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1–10 of 45 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.

Extracting Information from Financial Market Instruments

20 Apr 2012 Bulletin PDF 499KB

Reserve Bank of Australia Bulletin March Quarter 2012

https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-6.pdf

The Domestic Market for Short-term Debt Securities

14 Sep 2011 Bulletin PDF 294KB

Reserve Bank of Australia Bulletin September 2011

https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911-5.pdf

Banks’ Funding Costs and Lending Rates

29 Mar 2012 Bulletin PDF 288KB

Reserve Bank of Australia Bulletin March Quarter 2012

https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-5.pdf

The Impact of the Capital Market Turbulence on Banks’ Funding Costs

18 Jun 2009 Bulletin PDF 349KB

Reserve Bank of Australia Bulletin June 2009

https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-1.pdf

Overnight Indexed Swap Rates

19 Jun 2002 Bulletin PDF 62KB

J. % %. 2001 2002. 1-month bank bill. Cash rate. 1-month OIS. ... R. Table 1: OIS Forecasting ErrorsBasis points. Mean Standarddeviation. One month –1.3 6.6Two months –0.6 15.8Three months 1.1 21.7Four months 4.0 29.0Five months

https://www.rba.gov.au/publications/bulletin/2002/jun/pdf/bu-0602-3.pdf