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 |