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
The Global Financial Environment
10 Mar 2008
FSR
– March 2008
Spreads between 30-day ABCP and overnight indexed swap (OIS) rates in the United States, which had typically been very close to zero, reached 200 basis points at one point in ... Since mid March, the 3-month LIBOR to OIS spreads in the United States and
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
The Australian Financial System
10 Mar 2011
FSR
– March 2011
Spreads on three-month bank bills to the three-month overnight indexed swap (OIS) rate have traded within a range of 10 to 30 basis points (Graph 2.17).
https://www.rba.gov.au/publications/fsr/2011/mar/aus-fin-sys.html
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
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