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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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The Stance of Monetary Policy in a World of Numerous Tools

21 Oct 2020 Speech PDF 258KB
It used to be that looking at the Board's cash rate target, and coming to a view on its likely path (forexample by using overnight indexed swap (OIS) market prices),
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-10-20.pdf

Lessons and Questions from the GFC

6 Dec 2018 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, to the Australian Business Economists Annual Dinner, Sydney
https://www.rba.gov.au/speeches/2018/sp-dg-2018-12-06.html

Market Operations in the Past Year

31 Oct 2008 Speech
Guy Debelle
Speech by Guy Debelle to the 2008 FTA Congress, Melbourne
https://www.rba.gov.au/speeches/2008/sp-ag-311008.html

Transcript of Question & Answer Session on 11 October 2023

11 Oct 2023 Speech
Christopher Kent
Transcript of Question & Answer Session , to Bloomberg, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-10-11-q-and-a-transcript.html

Interest Rate Benchmarks

22 Feb 2016 Speech
Guy Debelle
Speech to KangaNews Debt Capital Markets Summit 2016, Sydney
https://www.rba.gov.au/speeches/2016/sp-ag-2016-02-22.html

Monetary Policy in 2020

24 Nov 2020 Speech PDF 404KB
Overnight indexed swap (OIS) rates have declined in line with the. ... The combination of the low cash rate, low OIS rates and the ample supply of liquidity and funding inthe banking system has seen Bank Bill Swap Rates (BBSW) decline to low
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-11-24.pdf

The Reserve Bank's Policy Actions and Balance Sheet

30 Jun 2020 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, The Economic Society Australia, Webinar
https://www.rba.gov.au/speeches/2020/sp-dg-2020-06-30.html

The Virus and the Australian Economy

11 Mar 2020 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at the Australian Financial Review Business Summit, Sydney
https://www.rba.gov.au/speeches/2020/sp-dg-2020-03-11.html

Open Market Operations and Domestic Securities

29 Nov 2007 Speech
Guy Debelle
above the corresponding rate that measures expectations of the cash rate (the overnight indexed swap rate: OIS) (Graph 2).
https://www.rba.gov.au/speeches/2007/sp-ag-291107.html

An Economic and Financial Update

21 Apr 2020 Speech
Philip Lowe
Speech delivered by Philip Lowe, Governor, Sydney
https://www.rba.gov.au/speeches/2020/sp-gov-2020-04-21.html