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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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An Initial Assessment of the Reserve Bank's Bond Purchase Program

17 Jun 2021 Bulletin – June 2021
Richard Finlay, Dmitry Titkov and Michelle Xiang
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
Ahmet Aziz, Calebe de Roure, Paul Hutchinson and Samual Nightingale
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
Susan Black
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

Asia, Australia and Financial Markets

12 Oct 2007 Bulletin PDF 138KB
Address by Mr Glenn Stevens, Governor, to the Asia Society AustralAsia Centre CEO Asia Update Luncheon, Sydney, 18 September 2007
https://www.rba.gov.au/publications/bulletin/2007/oct/pdf/bu-1007-1.pdf

Foreign Exchange Reserves and the Reserve Bank's Balance Sheet

10 Dec 2012 Bulletin – December 2012
Christian Vallence
The Bank lends most of its domestic assets to the market under short-term repurchase operations, and so the 1-month OIS rate serves as a proxy for the average repo
https://www.rba.gov.au/publications/bulletin/2012/dec/7.html

The Financial Cycle and Recent Developments in the Australian Financial System

15 Aug 2008 Bulletin PDF 104KB
Address by Dr Philip Lowe, Assistant Governor (Financial System) to 6th Annual Retail Financial Services Forum, Sydney, 13 August 2008.
https://www.rba.gov.au/publications/bulletin/2008/aug/pdf/bu-0808-4.pdf