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RBA Glossary definition for bill rate

bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.

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Appendix B: Data

3 Jan 2023 RDP 2022-09
Matthew Read
Louis, FRED database (identifier GDPC1). Federal funds rate. Effective federal funds rate, %, quarterly average. ... Percentage point difference between the 3-month bank-accepted bill rate and a 3-month risk-free interest rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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Appendix 1: Data

1 Nov 1995 RDP 9508
David Gruen and Jacqueline Dwyer
Source: ABS Cat. No. 5206.0. Interest rates are 90-day bank bill rates. ... Source: Reserve Bank of Australia, Bulletin. The nominal exchange rate is the trade weighted index, expressed as a quarterly average.
https://www.rba.gov.au/publications/rdp/1995/9508/appendix-1.html
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Bank Interest Rate Margins

10 May 1992 Bulletin – May 1992
The most common examples are:. the difference between the business indicator lending rate and the bank bill/certificate of deposit rate;. ... For instance:. the gap between business indicator and bank bill rates widened from little more than 1 percentage
https://www.rba.gov.au/publications/bulletin/1992/may/1.html

Charts

1 Mar 1992 RDP 9203
Adrian Blundell-Wignall and Frank Browne
Chart 2. 3-Month Interest Rates Differentials – on-shore deposits minus off-shore deposits. ... Chart 3. Covered Interest Disparities Using Treasury Bill Rates. Chart 4.
https://www.rba.gov.au/publications/rdp/1992/9203/charts.html
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Appendix: Data Sources and Methods

1 Aug 1988 RDP 8805
Michele Bullock, Dirk Morris and Glenn Stevens
Data for real interest rates are calculated by deducting the year-ended change in the Consumer Price Index from the nominal bill rate. ... Bulletin. and Database. As for the 90-day bill rate, quarterly data are the average of monthly figures.
https://www.rba.gov.au/publications/rdp/1988/8805/appendix.html
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Appendix A: Survey Methodology

27 Nov 2023 RDP 2023-08
Tanya Livermore, Jack Mulqueeney, Thuong Nguyen and Benjamin Watson
The overall response rate was down slightly from 2019, resulting in a final sample of 999 respondents (Table A1). ... Due to different response rates across the demographic categories for which recruitment targets were set, we constructed survey weights
https://www.rba.gov.au/publications/rdp/2023/2023-08/appendix-a.html
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Appendix B: Tests using Alternative Data

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
AFI lend. Nom GDP. Bill rate. Credit. Nom GDP. 1.678. 1.170. ... AFI lend. Real GDP. Bill rate. Credit. Real GDP. 1.813. 1.146.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-b.html
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Data Construction Appendix

1 Jun 1986 RDP 8607
Warren J. Tease
In the paper, these yields are expressed as quarterly rates in percentage points. ... R. t. – yield on 180-day bank-accepted bill at end of week t.
https://www.rba.gov.au/publications/rdp/1986/8607/appendix.html
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Interest Rate Benchmarks for the Australian Dollar

20 Sep 2018 Bulletin – September 2018
Serena Alim and Ellis Connolly
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities.
https://www.rba.gov.au/publications/bulletin/2018/sep/interest-rate-benchmarks-for-the-australian-dollar.html

The Main Questions

1 Dec 1988 RDP 8812
Ian Macfarlane
0.41. 0.89. 0.46. 90-day bill rates. 2.21. 2.06. 1.04. Official cash rate. ... At the other extreme, if there is zero capital mobility, foreign interest rates have no impact on the domestic rate.
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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