Search: OIS

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1–10 of 80 search results for 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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Financial Conditions

6 Feb 2024 SMP – February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html

Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets

4 Aug 2023 SMP – August 2023
Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/box-a-the-bond-overnight-index-swap-spread-and-asset-scarcity-in-government-bond-markets.html

Domestic Financial Conditions

10 Nov 2023 SMP – November 2023
Domestic Financial Conditions | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/domestic-financial-conditions.html

List of graphs

10 Nov 2007 SMP – November 2007
Graph 18: LIBOR Spread to OIS. ... Graph 56: Short-term Spreads – 3-month Bills to OIS.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html

Domestic Financial Conditions

4 Aug 2023 SMP – August 2023
Domestic Financial Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-financial-conditions.html

List of graphs

10 Feb 2008 SMP – February 2008
Graph 14: LIBOR Spread to OIS. ... Graph 46: Spreads to 3-months OIS.
https://www.rba.gov.au/publications/smp/2008/feb/graphs.html

Domestic Financial Conditions

5 May 2023 SMP – May 2023
Domestic Financial Conditions | Statement on Monetary Policy – May 2023
https://www.rba.gov.au/publications/smp/2023/may/domestic-financial-conditions.html

List of graphs

10 Aug 2013 SMP – August 2013
Graph 4.2: Yields of 3-month Bank Bills and OIS.
https://www.rba.gov.au/publications/smp/2013/aug/graphs.html

List of graphs

10 May 2013 SMP – May 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/may/graphs.html

List of graphs

10 Aug 2009 SMP – August 2009
Graph 55: Bank Bill Spread to OIS.
https://www.rba.gov.au/publications/smp/2009/aug/graphs.html