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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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
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 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
Financial Conditions
7 May 2024
SMP
– May 2024
Financial Conditions | Statement on Monetary Policy – May 2024
https://www.rba.gov.au/publications/smp/2024/may/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
10 Aug 2017
SMP
– August 2017
Rates on overnight indexed swaps (OIS) imply that the cash rate is expected to remain unchanged over the remainder of this year, with some expectation of a 25 basis point increase ... Short-term interest rates in the repurchase agreement (repo) market
https://www.rba.gov.au/publications/smp/2017/aug/domestic-financial-markets.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
List of graphs
10 May 2013
SMP
– May 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/may/graphs.html
List of graphs
10 Feb 2013
SMP
– February 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/feb/graphs.html
Domestic Financial Conditions
8 Nov 2019
SMP
– November 2019
Graph 3.2. Following a significant decline over the first half of this year, bank bill swap (BBSW) rates increased a little relative to overnight indexed swaps (OIS) in recent months. ... Spreads of interest rates to OIS in the markets for repurchase
https://www.rba.gov.au/publications/smp/2019/nov/domestic-financial-conditions.html