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 Global Financial Environment
10 Feb 2020
FSR
April 2018
PDF
1517KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/01-global-financial-environment.pdf
Statement on Monetary Policy
6 Feb 2024
SMP
- February 2024
PDF
4547KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/statement-on-monetary-policy-2024-02.pdf
Domestic Financial Conditions
9 May 2019
SMP
- May 2019
PDF
782KB
https://www.rba.gov.au/publications/smp/2019/may/pdf/domestic-financial-conditions.pdf
Domestic Financial Conditions
4 Feb 2022
SMP
– February 2022
Market expectations for the cash rate have increased a little over the past three months, with prices for overnight indexed swap (OIS) contracts implying that market participants expect the cash rate
https://www.rba.gov.au/publications/smp/2022/feb/domestic-financial-conditions.html
Domestic Financial Markets and Conditions
10 May 2008
SMP
– May 2008
OIS) and changes in market expectations about the future course of monetary policy. ... The spread between the 90-day bill yield and OIS has since averaged around 50 basis points.
https://www.rba.gov.au/publications/smp/2008/may/dom-fin-mkts.html
Domestic Financial Markets
10 Feb 2020
SMP
- May 2017
PDF
2431KB
https://www.rba.gov.au/publications/smp/2017/may/pdf/04-domestic-financial-markets.pdf
Domestic Financial Markets
15 May 2017
SMP
– May 2017
Rates on overnight indexed swaps (OIS) suggest that the cash rate is likely to remain unchanged over the remainder of this year (Graph 4.1). ... Short-term interest rates in the repurchase agreement (repo) market remain high relative to OIS rates.
https://www.rba.gov.au/publications/smp/2017/may/domestic-financial-markets.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
Box B: Recent Developments in Australia's Resource Exports
7 May 2009
SMP
- May 2009
PDF
442KB
https://www.rba.gov.au/publications/smp/2009/may/pdf/box-b.pdf
Domestic Financial Markets
10 Feb 2020
SMP
PDF
1799KB
Statement of Monetary Policy - August 2017
https://www.rba.gov.au/publications/smp/2017/aug/pdf/04-domestic-financial-markets.pdf