Search: OIS

Sort by: Relevance Date
21–30 of 35 search results for 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

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

Payments System Board Annual Report 2016

14 Oct 2016 PSB Annual Report 2016 PDF 2089KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/2016-psb-annual-report.pdf

Payments System Board Annual Report 2014 - Oversight of Clearing and Settlement Facilities

25 Sep 2014 PSB Annual Report 2014 PDF 412KB
https://www.rba.gov.au/publications/annual-reports/psb/2014/pdf/oversight-clearing-set.pdf

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

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

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

Reserve Bank of Australia Annual Report 2014

16 Oct 2014 RBA Annual Report 2014 PDF 6251KB
https://www.rba.gov.au/publications/annual-reports/rba/2014/pdf/2014-report.pdf

Payments System Board Annual Report 2016 - Supervision of Clearing and Settlement Facilities

12 Oct 2016 PSB Annual Report 2016 PDF 592KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/supervision-of-clearing-and-settlement-facilities.pdf

Payments System Board Annual Report 2014

26 Sep 2014 PSB Annual Report 2014 PDF 2702KB
https://www.rba.gov.au/publications/annual-reports/psb/2014/pdf/2014-psb-ann-report.pdf