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
List of graphs
10 Feb 2013
SMP
– February 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/feb/graphs.html
List of graphs
10 Aug 2014
SMP
– August 2014
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2014/aug/graphs.html
List of graphs
10 Aug 2009
SMP
– August 2009
Graph 55: Bank Bill Spread to OIS.
https://www.rba.gov.au/publications/smp/2009/aug/graphs.html
Some Effects of the New Liquidity Regime
16 Dec 2015
Speech
Speech by Guy Debelle, Assistant Governor (Financial Markets), at The Australasian Finance and Banking Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-12-16.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
Delta, the Economy and Monetary Policy
14 Sep 2021
Speech
Speech delivered by Philip Lowe, Governor, to the Anika Foundation, Online
https://www.rba.gov.au/speeches/2021/sp-gov-2021-09-14.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
The Committed Liquidity Facility
23 Nov 2011
Speech
Speech by Guy Debelle to the Australian Securitisation Forum, Sydney
https://www.rba.gov.au/speeches/2011/sp-ag-231111.html
Interest Rate Benchmarks
22 Feb 2016
Speech
Speech to KangaNews Debt Capital Markets Summit 2016, Sydney
https://www.rba.gov.au/speeches/2016/sp-ag-2016-02-22.html
Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
While liquidity problems appear to have been stemmed somewhat with the help of these new facilities, a number of participants pointed out that LIBOR/OIS spreads were still usually high, which
https://www.rba.gov.au/publications/confs/2008/hilton-disc.html