Search: USD
RBA Glossary definition for USD
USD – US dollar. Also referred to as US$.
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RBA Intraday Currency Market Volatility and Turnover
10 Dec 2007
Bulletin
– December 2007
Table 1: AUD/USD Intraday Volatility. Average absolute percentage change, AEST. 1993–1997. ... Graph 12. As with volatility, the AUD/USD, USD/JPY and NZD/USD have a relatively higher proportion of turnover during the Sydney trading time zone (reflected
https://www.rba.gov.au/publications/bulletin/2007/dec/1.html
Activity in Global Foreign Exchange Markets
10 Dec 2010
Bulletin
– December 2010
568. USD/GBP. 48. 6. 360. USD/AUD. 73. 34. 249. Other crosses. ... na. 6. 13. Currencies. USD/EUR. 38. 60. 38. USD/JPY. 1. 39.
https://www.rba.gov.au/publications/bulletin/2010/dec/6.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Relative to cash rate expectations, the gross return on USD swaps increased to 60 basis points. ... AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
three-month JPY or USD London Interbank Offered Rate (LIBOR), and swapping the proceeds. ... swaps directed into USD were not profitable for the supervised major banks until forward rates.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
The Australian Foreign Exchange and Derivatives Markets
10 Jan 2008
Bulletin
– January 2008
Australian turnover in the EUR/USD and USD/JPY was proportionately lower compared with three years earlier, but transactions in NZD/USD, USD/CHF and the ‘Other’ currency category (which predominantly ... 13. GBP/USD. 10. 7. 8. 11. 14. 12. AUD/USD. 2.
https://www.rba.gov.au/publications/bulletin/2008/jan/2.html
US Economic Data and the Australian Dollar
10 Jul 2009
Bulletin
– July 2009
who examine the effects of US economic data ‘surprises’ on the AUD/USD exchange rate. ... one standard deviation) on AUD/USD. (p-value). (a). Normal. 0.037. (0.00). High.
https://www.rba.gov.au/publications/bulletin/2009/jul/2.html
Appendix A: Data Sources
31 Dec 2001
RDP
2001-04
Datastream code. Australia (dollar). AUD/USD. AUI.RF. Belgium (B franc). USD/BEF. BGI.RF. ... Canada (dollar). USD/CAD. CNI.RF. Chile (peso). USD/CLP. CLI.RF. China (renminbi). USD/CNY.
https://www.rba.gov.au/publications/rdp/2001/2001-04/appendix-a.html
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Liquidity in the Interdealer Foreign Exchange Market
10 Dec 2008
Bulletin
– December 2008
This article examines several indicators of liquidity in the interdealer foreign exchange market for AUD/USD. ... of the AUD/USD spot market, particularly during periods of heightened volatility such as that seen since August 2007.
https://www.rba.gov.au/publications/bulletin/2008/dec/1.html
Recent Conditions in the Australian Foreign Exchange Market
10 Mar 2009
Bulletin
– March 2009
Across currencies, the recent fall has been concentrated in USD swaps (Graph 2). ... On average, the spread for the AUD/USD is consistent with its ranking in spot turnover, i.e.
https://www.rba.gov.au/publications/bulletin/2009/mar/2.html
Volatility of the Australian Dollar Exchange Rate
19 Nov 2012
RDP
PDF
525KB
AUD/USD 1980 1981 1982 1983 1980-1983. 1984 1985 1986 1987 1988 1989 1984-1989. ... AUD/USD AUD/TWI AUD/ MERM. Standard Deviation of Daily Percentage Change. 1980 0.22 0.06 n.a.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf