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
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-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
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
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
OIS. Overnight index swap. OTC. Over-the-counter. PAIRS. Portfolio Approach to Interest Rate Scenarios.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/abbreviations.html
Abbreviations | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
New Zealand Overnight Index Average. OIS. overnight index swap. OLR. ordinary liquidity requirement.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/abbreviations.html
Products and Participants in the Australian OTC Derivatives Market | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
The highest concentrations tend to arise in the product areas with least involvement of non-financial counterparties, such as credit derivatives and OIS/FRAs.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/products-participants.html
Abbreviations | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
MoU. Memorandum of Understanding. OIS. Overnight index swaps. OTC. Over-the-counter. PFMI.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/abbreviations.html
Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards | Assessment of LCH Limited's…
9 Mar 2023
Assessment of LCH Limited's SwapClear Service Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards. The CCP Standards are made up of 21 headline standards, each of which is accompanied by a
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-c.html
Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc.
8 Mar 2023
Graph 1. CME clears six types of OTC IRD: IRS, zero-coupon swaps, basis swaps, forward rate agreements, overnight index swaps (OIS) and swaptions. ... The swaptions service was launched by CME in April 2016. CME also launched Australian
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/appendix-a.html
Abbreviations | 2017 Assessment of Chicago Mercantile Exchange Inc.
8 Mar 2023
MOS. Mutual Offset System. MoU. Memorandum of Understanding. OIS. Overnight index swaps.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/abbreviations.html