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.

The Australian Otc Derivatives Market Insights From New Trade Repository Data

23 Jul 2018 Bulletin - June 2018 PDF 852KB

https://www.rba.gov.au/publications/bulletin/2018/jun/pdf/the-australian-otc-derivatives-market-insights-from-new-trade-repository-data.pdf

Developments in Banks' Funding Costs and Lending Rates

18 Mar 2020 Bulletin - March 2020 PDF 819KB

https://www.rba.gov.au/publications/bulletin/2020/mar/pdf/developments-in-banks-funding-costs-and-lending-rates.pdf

Developments in the Australian Repo Market

13 Sep 2016 Bulletin September Quarter 2016 PDF 405KB

https://www.rba.gov.au/publications/bulletin/2016/sep/pdf/rba-bulletin-2016-09-developments-in-the-australian-repo-market.pdf

Developments in Foreign Exchange and Over-the-counter Derivatives Markets

12 Dec 2019 Bulletin - December 2019 PDF 649KB

https://www.rba.gov.au/publications/bulletin/2019/dec/pdf/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.pdf

The Response by Central Banks in Advanced Economies to COVID-19

10 Dec 2020 Bulletin - December 2020 PDF 880KB

https://www.rba.gov.au/publications/bulletin/2020/dec/pdf/the-response-by-central-banks-in-advanced-economies-to-covid-19.pdf