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
Overnight Indexed Swap Rates
19 Jun 2002
Bulletin
PDF
62KB
J. % %. 2001 2002. 1-month bank bill. Cash rate. 1-month OIS. ... R. Table 1: OIS Forecasting ErrorsBasis points. Mean Standarddeviation. One month –1.3 6.6Two months –0.6 15.8Three months 1.1 21.7Four months 4.0 29.0Five months
https://www.rba.gov.au/publications/bulletin/2002/jun/pdf/bu-0602-3.pdf
6 July 2010 | Minutes of the Monetary Policy Meeting of the Board
20 Jul 2010
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 6 July 2010
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2010/06072010.html
Bulletin March Quarter 2012
20 Apr 2012
Bulletin
PDF
3093KB
Bulletin march quarter 2012. contents. articles. The Recent Economic Performance of the States 1. Trends in National Saving and Investment 9. The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey 19. India’s Steel
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312.pdf
An Initial Assessment of the Reserve Bank's Bond Purchase Program
17 Jun 2021
Bulletin
– June 2021
This article provides an initial assessment of the effect of the Reserve Bank's bond purchase program on government bond yields.
https://www.rba.gov.au/publications/bulletin/2021/jun/an-initial-assessment-of-the-reserve-banks-bond-purchase-program.html
Developments in Banks’ Funding Costs and Lending Rates
19 Mar 2014
Bulletin
PDF
1167KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-8.pdf
The Asset-backed Commercial Paper Market
16 Jan 2008
Bulletin
PDF
78KB
Reserve Bank of Australia Bulletin January 2008
https://www.rba.gov.au/publications/bulletin/2008/jan/pdf/bu-0108-1.pdf
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
Australian Money Markets through the COVID-19 Pandemic
17 Mar 2022
Bulletin
– March 2022
Money markets are used by banks and other entities to borrow and lend funds for short terms, and are central to the implementation and transmission of monetary policy in Australia.
https://www.rba.gov.au/publications/bulletin/2022/mar/australian-money-markets-through-the-covid-19-pandemic.html
Australian Financial Markets
10 Jun 2002
Bulletin
– June 2002
Graph 10. The past few years have seen the introduction of two new swap products to Australia – credit default swaps and overnight indexed swaps (OIS). ... An overnight indexed swap (OIS) is a fixed-to-floating interest rate swap typically of one week
https://www.rba.gov.au/publications/bulletin/2002/jun/2.html
The Asset-backed Commercial Paper Market
10 Jan 2008
Bulletin
– January 2008
dollar overnight indexed swap (OIS) rate increased to 150 basis points in late August, after averaging only a few basis points over the first half of the year (Graph 4). ... In Australia, spreads to the Australian dollar OIS rate rose to 80 basis points,
https://www.rba.gov.au/publications/bulletin/2008/jan/1.html