Search: OIS
RBA Glossary definition for OIS
OIS – Overnight indexed swap, a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a fixed interest rate in exchange for receiving the average cash rate recorded over the term of the swap.
Search Results
An Initial Assessment of the Reserve Bank's Bond Purchase Program
17 Jun 2021
Bulletin
– June 2021
This article provides an initial assessment of the effect of the Reserve Bank's bond purchase program on government bond yields.
https://www.rba.gov.au/publications/bulletin/2021/jun/an-initial-assessment-of-the-reserve-banks-bond-purchase-program.html
Developments in Banks’ Funding Costs and Lending Rates
19 Mar 2014
Bulletin
PDF
1167KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-8.pdf
The Asset-backed Commercial Paper Market
16 Jan 2008
Bulletin
PDF
78KB
Reserve Bank of Australia Bulletin January 2008
https://www.rba.gov.au/publications/bulletin/2008/jan/pdf/bu-0108-1.pdf
The Reserve Bank's Open Market Operations
10 Jun 2003
Bulletin
– June 2003
The attractiveness of all bids and offers is assessed relative to market interest rates for each maturity – for example, as indicated by the overnight indexed swap (OIS) curve and pricing in
https://www.rba.gov.au/publications/bulletin/2003/jun/1.html
Australian Money Markets through the COVID-19 Pandemic
17 Mar 2022
Bulletin
– March 2022
Money markets are used by banks and other entities to borrow and lend funds for short terms, and are central to the implementation and transmission of monetary policy in Australia.
https://www.rba.gov.au/publications/bulletin/2022/mar/australian-money-markets-through-the-covid-19-pandemic.html
Australian Financial Markets
10 Jun 2002
Bulletin
– June 2002
Graph 10. The past few years have seen the introduction of two new swap products to Australia – credit default swaps and overnight indexed swaps (OIS). ... An overnight indexed swap (OIS) is a fixed-to-floating interest rate swap typically of one week
https://www.rba.gov.au/publications/bulletin/2002/jun/2.html
The Asset-backed Commercial Paper Market
10 Jan 2008
Bulletin
– January 2008
dollar overnight indexed swap (OIS) rate increased to 150 basis points in late August, after averaging only a few basis points over the first half of the year (Graph 4). ... In Australia, spreads to the Australian dollar OIS rate rose to 80 basis points,
https://www.rba.gov.au/publications/bulletin/2008/jan/1.html
Asia, Australia and Financial Markets
12 Oct 2007
Bulletin
PDF
138KB
Address by Mr Glenn Stevens, Governor, to the Asia Society AustralAsia Centre CEO Asia Update Luncheon, Sydney, 18 September 2007
https://www.rba.gov.au/publications/bulletin/2007/oct/pdf/bu-1007-1.pdf
Foreign Exchange Reserves and the Reserve Bank's Balance Sheet
10 Dec 2012
Bulletin
– December 2012
The Bank lends most of its domestic assets to the market under short-term repurchase operations, and so the 1-month OIS rate serves as a proxy for the average repo
https://www.rba.gov.au/publications/bulletin/2012/dec/7.html
The Financial Cycle and Recent Developments in the Australian Financial System
15 Aug 2008
Bulletin
PDF
104KB
Address by Dr Philip Lowe, Assistant Governor (Financial System) to 6th Annual Retail Financial Services Forum, Sydney, 13 August 2008.
https://www.rba.gov.au/publications/bulletin/2008/aug/pdf/bu-0808-4.pdf