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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The Future System for Monetary Policy Implementation
2 Apr 2024
Speech
PDF
657KB
Speech - 2024
https://www.rba.gov.au/speeches/2024/pdf/sp-ag-2024-04-02.pdf
Australian Fixed Income Markets – Recent Developments and a Look Ahead
5 Jun 2023
Speech
PDF
1477KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-05-24.pdf
The Why, How and What of Forecasting
5 May 2023
Speech
PDF
745KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-05-03.pdf
Exchange Rates and Inflationary Pressures
23 Oct 2022
Speech
PDF
778KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-ag-2022-10-24.pdf
9/14/21, 1:55 PM Delta, the Economy and Monetary Policy ...
14 Sep 2021
Speech
PDF
386KB
The current OIS curve implies a cash rate of around 25 basis points by end of 2022,60 basis points at the end of 2023 and close to 100 basis points
https://www.rba.gov.au/speeches/2021/pdf/sp-gov-2021-09-14.pdf
Monetary Policy During COVID
6 May 2021
Speech
PDF
638KB
There is no obviousbond market equivalent to the OIS curve, which provides a read on the market's expectations aboutthe future path of the policy rate.
https://www.rba.gov.au/speeches/2021/pdf/sp-dg-2021-05-06.pdf
Monetary Policy in 2020
24 Nov 2020
Speech
PDF
404KB
Overnight indexed swap (OIS) rates have declined in line with the. ... The combination of the low cash rate, low OIS rates and the ample supply of liquidity and funding inthe banking system has seen Bank Bill Swap Rates (BBSW) decline to low
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-11-24.pdf
The Stance of Monetary Policy in a World of Numerous Tools
21 Oct 2020
Speech
PDF
258KB
It used to be that looking at the Board's cash rate target, and coming to a view on its likely path (forexample by using overnight indexed swap (OIS) market prices),
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-10-20.pdf
27/07/2020 The Reserve Bank's Operations – Liquidity, Market Function ...
27 Jul 2020
Speech
PDF
390KB
the OIS rate). [4]. [5]. 27/07/2020 The Reserve Bank's Operations – Liquidity, Market Function and Funding | Speeches | RBA.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-07-27.pdf
30/06/2020 The Reserve Bank's Policy Actions and Balance Sheet ...
30 Jun 2020
Speech
PDF
349KB
The cash rate remains low at around 13–14 basis points. Market expectations derivedfrom the overnight indexed swap (OIS) curve imply it should stay around this level for at least ayear. ... It is currently trading withclose to no spread relative to OIS.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-06-30.pdf