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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Appendix B: Data
3 Jan 2023
RDP
2022-09
After the September quarter 2001, the risk-free rate is the 3-month Australian dollar overnight indexed swap (OIS) rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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Transcript of Question & Answer Session on 30 November 2022
30 Nov 2022
Speech
Transcript of Question & Answer Session , to the Australian Securitisation Conference, Sydney
https://www.rba.gov.au/speeches/2022/sp-so-2022-11-30-q-and-a-transcript.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
2022 Triennial Central Bank Survey Results for Foreign Exchange and Derivative Markets – Australia
28 Oct 2022
Media Releases
Around half of the average daily turnover of interest rate swaps in the Australian market reflected turnover in overnight indexed swaps (OIS). ... d) 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate
https://www.rba.gov.au/media-releases/2022/mr-22-35-tables.html
Transcript of Question & Answer Session on 24 October 2022
24 Oct 2022
Speech
Transcript of Question & Answer Session , Commonwealth Bank Global Markets Conference, Sydney
https://www.rba.gov.au/speeches/2022/sp-ag-2022-10-24-q-and-a-transcript.html
Cash Rate Procedures Manual | Cash Rate Methodology | Market Operations Resources
6 Oct 2022
Cash Rate Procedures Manual of the methodology of the cash rate.
https://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/cash-rate-procedures-manual.html
Abbreviations
28 Sep 2022
PSB Annual Report
– 2022
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html
Committed Liquidity Facility
16 Sep 2022
Spread over cash’ in this context means the spread over an overnight indexed swap (OIS) rate for that term to maturity. ... As OIS are referenced to the cash rate, these spreads abstract from any expectation of a change in the cash rate that has been
https://www.rba.gov.au/mkt-operations/committed-liquidity-facility.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
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
Figure 6: Change in AGS Spreads to OIS. Over key event study days. ... Target bond yields. 3-year OIS rate. Target bond yields. 3-year OIS rate.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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