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
List of graphs
10 Feb 2012
SMP
– February 2012
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2012/feb/graphs.html
List of graphs
10 Nov 2012
SMP
– November 2012
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2012/nov/graphs.html
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
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
Domestic Financial Markets
1 Mar 2012
SMP
– February 2012
PDF
724KB
https://www.rba.gov.au/publications/smp/2012/feb/pdf/dom-fin-mkts.pdf
Domestic Financial Markets
4 Nov 2010
SMP
– November 2010
PDF
258KB
https://www.rba.gov.au/publications/smp/2010/nov/pdf/dom-fin-mkts.pdf
Domestic Financial Markets
10 Feb 2012
SMP
– February 2012
Overnight index swap (OIS) rates now indicate an expectation that the Reserve Bank will reduce the cash rate to around 3 per cent later in the year. ... The spread between the 3-month bank bill swap rate and OIS peaked at the end of December at a little
https://www.rba.gov.au/publications/smp/2012/feb/dom-fin-mkts.html
Statement on Monetary Policy
6 Feb 2024
SMP
- February 2024
PDF
4547KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/statement-on-monetary-policy-2024-02.pdf
Domestic Financial Conditions
9 Aug 2019
SMP
– August 2019
Graph 3.2. After declining over the first quarter of this year, spreads of interest rates to overnight indexed swaps (OIS) in the markets for bank bills and foreign exchange (FX) ... Repurchase agreement (repo) rates were little changed relative to OIS
https://www.rba.gov.au/publications/smp/2019/aug/domestic-financial-conditions.html
Domestic Financial Markets
10 Aug 2016
SMP
– August 2016
In contrast, the spread between 1-month bank bill rates and OIS rates has risen. ... Secured rates in the repurchase agreement (repo) market have also risen relative to OIS rates in recent months.
https://www.rba.gov.au/publications/smp/2016/aug/domestic-financial-markets.html