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
The Australian Financial System
29 Sep 2010
FSR
- September 2010
PDF
399KB
https://www.rba.gov.au/publications/fsr/2010/sep/pdf/aus-fin-sys.pdf
Financial Stability Review
21 Nov 2022
FSR
- October 2022
PDF
5119KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/financial-stability-review-2022-10.pdf
The Australian Financial System
10 Sep 2010
FSR
– September 2010
Spreads on three-month bank bills to the three-month overnight swap rate (OIS) have remained volatile over the past year or so, trading within a range of 5 to 45
https://www.rba.gov.au/publications/fsr/2010/sep/aus-fin-sys.html
Payments System Board Annual Report 2022
27 Sep 2022
PSB Annual Report
- 2022
PDF
2830KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/psb-annual-report-2022.pdf
The Global Financial Environment
10 Sep 2008
FSR
– September 2008
In the United States, the spread between the 3-month LIBOR rate and the OIS rate rose to as high as 140 basis points in mid September, compared with an average
https://www.rba.gov.au/publications/fsr/2008/sep/global-fin-env.html
The Australian Financial System
10 Mar 2015
FSR
– March 2015
Among other factors, this contributed to widening in the bills-OIS spreads for longer-dated bills in late 2014 and early 2015 (Graph 2.10).
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
Financial Stability Review March 2015
24 Mar 2015
FSR
March 2015
PDF
1257KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/0315.pdf
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
Payments System Board Annual Report – 2020 Trends in Payments, Clearing and Settlement Systems. The Payments System Board monitors trends in retail payments, and activity and risk exposures across financial market infrastructures (high-value
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.html
The Australian Financial System
10 Mar 2010
FSR
– March 2010
swap rate (OIS) have tightened by around 80 basis points since their peak in late 2008 (Graph 39).
https://www.rba.gov.au/publications/fsr/2010/mar/aus-fin-sys.html
Payments System Board Annual Report 2020
14 Oct 2020
PSB Annual Report
2020
PDF
7381KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/2020-psb-annual-report.pdf