Introduction
31 Dec 2011
RDP
2011-01
RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds 1. ... Terms and conditions of Treasury inflation-indexed bonds are available at http://www.aofm.gov.au/content/borrowing/terms/indexed_bonds.asp.
https://www.rba.gov.au/publications/rdp/2011/2011-01/introduction.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
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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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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The Reserve Bank's Policy Actions and Balance Sheet
30 Jun 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, The Economic Society Australia, Webinar
https://www.rba.gov.au/speeches/2020/sp-dg-2020-06-30.html
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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The Usual Transmission – Monetary Policy and Financial Conditions
13 Aug 2019
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to Finance & Treasury Association, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-08-13.html
Australian Fixed Income Markets – Recent Developments and a Look Ahead
24 May 2023
Speech
Speech delivered by David Jacobs, Head of Domestic Markets , AOFM Fixed Income Forum, Tokyo
https://www.rba.gov.au/speeches/2023/sp-so-2023-05-24.html
Monetary Policy in 2020
24 Nov 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, Australian Business Economists, Virtual
https://www.rba.gov.au/speeches/2020/sp-dg-2020-11-24.html
The Australian Repo Market Microstructure
15 Aug 2018
RDP
2018-09
Each (non-indexed) treasury bond ISIN is used in at least 6 repos and each treasury indexed bond ISIN is used in at least 16 repos. ... Frequency refers to number of detected repos. Treasury bonds. Treasury indexed bonds.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html
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