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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Appendix 1: Data
1 Jun 1992
RDP
9206
90 day bank. bill rate. No rate is. available. Assume. earn market rates. ... Table R.2/17. “Lending and Borrowing Rates”. Item III 1(c) Building society mortgage loans, nominal rate.
https://www.rba.gov.au/publications/rdp/1992/9206/appendix-1.html
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The Impact on Financial Markets
1 Jul 1997
RDP
9703
Turnover of 90-day bill futures, for instance, is more than tenfold the turnover in physical bank bills. ... The distribution for movements in 180-day bill rates is virtually the same as other bill yields.
https://www.rba.gov.au/publications/rdp/1997/9703/impact-financial-markets.html
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Data Construction Appendix
1 Jun 1986
RDP
8607
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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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 Evolving Structure of the Australian Financial System
7 Dec 2006
Conferences
PDF
118KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/edey-gray.pdf
Appendix
1 Dec 1989
RDP
8908
where,. S. =. log of the spot exchange rate;. i. =. 90-day Australian bank-bill rate; and. i. =. 90-day foreign Euro-rate. These equations were estimated on the basis of both ... where,. S. =. nominal exchange rate;. i. =. domestic 90-day bill rate;.
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
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Introduction
1 Feb 1991
RDP
9101
Because of data limitations, for Australia we use the 90-day bank bill rate. ... Over the period for which Australian Euro-rates were available (since December 1987), the average difference between the 90-day bank bill rate and the mid-point of bid and
https://www.rba.gov.au/publications/rdp/1991/9101/introduction.html
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Discussion on Housing in Australia in the 2000s: On the Agenda Too Late? | Conference – 2011
24 Jul 2000
Conferences
A number of factors explained this robust demand: attractive taxation arrangements; buoyant price expectations; a structural fall in inflation, which permanently lowered interest rates and interest rate expectations; rising incomes and ... For example,
https://www.rba.gov.au/publications/confs/2011/yates-disc.html
The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
21 Nov 2023
RDP
PDF
2354KB
use deposit services, and a smaller share of people rate these as convenient relative to withdrawal. ... Bills(b) 28 22 33 35 29 33. Services 27 33 38 46 48 62.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
c) Australian 3-month bank bill rate to zero-coupon yield. (d) Chicago Board Options Exchange, CBOE Volatility Index. ... a) Spread between Australian large business variable lending rate and 3-month bank bill rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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