Search: OIS

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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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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

Recent Developments in Banks' Funding Costs and Lending Rates

10 Mar 2010 Bulletin – March 2010
Anna Brown, Michael Davies, Daniel Fabbro and Tegan Hanrick
bills and 3-month OIS remaining stable at around 10 basis points (Graph 5). ... The onset of the global financial crisis saw bank bill rates rise well above OIS rates, with the spread peaking at about 100 basis points in October 2008.
https://www.rba.gov.au/publications/bulletin/2010/mar/6.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

The Effects of Funding Costs and Risk on Banks' Lending Rates

10 Mar 2011 Bulletin – March 2011
Daniel Fabbro and Mark Hack
Prior to mid 2007, bank bill rates closely tracked the market's expectation for the cash rate with the spread between 3-month bank bills and overnight indexed swaps (OIS) around ... While the onset of the global financial crisis saw bank bill rates rise
https://www.rba.gov.au/publications/bulletin/2011/mar/6.html

Bulletin June Quarter 2021

18 Aug 2021 Bulletin - June 2021 PDF 10067KB
https://www.rba.gov.au/publications/bulletin/2021/jun/pdf/bulletin-2021-06.pdf

Developments in the Australian Repo Market

15 Sep 2016 Bulletin – September 2016
Chris Becker, Ashley Fang and Jin Cong Wang
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html

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

The Effects of Funding Costs and Risk on Banks’ Lending Rates

16 Mar 2011 Bulletin PDF 225KB
Reserve Bank of Australia Bulletin March 2011
https://www.rba.gov.au/publications/bulletin/2011/mar/pdf/bu-0311-6.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

Box B: Australian Fund Managers' Bond Portfolios

4 Nov 2005 SMP - November 2005 PDF 52KB
https://www.rba.gov.au/publications/smp/2005/nov/pdf/box-b.pdf