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 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
Domestic Financial Conditions
10 Aug 2018
SMP
– August 2018
Spreads on 3- and 6-month bank bills relative to OIS are currently around 20 basis points higher than the average over 2017. ... Repo rates at the Reserve Bank's open market operations have also increased, and are currently around 40–50 basis points
https://www.rba.gov.au/publications/smp/2018/aug/domestic-financial-conditions.html
The Australian Financial System
24 Mar 2010
FSR
- March 2010
PDF
407KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/aus-fin-sys.pdf
Domestic Financial Markets
10 May 2015
SMP
– May 2015
swaps (OIS) by around 15 basis points since their peak late last year. ... Interest in Treasury notes has also improved, with several recent note tenders pricing at a premium to OIS.
https://www.rba.gov.au/publications/smp/2015/may/dom-fin-mkts.html
Domestic Financial Markets
10 Feb 2012
SMP
– February 2012
Overnight index swap (OIS) rates now indicate an expectation that the Reserve Bank will reduce the cash rate to around 3 per cent later in the year. ... The spread between the 3-month bank bill swap rate and OIS peaked at the end of December at a little
https://www.rba.gov.au/publications/smp/2012/feb/dom-fin-mkts.html
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
The Global Financial Environment
4 Nov 2020
FSR
- October 2020
PDF
678KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/01-global-financial-environment.pdf
Domestic Financial Markets
10 Aug 2013
SMP
– August 2013
Rates on overnight indexed swaps (OIS) currently imply an expectation that the cash rate will be lowered to 2.25 per cent early in 2014 (Graph 4.1). ... The spread between 3-month bills and OIS rates has remained broadly stable at around 15 basis points
https://www.rba.gov.au/publications/smp/2013/aug/dom-fin-mkts.html
Domestic Financial Markets
10 Aug 2014
SMP
– August 2014
Rates on overnight indexed swaps (OIS) suggest that the cash rate is expected to remain unchanged over the remainder of the year (Graph 4.1). ... Spreads between bank bill and OIS rates have declined somewhat recently, after having increased over the
https://www.rba.gov.au/publications/smp/2014/aug/dom-fin-mkts.html