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
List of graphs
10 Aug 2014
SMP
– August 2014
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2014/aug/graphs.html
List of graphs
10 Feb 2013
SMP
– February 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/feb/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
List of graphs
10 Nov 2014
SMP
– November 2014
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2014/nov/graphs.html
List of graphs
10 Nov 2011
SMP
– November 2011
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2011/nov/graphs.html
List of graphs
10 May 2014
SMP
– May 2014
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2014/may/graphs.html
List of graphs
10 Feb 2012
SMP
– February 2012
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2012/feb/graphs.html
List of graphs
10 Nov 2012
SMP
– November 2012
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2012/nov/graphs.html
List of graphs
10 Nov 2013
SMP
– November 2013
Graph 4.2: Yields of 3-month Bank Bills and OIS.
https://www.rba.gov.au/publications/smp/2013/nov/graphs.html
Domestic Financial Markets
10 Aug 2017
SMP
– August 2017
Rates on overnight indexed swaps (OIS) imply that the cash rate is expected to remain unchanged over the remainder of this year, with some expectation of a 25 basis point increase ... Short-term interest rates in the repurchase agreement (repo) market
https://www.rba.gov.au/publications/smp/2017/aug/domestic-financial-markets.html