Search: OIS

Sort by: Relevance Date
11–19 of 19 search results for 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

Foreign Exchange Reserves and the Reserve Bank's Balance Sheet

10 Dec 2012 Bulletin – December 2012
Christian Vallence
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 Asset-backed Commercial Paper Market

10 Jan 2008 Bulletin – January 2008
Susan Black
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

Australian Money Markets through the COVID-19 Pandemic

17 Mar 2022 Bulletin – March 2022
Ahmet Aziz, Calebe de Roure, Paul Hutchinson and Samual Nightingale
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

An Initial Assessment of the Reserve Bank's Bond Purchase Program

17 Jun 2021 Bulletin – June 2021
Richard Finlay, Dmitry Titkov and Michelle Xiang
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

The Committed Liquidity Facility

19 Sep 2019 Bulletin – September 2019
Michelle Bergmann, Ellis Connolly and Joseph Muscatello
The Reserve Bank provides the Committed Liquidity Facility (CLF) as part of the global framework to improve the resilience of the banking system to periods of liquidity stress.
https://www.rba.gov.au/publications/bulletin/2019/sep/the-committed-liquidity-facility.html

Interest Rate Benchmarks for the Australian Dollar

20 Sep 2018 Bulletin – September 2018
Serena Alim and Ellis Connolly
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities.
https://www.rba.gov.au/publications/bulletin/2018/sep/interest-rate-benchmarks-for-the-australian-dollar.html

The Australian OTC Derivatives Market: Insights from New Trade Repository Data

21 Jun 2018 Bulletin – June 2018
Duke Cole and Daniel Ji
By contrast, OIS tend to have short maturities (almost all are less than six months). ... The Australian dollar accounts for a greater proportion of OIS and basis swaps.
https://www.rba.gov.au/publications/bulletin/2018/jun/the-australian-otc-derivatives-market-insights-from-new-trade-repository-data.html

Developments in Foreign Exchange and Over-the-counter Derivatives Markets

12 Dec 2019 Bulletin – December 2019
Julie Guo, Dushan Ranasinghe and Zhan Zhang
Global activity in foreign exchange (FX) and over-the-counter (OTC) derivatives markets increased over the three years to April 2019.
https://www.rba.gov.au/publications/bulletin/2019/dec/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html