The Bank Bill Swap Rate, commonly known as BBSW, is simply the short term swap rate.In Australia, BBSW is the term used for interest rate swaps of six months or less, anything dated longer than six months is simply referred to as a swap rate.. While BBSW has many uses, for fixed income investors its main relevance is as a benchmark upon which we can evaluate floating rate bonds or investments.. The Bank Bill Swap Rate (BBSW), or Bank Bill Swap Reference Rate, is a short-term interest rate used as a benchmark for the pricing of Australian dollar derivatives and securities, most notably floating rate bonds.. Let’s say that interest rates for bank bills was 4% for the first six months of the year while rates jumped to 5% and remained.
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Users of products referencing 1-month BBSW should consider referencing 6- or 3-month BBSW in future (Debelle 2018). Graph 6 There is a wide range of participants in the market for prime bank paper during the rate set window, with around 80 different institutions participating over recent months.. DATE 1 month 2 month 3 month 4 month 5 month 6 month. “ASX”). ASX owns all proprietary rights in the BBSW benchmark rate data and End of Day BAB data (together, “ASX Benchmark Data”).. Bank Bill Swap Rates (Mid) – 10 Day History . Created Date: 5/1/2024 11:00:13 AM.