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
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 Feb 2012
SMP
– February 2012
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2012/feb/graphs.html
The Australian Financial System in the 2000s: Dodging the Bullet
13 Dec 2011
Conferences
PDF
1104KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/davis.pdf
List of graphs
10 Nov 2012
SMP
– November 2012
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2012/nov/graphs.html
Domestic Financial Conditions
9 Aug 2019
SMP
– August 2019
Graph 3.2. After declining over the first quarter of this year, spreads of interest rates to overnight indexed swaps (OIS) in the markets for bank bills and foreign exchange (FX) ... Repurchase agreement (repo) rates were little changed relative to OIS
https://www.rba.gov.au/publications/smp/2019/aug/domestic-financial-conditions.html
Discussion on The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
It is questionable whether the sharp rise in the LIBOR-OIS spread was an optimal outcome for banks.
https://www.rba.gov.au/publications/confs/2013/bech-monnet-disc.html
The Australian Financial System
18 Aug 2011
FSR
– March 2011
PDF
537KB
https://www.rba.gov.au/publications/fsr/2011/mar/pdf/aus-fin-sys.pdf
The Global Financial Environment
10 Mar 2008
FSR
– March 2008
Spreads between 30-day ABCP and overnight indexed swap (OIS) rates in the United States, which had typically been very close to zero, reached 200 basis points at one point in ... Since mid March, the 3-month LIBOR to OIS spreads in the United States and
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
List of graphs
10 Nov 2013
SMP
– November 2013
Graph 4.2: Yields of 3-month Bank Bills and OIS.
https://www.rba.gov.au/publications/smp/2013/nov/graphs.html
Domestic Financial Conditions
8 May 2020
SMP
– May 2020
Graph 4.9. The spread of 3-month bank bill swap rates (BBSW) to overnight indexed swap rates (OIS) increased noticeably in early March, although not to the levels reached in ... 3-month BBSW has been trading around the level of 3-month OIS rates for the
https://www.rba.gov.au/publications/smp/2020/may/domestic-financial-conditions.html