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1–10 of 96 search results for 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.

Extracting Information from Financial Market Instruments

10 Mar 2012 Bulletin – March 2012

Richard Finlay and David Olivan

Graph 1. OIS contracts trade for relatively short terms, generally of less than one year. ... The use of the OIS market to gauge cash rate expectations does, however, present some challenges.

https://www.rba.gov.au/publications/bulletin/2012/mar/6.html

The Domestic Market for Short-term Debt Securities

10 Sep 2011 Bulletin – September 2011

Matthew Boge and Ian Wilson

Others may use OIS to speculate on the near-term direction of the cash rate. ... Subsequently, OIS rates have declined, suggesting that market participants expect a near-term easing in monetary policy.

https://www.rba.gov.au/publications/bulletin/2011/sep/5.html

Extracting Information from Financial Market Instruments

20 Apr 2012 Bulletin PDF 499KB

Reserve Bank of Australia Bulletin March Quarter 2012

https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-6.pdf

The Domestic Market for Short-term Debt Securities

14 Sep 2011 Bulletin PDF 294KB

Reserve Bank of Australia Bulletin September 2011

https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911-5.pdf

The Australian Money Market in a Global Crisis

10 Jun 2009 Bulletin – June 2009

Jonathan Kearns

Dependent variable:. ΔBB–OIS day. Model:. 1. 2. 3. 4. Coeff. t-stat. ... continued). Dependent variable:. ΔBB–OIS day. Model:. 9. 10. 11. Coeff. t-stat.

https://www.rba.gov.au/publications/bulletin/2009/jun/2.html

The Impact of the Capital Market Turbulence on Banks' Funding Costs

10 Jun 2009 Bulletin – June 2009

Michael Davies, Chris Naughtin and Arlene Wong

bills and 90-day OIS remaining stable at around 10 basis points (Graph 2). ... But the increase in risk aversion since the onset of the capital market turbulence has caused bank bill rates to rise well above OIS rates.

https://www.rba.gov.au/publications/bulletin/2009/jun/1.html