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RBA Glossary definition for basis point
basis point – A basis point is 1/100th of 1 per cent or 0.01 per cent, so 100 basis points (bps) is equal to 1 percentage point. The term is used in money and securities markets to define differences in interest or yield. If an interest rate were to increase from 2 per cent to 3 per cent, it is said to have risen by 100 basis points (bps) or one percentage point.
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Cross-Country Linkages
1 Nov 1996
RDP
9609
Figure 11: US Market's Impact on OVERNIGHT Basis Point Change in Australian Bond Yields. ... Figure 12: US Market's Impact on INTRADAY Basis Point Change in Australian Bond Yields.
https://www.rba.gov.au/publications/rdp/1996/9609/cross-country-linkages.html
Other Stylised Facts
1 Nov 1996
RDP
9609
Obviously. and. are mutually exclusive. For bonds, market movements are measured by the basis point change in yields; for the share market the percentage change in the All Ordinaries index is ... For bonds, the daily basis point change is used.
https://www.rba.gov.au/publications/rdp/1996/9609/other-stylised-facts.html
Australia and the US: Cross-Market Linkages
1 Nov 1996
RDP
9609
Daily basis point changes. where:. is the daily basis point change in country m's long bond yield,. ... where:. is the daily basis point change in country m's long bond yield,.
https://www.rba.gov.au/publications/rdp/1996/9609/australia-and-the-us-cross-market-linkages.html
Bond, Share and Foreign Exchange Markets: Descriptive Statistics and Correlations
1 Nov 1996
RDP
9609
Table 1: Bond-Market Volatility (Feb 1987-Feb 1996). Daily basis point changes. ... Observations are mid-points between closing-time bid and offer prices. Basis point changes are simply the daily change in yields: Basis Point Change.
https://www.rba.gov.au/publications/rdp/1996/9609/bond-share-and-foreign-exchange-markets-descriptive-statistics-and-correlations.html