RBA buys 2024 bond at 0.1142% weighted avg yield; 2030 bond at 0.9133%
By Sophia Rodrigues
Published On 12 Nov 2020 , 06:26 PMThe RBA bought A$2.0B of April 2024 government bond at a cut-off yield of 0.1075% and weighted average yield of 0.1142%.
Below is the result of the bond purchases under the QE program:
| ssuer | Coupon % |
Maturity mm/yy |
Amount purchased (face value) $m |
Weighted average yield % |
Cut-off yield % |
|---|---|---|---|---|---|
| CGS | 2.75 | 11/28 | 427 | 0.6829 | 0.6800 |
| CGS | 3.25 | 04/29 | 185 | 0.7299 | 0.7275 |
| CGS | 2.75 | 11/29 | 241 | 0.8038 | 0.8025 |
| CGS | 2.5 | 05/30 | 49 | 0.8513 | 0.8500 |
| CGS | 1 | 12/30 | 198 | 0.9133 | 0.9125 |
| CGS | 1.5 | 06/31 | 387 | 0.9473 | 0.9450 |
| CGS | 1.25 | 05/32 | 513 | 1.0219 | 1.0200 |
LATEST SNIPPETS
Australian dollar currency notes on issue crosses 100 billion
The amount of Australian dollar currency notes on issue crossed the A$100 billion mark this week, rising to A$100.153...
Published on : 22 Oct 2021 , 05:25 PMSome Facts On RBA/AOFM Bond Lending Facility
Following RBA announcement after market hours Tuesday about indicative fee for borrowing (RBA as lender) April 2023 a...
Published on : 20 Oct 2021 , 10:12 AMRBNZ's Hawkesby Promoted to Deputy Governor
The Reserve Bank of New Zealand has announced the promotion Christian Hawkesby to the position of deputy governor, ef...
Published on : 06 Oct 2021 , 12:00 AMBig Four Banks Forecast for RBA Cash Rate
Big four banks' forecast for the RBA cash rate:
--ANZ expects first rate hike in 1H of 2024. "Our...
Published on : 17 Sep 2021 , 10:50 AMRBA Lowe's speech at 1300 hours today
Small change in timing of RBA Governor Philip Lowe's speech this afternoon, now at 1300 hours Sydney time (was 12...
Published on : 14 Sep 2021 , 11:55 AMAOFM's 2032 Treasury Indexed Bond Syndication likely A$3.0B
The AOFM is expected to issue A$3.0 billion of 0.25% November 2032 Treasury Indexed Bond after orderbook topped A$7.1...
Published on : 24 Aug 2021 , 09:10 AMAOFM's 2032 Treasury Indexed Bond Syndication Attracts A$3.3B
The AOFM's syndication of 0.25% November 2032 Treasury Indexed Bond attracted orderbook over A$3.3 billion by 130...
Published on : 23 Aug 2021 , 02:23 PMRBA Lowe's June 30 panel participation cancelled as event postponed
RBA Governor Philip Lowe's panel participation at a banking conference on Wednesday (June 30) has been cancelled...
Published on : 28 Jun 2021 , 11:49 AMRBA's Ellis may talk on labor market, underemployment
RBA Assistant Governor Luci Ellis will be speaking at AI Group Business Lunch event this afternoon. The speech is due...
Published on : 23 Jun 2021 , 11:04 AMBig four banks' forecast for RBA 3-year yield target, QE3
Earlier Wednesday, ANZ published its view on third round of RBA's bond purchase program. In a note Wednesday, ANZ...
Published on : 19 May 2021 , 01:44 PM