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RBA Glossary definition for ASX

ASX – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.

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31 Dec 2013 RDP 2013-12
Nathanael Cox, Nicholas Garvin and Gerard Kelly
In Australia, for instance, many large international banks and investment houses participate in the domestic CCPs, and make up the majority of participants in the futures CCP, ASX Clear (Futures). ... 9. ASX Clear (Futures) was third lowest with 17
https://www.rba.gov.au/publications/rdp/2013/2013-12/results.html
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Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
ASX 200 – ASX 200 index, log100; obtained from Bloomberg.
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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Appendix A: Data Summary

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
3-month). Bank bills. 3-month bank bill swap rate. ASX; RBA. Risk weights (w.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
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The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
In Australia, cash and government bonds comprise the majority of margin posted at ASX Clear (Futures) – a domestic derivatives CCP (Cheung, Manning and Moore 2014).
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Appendix A: Interbank Market Infrastructure

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
In Australia these transactions are mostly settled through Austraclear, Australia's settlement system and central securities depository for debt securities (a subsidiary of the publicly listed company ASX).
https://www.rba.gov.au/publications/rdp/2021/2021-01/appendix-a.html
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Read me file

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Miscellaneous. Data on the baskets used for the bond futures traded on the ASX are provided in ‘Inputs/baskets.xlsx’.
https://www.rba.gov.au/publications/rdp/2022/2022-02/read-me.html

Appendix C: Constructing the Economic Uncertainty Index

14 Mar 2016 RDP 2016-01
Angus Moore
Stock market volatility is constructed from option-implied volatility for the ASX 200 index. ... Analyst earnings forecast uncertainty is constructed from the coefficient of variation – the cross-sectional standard deviation divided by the mean – of
https://www.rba.gov.au/publications/rdp/2016/2016-01/appendix-c.html
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Appendix A: Data Sources and Definitions

31 Dec 2012 RDP 2012-02
David Jacobs and Vanessa Rayner
Net worth. Net worth. ABS; ASX; RBA. ASX total market capitalisation of domestic companies, convertible notes, options and preference shares (excluding warrants) divided by business credit.
https://www.rba.gov.au/publications/rdp/2012/2012-02/appendix-a.html
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Read me

23 Dec 2020 RDP 2020-08
Kim Nguyen and Gianni La Cava
ASX all ordinaries price index. (Note: More details about the use of these series are contained in the Stata code ‘Daily Cash Rate and News Sentiment – Setup.do’).
https://www.rba.gov.au/publications/rdp/2020/2020-08/read-me.html

Appendix A: Data Descriptions and Sources

31 Dec 2012 RDP 2012-09
Susan Black, Joshua Kirkwood, Alan Rai and Thomas Williams
Equity market capitalisation: market capitalisation of all equities listed on the Sydney Stock Exchange (for period 1917–1989) and ASX (from 1990 onwards).
https://www.rba.gov.au/publications/rdp/2012/2012-09/appendix-a.html
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