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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Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
The products eligible for clearing include interest rate swaps referencing the NZ bank bill benchmark (BKBM) and NZ overnight index swaps (OIS), to a maximum maturity of 15 years and two
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/material-developments.html
Appendix A: Activity in SwapClear | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
Activity in AUD interest rate swaps and OIS increased by 10 per cent in the assessment period (Graph 11). ... As AUD interest rate swaps have longer maturities, they contribute more to the risk cleared by participants than AUD OIS.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-a.html
Appendix A | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
Activity in forward rate agreements and interest rate swaps also grew, though by less than OIS activity. ... OIS, forward rate agreements and interest rate swaps account for 96 per cent of the notional value of trades registered.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/appendix-a.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
NZD OIS and basis swaps with tenors out to 5.5 years were introduced in November 2019. ... SGD OIS and basis swaps with tenors out to 5.5 years were added in May 2020, referencing SORA.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
Activity and Risk at SwapClear | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
Graph 1. Activity in shorter-dated products, including forward rate agreements (FRA) and most activity in overnight interest rate swaps (OIS), have declined after spiking in early 2020. ... OIS, FRA and IRS accounted for 95 per cent of the notional
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/activity-and-risk-at-swapclear.html
Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
CORRA and TONA both reflect the cost of overnight funding and are used as reference rates for overnight index swap (OIS).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html
Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
CME clears six types of OTC IRD: IRS, zero-coupon swaps, basis swaps, forward rate agreements, overnight index swaps (OIS) and swaptions. ... CME expanded its clearing service to include Australian dollar-denominated OIS in 2016.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/appendix-a.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
NZIONA. New Zealand short-term rate. OIS. Overnight index swaps. OTC. Over-the-counter.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
LIBOR. London Interbank Offered Rate. OIS. Overnight index swaps. OTC. Over-the-counter.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html
Abbreviations | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
OIS. Overnight index swap. OSA. Omnibus Segregated Account. OTC. Over-the-counter. PAIRS.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/abbreviations.html