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
Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
6 Dec 2023
SMP
- August 2023
PDF
2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf
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
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
The Unfolding Turmoil of 2007–2008: Lessons and Responses
22 Oct 2008
Conferences
PDF
158KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/cohen-remolona.pdf
Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
Statement. Prices for overnight indexed swap (OIS) contracts imply that market participants expect the cash rate to be increased further over 2023, reaching a peak of around 4 per cent. ... OIS plus a modest spread.
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html
Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
While liquidity problems appear to have been stemmed somewhat with the help of these new facilities, a number of participants pointed out that LIBOR/OIS spreads were still usually high, which
https://www.rba.gov.au/publications/confs/2008/hilton-disc.html
Discussion of Recent Developments in Federal Reserve System Liquidity and Reserve Operations
22 Oct 2008
Conferences
PDF
76KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton-disc.pdf