Debt Market Research provides analysis on the outlook for the various bond, interest rate and derivative markets that Commonwealth Bank participates in. Our research builds on our economic team’s highly-rated analysis providing fundamental perspectives on the outlook for cross border spreads, yield curves and high-grade credit spreads. This is complemented by strength in quantitative analysis and our Spectrum database, allowing us to provide insights into relative value across markets.
A weekly publication that is focused on the Australian swaps market.
Our monthly Inflation Market Update summarises and analyses developments in the inflation-linked securities market, including bonds and swaps. This publication also examines themes and issues relevant to national price movements and the CPI.
CBA’s Daily Market Wrap is a flagship publication that gives investors a quick snapshot of the state-of-play in the Antipodean markets. Our traders provide a daily update on events across the markets that day and our strategists’ views on key events and markets.
Our Weekly Strategy publication provides a broad overview of trends in $-Bloc bond and interest rate markets and our views going forward. The Weekly includes forecasts and trade recommendations along with a feature article or two delving further into the key issues driving our views on the Aussie and Kiwi markets.
Get the latest research analysis with our monthly webcasts and weekly reports.
This ad hoc publication provides thematic reports and in-depth analysis of market issues as they arise.
This monthly retrospective summarises the market-influencing events of the past month.
As the new Australian covered bond market continues to develop, we aim to share our thoughts and provide analysis on regulatory issues, rating agencies approach and market trends. We will also provide programme specific research to keep abreast investors of new issuance and any nuances between programmes.
The Fixed Income Tutorials section provides explanations of the mechanics and idiosyncrasies of the Fixed Income markets in Australia. Topics are varied, but mostly focus on where Australian practice differs from international standards.
Relative Value reports use statistical techniques and historical relationships to assess the links between financial prices. When prices differ from their usual relationships it becomes possible to identify profitable short-term trading strategies.