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.
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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
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
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
PSB Board Annual Report 2019 - Trends in Payments, Clearing and Settlement Systems
10 Feb 2020
Annual Report
PDF
1848KB
PSB Board Annual Report 2019
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/trends-in-payments-clearing-and-settlement-systems.pdf
RBA Payments System Board 2018 Annual Report - Trends in Payments, Clearing and Settlement Systems
10 Feb 2020
Annual Report
PDF
2245KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/trends-in-payments-clearing-and-settlement-systems.pdf
Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
OG. Oversight Group. OIS. Overnight index swaps. OTC. Over-the-counter. PEXA. Property Exchange Australia Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.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
PSB Board Annual Report 2019 - Abbreviations
14 Oct 2019
Annual Report
PDF
248KB
PSB Board Annual Report 2019
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/abbreviations.pdf
Oversight, Supervision and Regulation of Financial Market Infrastructures
20 Sep 2018
PSB Annual Report
– 2018
The products initially eligible for clearing included bank bill benchmark (BKBM) interest rate swaps (IRS) and overnight index swaps (OIS), both to a maximum maturity of two years.
https://www.rba.gov.au/publications/annual-reports/psb/2018/oversight-supervision-and-regulation-of-financial-market-infrastructures.html
RBA Payments System Board 2018 Annual Report - Oversight, Supervision and Regulation of Financial Market Infrastructures
20 Sep 2018
Annual Report
PDF
706KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/oversight-supervision-and-regulation-of-financial-market-infrastructures.pdf