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
Operations in Financial Markets
12 Sep 2014
RBA Annual Report
– 2014
Average number of counterparties. Spread to OIS. (a). Basis points. Cash injection.
https://www.rba.gov.au/publications/annual-reports/rba/2014/ops-fin-mkts.html
Payments System Board Annual Report 2021
21 Oct 2021
PSB Annual Report
- 2021
PDF
1811KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/psb-annual-report-2021.pdf
PSB Board Annual Report 2019
20 May 2020
Annual Report
PDF
3893KB
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/2019-psb-annual-report.pdf
Payments System Board Annual Report 2016
14 Oct 2016
PSB Annual Report
2016
PDF
2089KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/2016-psb-annual-report.pdf
Supervision of Clearing and Settlement Facilities
24 Oct 2016
PSB Annual Report
– 2016
48 per cent), forward rate agreements (FRA, 23 per cent) and overnight index swaps (OIS, 19 per cent) (Graph 15). ... AUD activity at LCH.C Ltd increased significantly after it began clearing AUD OIS in January (Graph 17).
https://www.rba.gov.au/publications/annual-reports/psb/2016/supervision-of-clearing-and-settlement-facilities.html
Trends in Payments, Clearing and Settlement Systems
17 Oct 2019
PSB Annual Report
– 2019
22). Interest rate swaps and overnight index swaps (OIS) account for the majority of outstanding AUD positions, while basis swaps, zero-coupon swaps and variable notional swaps are also cleared. ... Activity in OIS is typically more volatile than other
https://www.rba.gov.au/publications/annual-reports/psb/2019/trends-in-payments-clearing-and-settlement-systems.html
Payments System Board Annual Report 2014 - Oversight of Clearing and Settlement Facilities
25 Sep 2014
PSB Annual Report
2014
PDF
412KB
https://www.rba.gov.au/publications/annual-reports/psb/2014/pdf/oversight-clearing-set.pdf
RBA Payments System Board 2018 Annual Report
10 Feb 2020
Annual Report
PDF
7554KB
Payments System Board Annual Report. 2018. ContentsGovernor’s Foreword 1. Functions and Objectives of the Payments System Board 3. Governance 5. Payments System Board 9. Accountability and Communication 17. Trends in Payments, Clearing and
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/2018-psb-annual-report.pdf
Payments System Board Annual Report 2016 - Supervision of Clearing and Settlement Facilities
12 Oct 2016
PSB Annual Report
2016
PDF
592KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/supervision-of-clearing-and-settlement-facilities.pdf
Payments System Board Annual Report 2020 - Trends in Payments, Clearing and Settlement Systems
14 Oct 2020
PSB Annual Report
2020
PDF
2471KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/trends-in-payments-clearing-and-settlement-systems.pdf