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.
Search Results
Domestic Financial Conditions
7 Aug 2020
SMP
– August 2020
The differential between 10-year AGS yields and the yield on 10-year US Treasury bonds has been steady at around 20–30 basis points (Graph 4.2). ... 3.88. 33. (a) Weighted average across fixed- and variable-rate loans. Sources: APRA; RBA.
https://www.rba.gov.au/publications/smp/2020/aug/domestic-financial-conditions.html
Domestic Financial Markets
10 Feb 2015
SMP
– February 2015
market. Yields on long-term Commonwealth Government securities (CGS) have steadily declined over the past year, with the yield curve flattening considerably (Graph 4.3). ... debt. The weighted average residual maturity of semis outstanding has continued
https://www.rba.gov.au/publications/smp/2015/feb/dom-fin-mkts.html
International Financial Conditions
7 Aug 2020
SMP
– August 2020
1,176bn. (a) (b). 509bn. (b). 4. 43. BoJ. Open-ended. Unlimited (yield curve control). ... 3. RBA. Open-ended. Unlimited (yield curve target). A$51.8bn. (b). 3. n/a.
https://www.rba.gov.au/publications/smp/2020/aug/international-financial-conditions.html
International and Foreign Exchange Markets
10 May 2008
SMP
– May 2008
US bond yields traded in a 60 basis point range over the period. ... Since then, volatility has declined, and is now at around its post-float average.
https://www.rba.gov.au/publications/smp/2008/may/intl-fx-mkts.html
Overview
10 Aug 2011
SMP
– August 2011
The Australian dollar in trade-weighted terms – and adjusting for differences in average rates of inflation across countries – is currently around its highest level since the mid 1970s. ... The strong global demand for low-risk assets has contributed
https://www.rba.gov.au/publications/smp/2011/aug/overview.html
Domestic Financial Markets and Conditions
10 May 2007
SMP
– May 2007
Despite the 25 basis point increase in the cash rate in November, the weighted-average interest rate paid on large variable-rate business loans rose by only 5 basis points in ... Over the whole of 2006, the weighted-average interest rate rose by 35
https://www.rba.gov.au/publications/smp/2007/may/dom-fin-mkts.html
International and Foreign Exchange Markets
10 Feb 2014
SMP
– February 2014
The US dollar has appreciated by 4 per cent on a trade-weighted basis since the beginning of 2013, but remains 6 per cent below its average over the past 15 ... The yen has now depreciated by around 20 per cent in nominal trade-weighted terms since
https://www.rba.gov.au/publications/smp/2014/feb/intl-fx-mkts.html
Domestic Financial Markets
10 May 2006
SMP
– May 2006
The rise in bond yields has exceeded the rise in money market rates and the yield curve has moved from being inverted to being flat (Graph 46). ... The spread between the weighted-average variable rate paid by businesses and the cash rate continued to
https://www.rba.gov.au/publications/smp/2006/may/dom-fin-mkts.html
Domestic Financial Conditions
10 Feb 2019
SMP
– February 2019
4.30. 3. 7. Average outstanding rate. 4.48. 2. 4. Sources: Securitisation System; RBA. ... Change since December 2017 Basis points. Small business. (a). – Average outstanding variable rate.
https://www.rba.gov.au/publications/smp/2019/feb/domestic-financial-conditions.html
International and Foreign Exchange Markets
10 Nov 2008
SMP
– November 2008
With falls in yields of shorter-term bonds greater than those on longer-dated Treasuries, the yield curve in the United States has steepened since the last Statement. ... P/E ratios in Europe and Japan are well below their average levels.
https://www.rba.gov.au/publications/smp/2008/nov/intl-fx-mkts.html