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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The Why, How and What of Forecasting
3 May 2023
Speech
Speech delivered by Marion Kohler, Head of Economic Analysis Department, to CEDA, Perth
https://www.rba.gov.au/speeches/2023/sp-so-2023-05-03.html
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
of the 3-month OIS and the Premia shock in a given month.10. ... less OIS), the US commercial paper spread, the second principal component of the yield curve.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Review of the Yield Target
22 Mar 2023
In March 2020, the Reserve Bank Board introduced a target for the yield on the three-year Australian Government bond which was discontinued in November 2021. This review examines the experience with the yield target and draws lessons from this
https://www.rba.gov.au/monetary-policy/reviews/yield-target/index.html
Review of the Yield Target
22 Mar 2023
PDF
1329KB
https://www.rba.gov.au/monetary-policy/reviews/yield-target/pdf/review-of-the-yield-target.pdf
Review of the Bond Purchase Program
9 Mar 2023
Given that the spread of 10-year AGS yields to overnight indexed swap (OIS) rates fell by a similar amount, it is likely the decline in 10-year AGS yields was ... By contrast, falls in the spread of shorter dated AGS yields to OIS rates out to about five
https://www.rba.gov.au/monetary-policy/reviews/bond-purchase-program/index.html
Material Developments | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
SOFR is the US secured overnight financing rate. A small share of USD OIS outstanding referenced SOFR at the end of the Assessment period. ... LCH Ltd now accepts USD SOFR basis swaps and OIS for clearing (see 2.3.4).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html
List of tables | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
Domestic banks. Overseas banks. IR/CCS. 35. 49. OIS/FRA. 48. 56. Foreign exchange. ... Domestic banks. Overseas banks. IR/CCS. 7. 68. OIS/FRA. 0. 60. Foreign exchange.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/tables.html
Appendix A | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
Graph 1. By product, much of the pick-up and subsequent pullback in activity occurred in OIS, owing to their link to short-term policy rates (Graph 2). ... OIS, FRA and IRS accounted for 95 per cent of the notional value of trades registered.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/appendix-a.html
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
The products eligible for clearing include interest rate swaps referencing the NZ bank bill benchmark (BKBM) and NZ overnight index swaps (OIS), to a maximum maturity of 15 years and two
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/material-developments.html