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
AOFM to tender A$4B of bonds, A$3B of Notes next week
The AOFM has announced tenders for next week, totaling A$5.0 billion of bonds (down from A$4.0 bi...
Published on : 26 Jun 2020 , 12:17 PMAOFM sells April 2026 bond at record high coverage
The AOFM sold A$1.0 billion of 4.25% April 2026 government bond at a weighted average yield of 0.4790%.&nbs...
Published on : 26 Jun 2020 , 12:12 PMRBA Lowe to speak at Anika Foundation fundraising webinar July 21
The annual Anika Foundation fundraiser is being held as a webinar this year on July 21 from 1245 pm, with a...
Published on : 25 Jun 2020 , 02:39 PMAOFM sells April 2029 at 0.8450%
The AOFM has sold A$2.0 billion of 3.25% April 2029 government bond at a weighted average yield of 0.8450%....
Published on : 24 Jun 2020 , 11:08 AMAOFM sells April 2024 at 0.3003% vs record low 0.2818%
The AOFM sold A$2.0 billion of 2.75% April 2024 government bond at a weighted average yield of 0.3003%, hig...
Published on : 22 Jun 2020 , 02:00 PMCB-Intel tweets from RBA Lowe's panel participation
--At some point higher AUD could be a problem but we haven't reached the point yet
--Would like lower AUD...
AOFM to tender A$5B of bonds, A$3B of Notes next week
The AOFM has announced tenders for next week, totaling A$5.0 billion of bonds (up from A$4.0 billion f...
Published on : 19 Jun 2020 , 12:05 PMAOFM sells 3.25% April 2025 bond at record low yield
The AOFM has sold A$2.0 billion of 3.25% April 2025 government bond at a weighted average issue yield...
Published on : 19 Jun 2020 , 11:04 AMAOFM sells May 2032 at 1.0098% vs 1.17% at last tender
The AOFM has sold A$2.0 billion of 1.25% May 2032 government bond at a weighted average issue yield of 1.0098%,...
Published on : 17 Jun 2020 , 11:06 AMAOFM tender amounts for next week same as this week
The AOFM has announced tenders for next week, totaling A$4.0 billion of bonds and A$3.0 billion o...
Published on : 12 Jun 2020 , 12:08 PM