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
2022 Triennial Central Bank Survey Results for Foreign Exchange and Derivative Markets – Australia
28 Oct 2022
Media Releases
Around half of the average daily turnover of interest rate swaps in the Australian market reflected turnover in overnight indexed swaps (OIS). ... d) 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate
https://www.rba.gov.au/media-releases/2022/mr-22-35-tables.html
Overnight Indexed Swap Rates
10 Jun 2002
Bulletin
– June 2002
Table 1: OIS Forecasting Errors. Basis points. Mean. Standard. deviation. One month.
https://www.rba.gov.au/publications/bulletin/2002/jun/3.html
The Reserve Bank's Policy Actions and Balance Sheet
30 Jun 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, The Economic Society Australia, Webinar
https://www.rba.gov.au/speeches/2020/sp-dg-2020-06-30.html
The Impact of the Capital Market Turbulence on Banks’ Funding Costs
18 Jun 2009
Bulletin
PDF
349KB
Reserve Bank of Australia Bulletin June 2009
https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-1.pdf
RBAFOI-232430 - documents for release
19 Feb 2024
PDF
857KB
documents between 1 July and 3 November 2020 detailing costs, benefits or risks of the Bank buying large volumes of Government Bonds
https://www.rba.gov.au/information/foi/disclosure-log/pdf/232430.pdf
List of graphs
10 Feb 2008
SMP
– February 2008
Graph 14: LIBOR Spread to OIS. ... Graph 46: Spreads to 3-months OIS.
https://www.rba.gov.au/publications/smp/2008/feb/graphs.html
Appendix A: Emergency Liquidity Injection Policies in Europe and the United States
9 Oct 2019
RDP
2019-10
It purchased unsecured commercial paper (essentially making unsecured loans), charging the overnight index swap (OIS) rate plus 100 basis points, and asset-backed commercial paper (ABCP), charging the OIS rate plus
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
See 1 more results from "RDP 2019-10"
Non-technical summary for 'Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020'
9 May 2024
RDP
PDF
132KB
RDP 2024-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-non-technical-summary.pdf
Recent Developments in Banks' Funding Costs and Lending Rates
10 Mar 2010
Bulletin
– March 2010
bills and 3-month OIS remaining stable at around 10 basis points (Graph 5). ... The onset of the global financial crisis saw bank bill rates rise well above OIS rates, with the spread peaking at about 100 basis points in October 2008.
https://www.rba.gov.au/publications/bulletin/2010/mar/6.html
The Stance of Monetary Policy in a World of Numerous Tools
21 Oct 2020
Speech
PDF
258KB
It used to be that looking at the Board's cash rate target, and coming to a view on its likely path (forexample by using overnight indexed swap (OIS) market prices),
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-10-20.pdf