Search: bill rate
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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Financial Stability Review – September 2008
13 Oct 2008
FSR
– September 2008
PDF
692KB
https://www.rba.gov.au/publications/fsr/2008/sep/pdf/0908.pdf
Appendix 1: Data
1 Nov 1995
RDP
9508
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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Appendix B: Data
3 Jan 2023
RDP
2022-09
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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The Cross-country Relationship between Interest Rates and Inflation over Three Decades
6 Jul 2007
RDP
PDF
928KB
Italy. Japan. 1961-1973: 12 month Treasury bill rate (MEI/OECD Financial Statistics). ... Canada As above. Ireland As above. Italy Three month Treasury bill rate (IFS).
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9104.pdf
Australian Interest Rates and Security Yields (Per cent—per annum)
9 Mar 2023
RBA Annual Report
– 1962
June. Deposit Rates. Bank Overdraft Rates(c). Government Securities. Company Debentures. Trading Banks. ... Savings Banks(b). Treasury Bills(d). Shorts. Longs. Hire Purchase. Affiliated with banks.
https://www.rba.gov.au/publications/annual-reports/rba/1962/aus-int-rate-security-yields.html
The Link between the Cash Rate and Market Interest Rates
1 Dec 2009
RDP
PDF
179KB
At least since 1987,during periods when the cash rate was falling, bill rates tended to lie below the cashrate, while during periods when the cash rate was rising, bill rates ... 3. -2. -1. 0. 1. 2. 3. Cash rate. 90-day bank bill rate - cash rate.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf
The Main Questions
1 Dec 1988
RDP
8812
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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Charts
1 Mar 1992
RDP
9203
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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Box A: The Transition Away from LIBOR
8 Apr 2021
FSR
– April 2021
the reference rate, to include the fallback rates to apply when LIBOR is discontinued. ... The bank bill swap rate (BBSW) is the main domestic credit-based benchmark, and remains robust.
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.html
Appendix: Data Sources and Methods
1 Aug 1988
RDP
8805
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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