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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The Impact of the Capital Market Turbulence on Banks' Funding Costs
10 Jun 2009
Bulletin
– June 2009
The average interest rate on banks' outstanding fixed-rate bonds (rather than the marginal cost) is a weighted average of the swap rates and bond spreads that prevailed when the bonds ... Overall, the weighted average cost of small business loans has
https://www.rba.gov.au/publications/bulletin/2009/jun/1.html
New Measures of Australian Corporate Credit Spreads
19 Dec 2013
Bulletin
– December 2013
Australian corporations access bond markets both domestically and offshore. Despite this, there is a lack of publicly available data on bond market conditions faced by non-financial corporations (NFCs). This gap in the data is particularly apparent
https://www.rba.gov.au/publications/bulletin/2013/dec/3.html
The Australian Semi-government Bond Market
10 Sep 2011
Bulletin
– September 2011
The amount of any given bond has also been increasing in recent years; the average issue size of fixed-rate bonds has increased 50 per cent since 2005. ... The weighted average term to maturity of the semi-government market is slightly longer than that
https://www.rba.gov.au/publications/bulletin/2011/sep/6.html
Quarterly Report on the Economy and Financial Markets
10 Feb 1997
Bulletin
– February 1997
Consistent with this, data for average weekly earnings show an increase in overtime earnings in the December quarter. ... The reduction in overnight rates reflected fully in yields along the entire yield curve out to 10 years.
https://www.rba.gov.au/publications/bulletin/1997/feb/1.html
Authorised Short Term Money Market Dealers
10 Jun 1991
Bulletin
– June 1991
The Bank then issues Acknowledgement Forms which dealers deliver to clients as collateral. ... Assets are weighted by period to maturity, with shortest maturities having the lowest weights.
https://www.rba.gov.au/publications/bulletin/1991/jun/3.html
Statement on Monetary Policy
10 Feb 2006
Bulletin
– February 2006
Graph 17. Graph 18. The low level of yields on government bonds has prompted a ‘search for yield’ in recent years, creating demand for more risky assets. ... In trade-weighted terms, it is around 63, compared with a post-float average of 58.1
https://www.rba.gov.au/publications/bulletin/2006/feb/1.html
The Rise of Chinese Money Market Funds
16 Mar 2017
Bulletin
– March 2017
Money market funds (MMFs) pool funds in an investment vehicle to invest in short-term, highly rated securities. The MMF sector in China has grown rapidly over the past few years and is now the world's second largest by assets, though it is small
https://www.rba.gov.au/publications/bulletin/2017/mar/9.html
Australian Money Markets through the COVID-19 Pandemic
17 Mar 2022
Bulletin
– March 2022
Money markets are used by banks and other entities to borrow and lend funds for short terms, and are central to the implementation and transmission of monetary policy in Australia.
https://www.rba.gov.au/publications/bulletin/2022/mar/australian-money-markets-through-the-covid-19-pandemic.html
Private Sector Financial Conditions in China
17 Sep 2020
Bulletin
– September 2020
Historically it has been challenging to assess financial conditions for private firms in China.
https://www.rba.gov.au/publications/bulletin/2020/sep/private-sector-financial-conditions-in-china.html
Recent Developments in Collateralised Debt Obligations in Australia
10 Nov 2007
Bulletin
– November 2007
Australian CDO issues are mostly backed by corporate debt, with corporate bonds and loans accounting for 57 per cent and 27 per cent respectively. ... a CDO‑squared that references the BBB-rated tranche of 10 equally weighted CDOs, with each
https://www.rba.gov.au/publications/bulletin/2007/nov/1.html