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.
Search Results
Statement on Monetary Policy
3 Nov 2022
SMP
- November 2022
PDF
7804KB
https://www.rba.gov.au/publications/smp/2022/nov/pdf/statement-on-monetary-policy-2022-11.pdf
Statement on Monetary Policy
8 Aug 2022
SMP
- August 2022
PDF
5922KB
https://www.rba.gov.au/publications/smp/2022/aug/pdf/statement-on-monetary-policy-2022-08.pdf
Domestic Financial Conditions
5 Aug 2022
SMP
– August 2022
Following the increase in the cash rate target to 1.85 per cent in early August, prices for overnight indexed swap (OIS) contracts imply that market participants expect further increases in ... Repurchase agreement (repo) rates at the Bank's regular
https://www.rba.gov.au/publications/smp/2022/aug/domestic-financial-conditions.html
Domestic Financial Conditions
4 Aug 2022
SMP
- August 2022
PDF
2242KB
https://www.rba.gov.au/publications/smp/2022/aug/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
6 May 2022
SMP
– May 2022
Australia. Following the increase in the cash rate target to 35 basis points in early May, prices for overnight indexed swap (OIS) contracts imply that market participants expect the cash rate ... Part of this increase occurred following the Bank
https://www.rba.gov.au/publications/smp/2022/may/domestic-financial-conditions.html
Domestic Financial Conditions
6 May 2022
SMP
- May 2022
PDF
1819KB
https://www.rba.gov.au/publications/smp/2022/may/pdf/03-domestic-financial-conditions.pdf
Statement on Monetary Policy
6 May 2022
SMP
- May 2022
PDF
5769KB
https://www.rba.gov.au/publications/smp/2022/may/pdf/statement-on-monetary-policy-2022-05.pdf
Domestic Financial Conditions
24 Feb 2022
SMP
- February 2022
PDF
2436KB
https://www.rba.gov.au/publications/smp/2022/feb/pdf/03-domestic-financial-conditions.pdf
Statement on Monetary Policy
24 Feb 2022
SMP
- February 2022
PDF
5983KB
https://www.rba.gov.au/publications/smp/2022/feb/pdf/statement-on-monetary-policy-2022-02.pdf
Domestic Financial Conditions
4 Feb 2022
SMP
– February 2022
Market expectations for the cash rate have increased a little over the past three months, with prices for overnight indexed swap (OIS) contracts implying that market participants expect the cash rate
https://www.rba.gov.au/publications/smp/2022/feb/domestic-financial-conditions.html