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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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
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
List of graphs
10 Aug 2013
SMP
– August 2013
Graph 4.2: Yields of 3-month Bank Bills and OIS.
https://www.rba.gov.au/publications/smp/2013/aug/graphs.html
Abbreviations
24 Oct 2016
PSB Annual Report
– 2016
SWIFT Oversight Group. OIS. Overnight Index Swaps. OTC. Over-the-counter. PAN. Primary Account Number.
https://www.rba.gov.au/publications/annual-reports/psb/2016/abbreviations.html
Domestic Financial Markets
10 Nov 2011
SMP
– November 2011
2012. Interest rates on bank bills have also declined. As in previous periods of market turmoil, the spreads between bank bill and OIS rates widened (Graph 4.2). ... As liquidity in the OIS market has improved, and volatility has abated, the 3-month
https://www.rba.gov.au/publications/smp/2011/nov/dom-fin-mkts.html
Domestic Financial Conditions
10 Feb 2019
SMP
– February 2019
Rates have eased back somewhat in all three markets. The spread of rates on 3-month bank bills relative to overnight indexed swaps (OIS) is around 55 basis points. ... Spreads on 3- and 6-month bank bills relative to OIS are currently around 30 basis
https://www.rba.gov.au/publications/smp/2019/feb/domestic-financial-conditions.html
Domestic Financial Conditions
4 Nov 2022
SMP
– November 2022
Following the increase in the cash rate target to 2.85 per cent in early November, prices for overnight indexed swap (OIS) contracts imply that market participants expect the cash rate ... Repurchase agreement (repo) rates at the Banks regular open
https://www.rba.gov.au/publications/smp/2022/nov/domestic-financial-conditions.html
Domestic Financial Markets
1 Mar 2012
SMP
– February 2012
PDF
724KB
https://www.rba.gov.au/publications/smp/2012/feb/pdf/dom-fin-mkts.pdf
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 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