Search: Treasury indexed bonds

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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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Semi-Annual Statement on Monetary Policy

10 Nov 1998 Bulletin – November 1998
But even within US markets, spreads for riskier credits widened sharply: spreads on low-grade corporate bonds widened to about 7 percentage points over Treasuries (twice the normal margin); while spreads ... this proved very brief as the wide
https://www.rba.gov.au/publications/bulletin/1998/nov/1.html

Measuring Government Bond Turnover in Australia Using Austraclear Data

21 Sep 2023 Bulletin – September 2023
Cameron Armour, Leon Berkelmans and Laurence Bristow
This article provides new estimates using Austraclear data for monthly turnover ratios for Australian Government Securities (AGS) and semi-government bonds (semis).
https://www.rba.gov.au/publications/bulletin/2023/sep/measuring-government-bond-turnover-in-australia-using-austraclear-data.html

Bulletin December Quarter 2021

9 Dec 2021 Bulletin - December 2021 PDF 3608KB
https://www.rba.gov.au/publications/bulletin/2021/dec/pdf/bulletin-2021-12.pdf

Extracting Information from Financial Market Instruments

20 Apr 2012 Bulletin PDF 499KB
Reserve Bank of Australia Bulletin March Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-6.pdf

Semi-Annual Statement on Monetary Policy

10 May 2000 Bulletin – May 2000
In the United States, the yield on 10-year Treasury bonds had fallen by around 100 basis points from its high in January, unwinding all of the rise that had occurred ... 29 June 1999. Level as at. 2 May 2000. Change. 10-year Treasury.
https://www.rba.gov.au/publications/bulletin/2000/may/1.html

Bulletin December Quarter 2022

8 Dec 2022 Bulletin - December 2022 PDF 4585KB
https://www.rba.gov.au/publications/bulletin/2022/dec/pdf/bulletin-2022-12.pdf

The Domestic Market for Short-term Debt Securities

10 Sep 2011 Bulletin – September 2011
Matthew Boge and Ian Wilson
Unlike the role played by Treasury bonds in the longer-term debt market, Treasury notes are not the principal reference rate within the money market. ... Hence, while successive Governments have committed to maintaining a sufficient supply of Treasury
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html

Semi-Annual Statement on Monetary Policy

10 May 1998 Bulletin – May 1998
The bond market in Australia participated in the global bond rally (Graph 7). ... Another indication of the good inflation outcomes priced into Australian bonds can be seen in the difference between nominal yields and the real yields on indexed bonds;
https://www.rba.gov.au/publications/bulletin/1998/may/2.html

Statement on Monetary Policy

10 Nov 2003 Bulletin – May 2003
Sources: IMF, US Federal Reserve, US Treasury. Graph 12. Bond yields in Europe have increased by around 90 basis points since the middle of the year. ... With spreads narrowing across the board, most corporate bond yields are below where they were at the
https://www.rba.gov.au/publications/bulletin/2003/nov/1.html

Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011

15 Jul 2011 Consultations PDF 875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf