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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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Statement on Monetary Policy

10 May 2002 Bulletin – May 2002
The latter has been boosted by low interest rates and rising house prices, as well as an historically low unemployment rate. ... This is the highest rate of issue since the mid 1990s when interest rates also favoured Australian investments.
https://www.rba.gov.au/publications/bulletin/2002/may/1.html

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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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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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

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

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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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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