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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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
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
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
Financial Stability Review – March 2011
18 Aug 2011
FSR
– March 2011
PDF
1272KB
https://www.rba.gov.au/publications/fsr/2011/mar/pdf/0311.pdf
Financial Stability Review
10 Feb 2020
FSR
April 2018
PDF
2840KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/financial-stability-review-2018-04.pdf
The Australian Financial System
24 Mar 2015
FSR
March 2015
PDF
496KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/aus-fin-sys.pdf
Financial Stability Review
4 Nov 2020
FSR
- October 2020
PDF
3339KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/financial-stability-review-2020-10.pdf