|Adjustments||Not Seasonally Adjusted|
|Data||01 Apr 2020||0.68|
|31 Mar 2020||0.77|
|Monetary Policy Rate||02 Apr 2020||0.25||0.25||Percent, NSA||Daily|
|Average Long-term Government Bond||01 Apr 2020||0.68||0.77||%, NSA||Business Daily|
|Money Market Rate||01 Apr 2020||0.2||0.2||Percent, NSA||Business Daily|
|Stock Market Index||31 Mar 2020||5,110||5,194||Index, NSA||Daily|
|Lending Rate||Nov 2019||4.8||4.8||% p.a., NSA||Monthly|
F1 Interest Rates and Yields – Money Market:
F2 Interest Rates and Yields – Capital Market:
F1: The 'Interbank Overnight Cash Rate' is a weighted average interest rate on overnight unsecured loans between banks in the Australian dollar market (the ‘Cash Market’). From 9 May 2016 the Cash Rate is calculated from transactions settled in the Reserve Bank Information Transfer System (RITS). For more details, see the Cash Rate Procedures Manual <http://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/cash-rate-procedures-manual.html>. From July 1998 until 6 May 2016, the Cash Rate is the weighted average of the interest rates at which banks borrowed and lent exchange settlement funds overnight, calculated from a survey of Cash Market participants. The 11am call rate is used prior to July 1998.
F2: Figures are estimated yields at end of day. Yields for the Australia Government ‘Indexed’ bond prior to 18 September 2013 are sourced from a survey of dealers conducted by the RBA. All other yields are sourced from Yieldbroker Pty Limited.
Interest rates and yields are representative. They are the midpoint of predominant bid and offer quotations in each market as identified by the RBA.
The daily government bond yields data are currently published by Yieldbrokers and distributed on the RBA's website. Prior to May 2013, the data are calculated by RBA and have been archived under the mnemonic name "RBAFCMYGBAG?DD.IAUS". Although the source changed but the overall methodology remained the same.