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
The Australian Financial System
29 Sep 2010
FSR
- September 2010
PDF
399KB
https://www.rba.gov.au/publications/fsr/2010/sep/pdf/aus-fin-sys.pdf
Financial Stability Review – March 2008
9 Apr 2008
FSR
– March 2008
PDF
542KB
https://www.rba.gov.au/publications/fsr/2008/mar/pdf/0308.pdf
The Australian Financial System
10 Mar 2011
FSR
– March 2011
Spreads on three-month bank bills to the three-month overnight indexed swap (OIS) rate have traded within a range of 10 to 30 basis points (Graph 2.17).
https://www.rba.gov.au/publications/fsr/2011/mar/aus-fin-sys.html
Financial Stability Review
21 Nov 2022
FSR
- October 2022
PDF
5119KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/financial-stability-review-2022-10.pdf
The Australian Financial System
10 Sep 2010
FSR
– September 2010
Spreads on three-month bank bills to the three-month overnight swap rate (OIS) have remained volatile over the past year or so, trading within a range of 5 to 45
https://www.rba.gov.au/publications/fsr/2010/sep/aus-fin-sys.html
The Australian Financial System
24 Mar 2015
FSR
March 2015
PDF
496KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/aus-fin-sys.pdf
Financial Stability Review March 2015
24 Mar 2015
FSR
March 2015
PDF
1257KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/0315.pdf
The Australian Financial System
10 Mar 2015
FSR
– March 2015
Among other factors, this contributed to widening in the bills-OIS spreads for longer-dated bills in late 2014 and early 2015 (Graph 2.10).
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
Financial Stability Review – March 2011
18 Aug 2011
FSR
– March 2011
PDF
1272KB
https://www.rba.gov.au/publications/fsr/2011/mar/pdf/0311.pdf
Financial Stability Review - March 2009
17 Apr 2009
FSR
- March 2009
PDF
1621KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/0309.pdf