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
Financial Conditions
7 May 2024
SMP
– May 2024
Financial Conditions | Statement on Monetary Policy – May 2024
https://www.rba.gov.au/publications/smp/2024/may/financial-conditions.html
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
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
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
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
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
Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
Statement. Prices for overnight indexed swap (OIS) contracts imply that market participants expect the cash rate to be increased further over 2023, reaching a peak of around 4 per cent. ... OIS plus a modest spread.
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html
Domestic Financial Conditions
4 Nov 2022
SMP
– November 2022
Following the increase in the cash rate target to 2.85 per cent in early November, prices for overnight indexed swap (OIS) contracts imply that market participants expect the cash rate ... Repurchase agreement (repo) rates at the Banks regular open
https://www.rba.gov.au/publications/smp/2022/nov/domestic-financial-conditions.html
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
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