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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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Appendix B: Data

3 Jan 2023 RDP 2022-09
Matthew Read
After the September quarter 2001, the risk-free rate is the 3-month Australian dollar overnight indexed swap (OIS) rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
See 1 more results from "RDP 2022-09"

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

9 May 2024 RDP PDF 4625KB
auction) and OIS. We consider the demand response to percentage changes in the spread, rather. ... Mean cut-off rate as a. spread to OIS. (bps). Mean quantity supplied.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf

Abbreviations

21 Oct 2021 PSB Annual Report - 2021 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf

Abbreviations

27 Sep 2022 PSB Annual Report - 2022 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf

Explaining Monetary Spillovers: The Matrix Reloaded

8 Apr 2019 RDP PDF 1861KB
interest rate on 1-month overnight indexed swaps (OIS).16 We refer to this as the ‘target’ shock as. ... 16 OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf

Read me file for Monetary Policy, Equity Markets and the Information Effect

20 Apr 2021 RDP PDF 567KB
RDP 2021-04 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-04/rdp-2021-04-read-me.pdf

PSB Board Annual Report 2019 - Abbreviations

14 Oct 2019 Annual Report PDF 248KB
PSB Board Annual Report 2019
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/abbreviations.pdf

Abbreviations

28 Sep 2022 PSB Annual Report – 2022
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html

Abbreviations

21 Oct 2021 PSB Annual Report – 2021
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html

Non-technical summary for 'Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020'

9 May 2024 RDP PDF 132KB
RDP 2024-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-non-technical-summary.pdf