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
List of graphs
10 Aug 2009
SMP
– August 2009
Graph 55: Bank Bill Spread to OIS.
https://www.rba.gov.au/publications/smp/2009/aug/graphs.html
Domestic Financial Markets
4 Nov 2010
SMP
– November 2010
PDF
258KB
https://www.rba.gov.au/publications/smp/2010/nov/pdf/dom-fin-mkts.pdf
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
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
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
5 May 2023
SMP
- May 2023
PDF
2572KB
https://www.rba.gov.au/publications/smp/2023/may/pdf/03-domestic-financial-conditions.pdf
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