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
2019 BIS Triennial Survey Results ' Australia
17 Sep 2019
Media Releases
The 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate swaps. ... d) 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate swaps.
https://www.rba.gov.au/media-releases/2019/mr-19-25-tables.html
2022 Triennial Central Bank Survey Results for Foreign Exchange and Derivative Markets – Australia
28 Oct 2022
Media Releases
Around half of the average daily turnover of interest rate swaps in the Australian market reflected turnover in overnight indexed swaps (OIS). ... d) 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate
https://www.rba.gov.au/media-releases/2022/mr-22-35-tables.html