The AER advises that, under the 2022 Rate of Return Instrument (Instrument) we will now calculate 10-year Commonwealth Government Security (CGS) yields sourced from the Reserve Bank of Australia’s (RBA) F16 data series — Indicative Mid Rates of Australian Government Securities.
The RBA ceased publication of its F16 data series on 31 March 2023. We then started using the RBA’s F2 data series, Capital Market Yields - Government Bonds - Daily to calculate 10 year CGS yields in accordance with the contingencies set out in the Rate of Return Instrument.
The RBA republished its F16 data series and its statement on 29 December 2023. We will now revert to calculating 10-year CGS yields from the RBA’s F16 data series.
Please direct any queries on this topic to: RateofReturn
aer [dot] gov [dot] au (RateofReturn[at]aer[dot]gov[dot]au)
For further information: 2022 Rate of Return Instrument