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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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
auction) and OIS. We consider the demand response to percentage changes in the spread, rather. ... Mean cut-off rate as a. spread to OIS. (bps). Mean quantity supplied.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
The Australian Money Market in a Global Crisis
12 Jun 2009
Bulletin
PDF
215KB
Reserve Bank of Australia Bulletin June 2009
https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-2.pdf
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
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
interest rate on 1-month overnight indexed swaps (OIS).16 We refer to this as the ‘target’ shock as. ... 16 OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Market Operations in the Past Year
17 Nov 2008
Bulletin
PDF
66KB
Address by Dr Guy Debelle, Assistant Governor (Financial Markets), to 2008 FTA Congress, Melbourne, 31 October 2008
https://www.rba.gov.au/publications/bulletin/2008/nov/pdf/bu-1108-4.pdf
Recent Developments in Banks’ Funding Costs and Lending Rates
10 Mar 2010
Bulletin
PDF
240KB
Reserve Bank of Australia Bulletin March 2010
https://www.rba.gov.au/publications/bulletin/2010/mar/pdf/bu-0310-6.pdf
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
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
Developments in Banks’ Funding Costs and Lending Rates
19 Mar 2014
Bulletin
PDF
1167KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-8.pdf