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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Abbreviations
28 Sep 2022
PSB Annual Report
– 2022
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html
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
Abbreviations
15 Oct 2020
PSB Annual Report
– 2020
NZD. New Zealand Dollar. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html
Abbreviations
24 Oct 2016
PSB Annual Report
– 2016
SWIFT Oversight Group. OIS. Overnight Index Swaps. OTC. Over-the-counter. PAN. Primary Account Number.
https://www.rba.gov.au/publications/annual-reports/psb/2016/abbreviations.html
Glossary
4 Sep 2008
RBA Annual Report
– 2008
OIS. Overnight indexed swap (rate or market). OPA. Official Public Accounts.
https://www.rba.gov.au/publications/annual-reports/rba/2008/glossary.html
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
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
Payments System Board Annual Report – 2020 Trends in Payments, Clearing and Settlement Systems. The Payments System Board monitors trends in retail payments, and activity and risk exposures across financial market infrastructures (high-value
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.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
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