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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Domestic Financial Markets
3 Nov 2011
SMP
- November 2011
PDF
562KB
https://www.rba.gov.au/publications/smp/2011/nov/pdf/dom-fin-mkts.pdf
Central Bank Liquidity Provision and Core Funding Markets
19 Dec 2013
Conferences
PDF
439KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor.pdf
Read me file for Monetary Policy, Equity Markets and the Information Effect
20 Apr 2021
RDP
PDF
567KB
RDP 2021-04 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-04/rdp-2021-04-read-me.pdf
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 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
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
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PSB Board Annual Report 2019 - Abbreviations
14 Oct 2019
Annual Report
PDF
248KB
PSB Board Annual Report 2019
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/abbreviations.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 C: Variable Definitions
28 Jan 2020
RDP
2020-01
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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Start Spreading the News: News Sentiment and Economic Activity in Australia
21 Dec 2020
RDP
PDF
1524KB
The interest. rate surprise is calculated as the change in the 1-month overnight indexed swap rate (OIS) from the. ... 1-month OIS. 0 2 4 6 8 10-2.0. -1.5. -1.0. -0.5.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-08.pdf