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.
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Developments in the Australian Repo Market
15 Sep 2016
Bulletin
– September 2016
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html
List of graphs
10 Nov 2014
SMP
– November 2014
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2014/nov/graphs.html
List of graphs
10 Nov 2011
SMP
– November 2011
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2011/nov/graphs.html
List of graphs
10 May 2014
SMP
– May 2014
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2014/may/graphs.html
List of graphs
10 Feb 2012
SMP
– February 2012
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2012/feb/graphs.html
List of graphs
10 Nov 2012
SMP
– November 2012
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2012/nov/graphs.html
Financial Conditions
7 May 2024
SMP
– May 2024
Financial Conditions | Statement on Monetary Policy – May 2024
https://www.rba.gov.au/publications/smp/2024/may/financial-conditions.html
List of graphs
10 Nov 2013
SMP
– November 2013
Graph 4.2: Yields of 3-month Bank Bills and OIS.
https://www.rba.gov.au/publications/smp/2013/nov/graphs.html
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
Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
Statement. Prices for overnight indexed swap (OIS) contracts imply that market participants expect the cash rate to be increased further over 2023, reaching a peak of around 4 per cent. ... OIS plus a modest spread.
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html