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RBA Glossary definition for AONIA

AONIA – AUD Overnight Index Average. AONIA is an acronym for the Cash Rate used in financial markets.

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Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.pdf

Domestic Market Operations and Liquidity Facilities

21 Sep 2020
The Cash Rate is also known by the acronym AONIA in financial markets.
https://www.rba.gov.au/mkt-operations/domestic-market-ops-and-standing-facilities.html

Market Operations Resources – Interest Rate Benchmark Reform in Australia

10 Mar 2023
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities. Reforms have also been undertaken to enhance the robustness of these benchmarks.
https://www.rba.gov.au/mkt-operations/resources/interest-rate-benchmark-reform.html

Reserve Bank of Australia Annual Report 2021

29 Sep 2022 RBA Annual Report 2021 PDF 6721KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/2021-report.pdf

Operations in Financial Markets

9 Aug 2023 RBA Annual Report - 2022 PDF 764KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/operations-in-financial-markets.pdf

Reserve Bank of Australia Annual Report 2021 - Operations in Financial Markets

21 Oct 2021 RBA Annual Report 2021 PDF 658KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/operations-in-financial-markets.pdf

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

Material Developments | Assessment of LCH Limited's SwapClear Service

9 Mar 2023
AUD BBSW-AONIA basis swaps were added in December 2017. AONIA is the interbank overnight cash rate, which is the operational target of the Bank's monetary policy.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html

Material Developments | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
This includes:. Expansion of product scope. In October, ASX introduced two new OTC interest rate derivative (IRD) products, bank bill swap rate (BBSW) vs Australian overnight index average (AONIA) basis swaps
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/material-developments.html

Special Topic – Stress Testing | 2014/15 Assessment of ASX Clearing and Settlement Facilities

17 Aug 2023
together with exposures on OTC IRD referencing the BBSW and Australian overnight index average (AONIA), covering around 90 per cent of open positions at the CCP. ... These scenarios allow for a breakdown in the established correlations between futures
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-stress-testing.html