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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Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
20 May 2022
RDP
PDF
563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
Figure 9: OMO Demand Elasticity and Rates. Quarterly. Note: Absolute value of estimated demand elasticity; mean OMO cut-off rate as a spread to OIS. ... Mean cut-off rate as a spread to OIS. (bps). Mean quantity supplied Q.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted. Structural Vector Autoregressions. Matthew Read. Research Discussion Paper. R DP 2022- 09. Figures in this publication were generated using Mathematica. ISSN 1448-5109
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
OG. Oversight Group. OIS. Overnight index swaps. OTC. Over-the-counter. PEXA. Property Exchange Australia Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html
Market Operations in the Past Year
17 Nov 2008
Bulletin
PDF
66KB
Address by Dr Guy Debelle, Assistant Governor (Financial Markets), to 2008 FTA Congress, Melbourne, 31 October 2008
https://www.rba.gov.au/publications/bulletin/2008/nov/pdf/bu-1108-4.pdf
Box B: Australian Fund Managers' Bond Portfolios
4 Nov 2005
SMP
- November 2005
PDF
52KB
https://www.rba.gov.au/publications/smp/2005/nov/pdf/box-b.pdf
Abbreviations
15 Oct 2020
PSB Annual Report
– 2020
NZD. New Zealand Dollar. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html
Financial Stability Review – September 2008
13 Oct 2008
FSR
– September 2008
PDF
692KB
https://www.rba.gov.au/publications/fsr/2008/sep/pdf/0908.pdf
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
Start Spreading the News: News Sentiment and Economic Activity in Australia
23 Dec 2020
RDP
2020-08
Kearns and Manners 2006). The interest rate surprise is calculated as the change in the 1-month overnight indexed swap rate (OIS) from the close of the day prior to the ... In contrast, in the case of the 1-month OIS series, the effect of the shock on
https://www.rba.gov.au/publications/rdp/2020/2020-08/full.html
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