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RBA Glossary definition for derivative

derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.

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Australia's Foreign Currency Exposure and Hedging Practices

10 Aug 2002 Bulletin – August 2002
548. Foreign currency derivatives in a sold position. 463. Net position of foreign currency derivatives. ... The use of options, futures and other derivative contracts was only marginal (Table 2).
https://www.rba.gov.au/publications/bulletin/2002/aug/2.html

Bulletin June Quarter 2023

29 Sep 2023 Bulletin - June 2023 PDF 7089KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.pdf

Central Counterparty Interoperability

10 Jun 2012 Bulletin – June 2012
Nicholas Garvin
services were expanded to OTC derivatives markets); and improving access to overseas markets. ... References. CFR (Council of Financial Regulators) (2011), ‘Central Clearing of OTC Derivatives in Australia’, Discussion Paper, June.
https://www.rba.gov.au/publications/bulletin/2012/jun/7.html

December | 2017

7 Dec 2017 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/

2018

11 Sep 2018 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/

Liquidity in the Australian Treasury Bond Futures Market

10 Jun 2012 Bulletin – June 2012
Bobby Lien and Andrew Zurawski
As a result, the bond derivatives market in Australia is significantly more liquid than the physical market. ... For details on the relationship between volatility and derivatives turnover, see Jeanneau and Micu (2003).
https://www.rba.gov.au/publications/bulletin/2012/jun/6.html

June | 2013

24 Jun 2013 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2013/jun/

Exchange-traded Funds

10 Mar 2011 Bulletin – March 2011
Mitch Kosev and Thomas Williams
In some cases, the exact structure and types of derivatives being used by ETFs are unclear. ... Cash may be used during the creation and redemption process for those funds using derivatives to track their benchmark.
https://www.rba.gov.au/publications/bulletin/2011/mar/8.html

Semi-Annual Statement on Monetary Policy

10 Nov 1998 Bulletin – November 1998
Gearing can also be generated through derivatives markets since purchases or sales of derivative contracts do not require immediate payment of the full face value of the contracts; rather, only a
https://www.rba.gov.au/publications/bulletin/1998/nov/1.html

Central Counterparty Margin Frameworks

7 Dec 2017 Bulletin – December 2017
Louise Carter and Duke Cole
A central counterparty's (CCP's) margin framework can affect the activity of market participants and the broader functioning of the financial system. This potential impact on financial stability is an area of focus for authorities – in Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/10.html