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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Financial Markets | Reserve Bank of Australia Annual Report - 1994
30 Jun 1994
Annual Report
Bond yields. (Per cent). Country. Rise in long bond yield from. ... with the average duration of the bonds on issue – but on occasions the Bank may choose to adjust the duration of its portfolio to reflect changes in market conditions.
https://www.rba.gov.au/publications/annual-reports/rba/1994/fin-markets.html
Risk Management
24 Oct 2016
RBA Annual Report
– 2016
The average term of the Bank's domestic repo book at the end of June 2016 was around three weeks. ... The weighted-average benchmark duration target for the Bank's foreign portfolios remains low by historical standards at around 7ç months, reflecting
https://www.rba.gov.au/publications/annual-reports/rba/2016/risk-management.html
Calendar of Events
31 Dec 1978
RBA Annual Report
– 1978
25 October. From 26 October, issue yields on 13 and 26 week Treasury notes reduced by 0.08 and 0.15 of a percentage point respectively. ... 3 November. From 4 November, issue yields on 13 and 26 week Treasury notes reduced by 0.08 and 0.09 of a
https://www.rba.gov.au/publications/annual-reports/rba/1978/calendar-events.html
Risk Management
28 Aug 2006
RBA Annual Report
– 2006
On current holdings, a 10 per cent rise in the Australian dollar (on a weighted average basis against the three currencies in the portfolio) would result in valuation losses of around ... Their value is therefore subject to movements in domestic and
https://www.rba.gov.au/publications/annual-reports/rba/2006/risk-mgmt.html
The Bank's Market Operations | Reserve Bank of Australia Annual Report - 1984
30 Jun 1984
Annual Report
Heavy issues of Commonwealth securities were arranged to help absorb the injections of funds. ... Short-term interest rates and bond yields fell a little over the month.
https://www.rba.gov.au/publications/annual-reports/rba/1984/bank-mar-ope.html
Risk Management
25 Oct 2010
RBA Annual Report
– 2010
Australian dollar (on the basis of a weighted average of the currencies in the portfolio) would be around $3.8 billion. ... The largest liability is notes on issue, which carry no interest cost to the Bank.
https://www.rba.gov.au/publications/annual-reports/rba/2010/risk-mgnt.html
The Bank's Market Operations During the Year* | Reserve Bank of Australia Annual Report - 1983
30 Jun 1983
Annual Report
Introduced. Coupon Rate (% p.a.). Withdrawn. Gross Issues. ($m). 21. 31 March 1982. ... The trade-weighted index of value of the Australian dollar was fairly steady during April.
https://www.rba.gov.au/publications/annual-reports/rba/1983/bank-mar-ope.html
Note 16 | Financial Statements
31 Aug 2007
RBA Annual Report
– 2007
Weighted. average. coupon rate %. Weighted. average. effective. rate %. 0 to 3 months. ... rate $M. Repricing Period. $M. Not. bearing. interest $M. Weighted. average.
https://www.rba.gov.au/publications/annual-reports/rba/2007/fin-statements/note-16.html
Note 15 – Financial Instruments and Risk | Financial Statements
10 Sep 2012
RBA Annual Report
– 2012
Contracted maturity $M. No specified maturity $M. Weighted average coupon rate %. Weighted average effective. rate %. On. demand. 0 to 3 months. ... Weighted average coupon rate %. Weighted average effective. rate %. On.
https://www.rba.gov.au/publications/annual-reports/rba/2012/fin-statements/note-15.html
Note 16 | Financial Statements
20 Aug 2009
RBA Annual Report
– 2009
Weighted. average. coupon rate %. Weighted. average. effective. rate %. 0 to 3 months. ... rate $M. Repricing Period $M. Not. bearing. interest $M. Weighted. average.
https://www.rba.gov.au/publications/annual-reports/rba/2009/fin-statements/note-16.html