Search: weighted average issue yield
RBA Glossary definition for weighted average issue yield
weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.
RBA Glossary definition for yield
yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.
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3.3 Risk Management
19 Oct 2023
RBA Annual Report
– October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html
Notes to and Forming Part of the Financial Statements
19 Oct 2023
RBA Annual Report
– October 2023
Australian banknotes on issue. Banknotes on issue are a financial liability recorded at face value. ... The weighted average duration of the defined benefit obligation for RB Super is 16 years (17 years at 30 June 2022).
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html
Risk Management
27 Oct 2022
RBA Annual Report
– October 2022
The weighted-average benchmark duration target for the Banks total foreign portfolio was unchanged over 2021/22 at 6 months. ... Arrangements are in place to ensure staff are comfortable reporting concerns across a range of issues.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html
Notes to and Forming Part of the Financials Statements
27 Oct 2022
RBA Annual Report
– October 2022
3.0. (a) Based on highly rated Australian dollar-denominated corporate bond yields. ... The weighted average duration of the defined benefit obligation for RB Super is 17 years (20 years at 30 June 2021).
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html
Australian Interest Rates and Security Yields
9 Mar 2023
RBA Annual Report
– 1963
Deposit Rates. Bank Overdraft Rates. (c). Government Security Yields. (d). Company Debenture Issue Rates. ... f) Theoretical yield on 2-year maturity. (g) Prior to 1959/60, weighted average of yields on maturities 10 years or more.
https://www.rba.gov.au/publications/annual-reports/rba/1963/aus-interest-rate-security-yields.html
The Australian Economy
24 Jul 2023
RBA Annual Report
– 1975
Issue yields on Treasury notes were further reduced over following months and yields on short and medium-term securities also fell; in the February loan a rate of 8.5 per ... Interest rates on certificates of deposit had reached very high levels late in
https://www.rba.gov.au/publications/annual-reports/rba/1975/australian-economy.html
Risk Management
12 Apr 2020
RBA Annual Report
– 2020
The weighted-average benchmark duration target for the Bank's total foreign portfolio remained little changed over 2019/20 at around 6 months. ... internal operations as well as to develop plans to address longer-term risks and issues.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html
Monetary and External Policies
9 Mar 2023
RBA Annual Report
– 1980
The first of these tenders was held in mid-February. In it, $70 million of May 1981 bonds were sold at an average yield of 10.78 per cent. ... Later in February, $10 million of February 1986 bonds were sold by tender at an average yield of 11.20 per cent.
https://www.rba.gov.au/publications/annual-reports/rba/1980/monetary-external-policies.html
The Reserve Bank and Economic Policy in 1978/79
20 Jun 2023
RBA Annual Report
– 1979
The issue yield on 26 week Treasury notes was also moved down slightly. ... Over the early months of 1978/79, issue yields on certificates of deposit and interest rates on large fixed deposits with the banks had come down a little.
https://www.rba.gov.au/publications/annual-reports/rba/1979/res-bank-eco-policy.html
Financial Developments in Australia
26 Jun 2023
RBA Annual Report
– 1976
yields; for instance, since August 1975 the yield to eventual maturity had been just over 10 per cent. ... The weighted average rate of interest on dealers' loans outstanding from clients in the nine months to March 1976 was generally in the 6.5 to 7.5
https://www.rba.gov.au/publications/annual-reports/rba/1976/fin-dev-australia.html