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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Domestic Financial Conditions
4 Nov 2022
SMP
– November 2022
Following the increase in the cash rate target to 2.85 per cent in early November, prices for overnight indexed swap (OIS) contracts imply that market participants expect the cash rate ... Repurchase agreement (repo) rates at the Banks regular open
https://www.rba.gov.au/publications/smp/2022/nov/domestic-financial-conditions.html
List of graphs
10 Aug 2013
SMP
– August 2013
Graph 4.2: Yields of 3-month Bank Bills and OIS.
https://www.rba.gov.au/publications/smp/2013/aug/graphs.html
List of graphs
10 May 2013
SMP
– May 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/may/graphs.html
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 Conditions
10 Feb 2019
SMP
– February 2019
Rates have eased back somewhat in all three markets. The spread of rates on 3-month bank bills relative to overnight indexed swaps (OIS) is around 55 basis points. ... Spreads on 3- and 6-month bank bills relative to OIS are currently around 30 basis
https://www.rba.gov.au/publications/smp/2019/feb/domestic-financial-conditions.html
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
The Reserve Bank's Open Market Operations
10 Jun 2003
Bulletin
– June 2003
The attractiveness of all bids and offers is assessed relative to market interest rates for each maturity – for example, as indicated by the overnight indexed swap (OIS) curve and pricing in
https://www.rba.gov.au/publications/bulletin/2003/jun/1.html
List of graphs
10 Aug 2014
SMP
– August 2014
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2014/aug/graphs.html
List of graphs
10 Aug 2009
SMP
– August 2009
Graph 55: Bank Bill Spread to OIS.
https://www.rba.gov.au/publications/smp/2009/aug/graphs.html
List of graphs
10 Feb 2013
SMP
– February 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/feb/graphs.html