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Line 29: An interest rate swap is a market estimation of where a typical three-month or six-month bank bill swap rate will be on average over the elected time horizon. <ref name=B/> The six or three month bank bill swap rate is in the cost for banks to borrow money over these shorter maturities. The subsequent spread or difference ~~between~~ between the bank bill swap rate (BBSW) and the markets estimation on where the national cash rate will sit over the same time horizon is known informally as the Bills spread. <ref name=B/> ==Negative swap spreads==

Swap spread: Difference between revisions