Search: bid
RBA Glossary definition for bid
bid – The price offered to purchase securities in the primary market. In relation to a tender, a bid also includes the volume willing to be bought at the price offered.
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Appendix A: Demand, Marginal Valuation and the Cumulative Bid Function
15 May 2024
RDP
2024-03
However, we do observe the bids submitted by participants and we can use these bids to construct the cumulative bid function which serves as a close approximation. ... Footnote. Although the minimum bid is $20 million, for simplicity this can be thought
https://www.rba.gov.au/publications/rdp/2024/2024-03/appendix-a.html
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Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets
1 Oct 1987
RDP
8707
Research Discussion Paper – RDP 8707 Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets.
https://www.rba.gov.au/publications/rdp/1987/8707/
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The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
We also find that such purchases led to lower yields as and when they were implemented, and that they supported market function by lowering bid-offer spreads.
https://www.rba.gov.au/publications/rdp/2022/2022-02.html
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FSR March 2007 List of tables
10 Mar 2007
FSR
– March 2007
j). –. 12.0. Market liquidity. 35. Average bid-ask spread in the securities market (percentage of mid-point price). –.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html
Research Discussion Papers – 1987
31 Dec 1987
RDP
Malcolm Edey. RDP 8707 Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets.
https://www.rba.gov.au/publications/rdp/1987/
Notes to and Forming Part of the Financial Statements
19 Oct 2023
RBA Annual Report
– October 2023
The securities are valued at market bid prices on balance date; valuation gains or losses are taken to profit. ... These securities are valued at market bid prices on balance date and valuation gains or losses are taken to profit.
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html
Box A: Recent Changes to US Federal Reserve Instruments
10 May 2008
SMP
– May 2008
However, the bid-rates for the last four TAF auctions have risen above official rates. ... The bid-rate also rose above the corresponding LIBOR for the first time in early April.
https://www.rba.gov.au/publications/smp/2008/may/box-a.html
Box D: Bank Bill Swap Benchmark Rates
10 Nov 2013
SMP
– November 2013
For each maturity, averages of the best bids and the best offers sourced from these venues are used to produce the benchmark rates. ... As well as a minimum parcel size, the conventions stipulate maximum bid-offer spreads that prime banks may quote
https://www.rba.gov.au/publications/smp/2013/nov/box-d.html
Appendix D: Seller Reserve Prices
31 Dec 2014
RDP
2014-09
where. is again drawn uniformly on. The seller accepts the highest bid made if. , ... In the case that the final bid is accepted, the price is given by:.
https://www.rba.gov.au/publications/rdp/2014/2014-09/appendix-d.html
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Notes to and Forming Part of the Financials Statements
27 Oct 2022
RBA Annual Report
– October 2022
The securities are valued at market bid prices on balance date; valuation gains or losses are taken to profit. ... These securities are valued at market bid prices on balance date and valuation gains or losses are taken to profit.
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html