Search: OIS

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110 of 226 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.

Search Results

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

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

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

List of graphs

10 Nov 2007 SMP – November 2007
Graph 18: LIBOR Spread to OIS. ... Graph 56: Short-term Spreads – 3-month Bills to OIS.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html

Financial Conditions

6 Feb 2024 SMP - February 2024 PDF 1605KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/01-financial-conditions.pdf

Statement on Monetary Policy

6 Dec 2023 SMP - August 2023 PDF 9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf

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 Markets

3 Nov 2011 SMP - November 2011 PDF 562KB
https://www.rba.gov.au/publications/smp/2011/nov/pdf/dom-fin-mkts.pdf

Domestic Financial Conditions

10 Feb 2020 SMP - August 2018 PDF 2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf