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
9 Aug 2019
SMP
– August 2019
Graph 3.2. After declining over the first quarter of this year, spreads of interest rates to overnight indexed swaps (OIS) in the markets for bank bills and foreign exchange (FX) ... Repurchase agreement (repo) rates were little changed relative to OIS
https://www.rba.gov.au/publications/smp/2019/aug/domestic-financial-conditions.html
Financial Conditions
7 May 2024
SMP
– May 2024
Financial Conditions | Statement on Monetary Policy – May 2024
https://www.rba.gov.au/publications/smp/2024/may/financial-conditions.html
Domestic Financial Markets
10 Aug 2016
SMP
– August 2016
In contrast, the spread between 1-month bank bill rates and OIS rates has risen. ... Secured rates in the repurchase agreement (repo) market have also risen relative to OIS rates in recent months.
https://www.rba.gov.au/publications/smp/2016/aug/domestic-financial-markets.html
Statement on Monetary Policy
20 Nov 2023
SMP
- November 2023
PDF
9530KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/statement-on-monetary-policy-2023-11.pdf
The Australian Financial System
24 Mar 2010
FSR
- March 2010
PDF
407KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/aus-fin-sys.pdf
Domestic Financial Conditions
5 May 2023
SMP
- May 2023
PDF
2572KB
https://www.rba.gov.au/publications/smp/2023/may/pdf/03-domestic-financial-conditions.pdf
List of graphs
10 Nov 2013
SMP
– November 2013
Graph 4.2: Yields of 3-month Bank Bills and OIS.
https://www.rba.gov.au/publications/smp/2013/nov/graphs.html
Domestic Financial Markets
10 May 2015
SMP
– May 2015
swaps (OIS) by around 15 basis points since their peak late last year. ... Interest in Treasury notes has also improved, with several recent note tenders pricing at a premium to OIS.
https://www.rba.gov.au/publications/smp/2015/may/dom-fin-mkts.html
Domestic Financial Conditions
10 Aug 2018
SMP
– August 2018
Spreads on 3- and 6-month bank bills relative to OIS are currently around 20 basis points higher than the average over 2017. ... Repo rates at the Reserve Bank's open market operations have also increased, and are currently around 40–50 basis points
https://www.rba.gov.au/publications/smp/2018/aug/domestic-financial-conditions.html
Domestic Financial Markets
10 Aug 2013
SMP
– August 2013
Rates on overnight indexed swaps (OIS) currently imply an expectation that the cash rate will be lowered to 2.25 per cent early in 2014 (Graph 4.1). ... The spread between 3-month bills and OIS rates has remained broadly stable at around 15 basis points
https://www.rba.gov.au/publications/smp/2013/aug/dom-fin-mkts.html