Search: ASX
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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A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
Around one-third of these (by number) are listed on the ASX, while the remainder are unlisted. ... based exchanges. In 2006, the Australian Stock Exchange merged with the Sydney Futures Exchange (SFE) to become the Australian Securities Exchange (also
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
Appendix D: Data Sources and Definitions
31 Dec 2003
RDP
2003-12
From 1992:Q3 onwards this is the quarter average of the daily close of the Standard and Poor's (S&P)/Australian Stock Exchange (ASX) 200 accumulation index, available from Datastream ... All Ordinaries Index (since renamed the ASX Share Price Index),
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
Results
31 Dec 2013
RDP
2013-12
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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Appendix A: Data
31 Dec 2013
RDP
2013-01
Download the Paper 634. KB. ASX 200 refers to the S&P/ASX 200 stock market index, from Bloomberg. ... ASX volatility refers to the intraday range of the ASX 200 (expressed as a percentage of the midpoint), from Bloomberg.
https://www.rba.gov.au/publications/rdp/2013/2013-01/appendix-a.html
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The Model
22 Nov 2016
RDP
2016-07
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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Read me file
12 May 2023
RDP
2023-04
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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Read me file for A History of Australian Equities
31 Jul 2019
RDP
PDF
465KB
RDP 2019-04 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-04/rdp-2019-04-read-me.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
3 Three CCPs currently operate in Australia: two CCPs in the ASX Group, ASX Clear and ASXClear (Futures), and the London-based CCP, LCH.Clearnet Ltd. ... ASX Clear (Futures) was third lowest with 17 participants, and ASX Clear had43 participants.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
PDF
1096KB
expected one-month-ahead volatility in the ASX 200. Unfortunately, data for option-implied. ... Option-. implied. volatility(a). Realised. volatility. Analyst. earnings. forecast. uncertainty. (ASX 200)(a).
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
Read me file for Financial Conditions and Downside Risk to Economic Activity in Australia
19 Mar 2021
RDP
PDF
480KB
RDP 2021-03 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-03/rdp-2021-03-read-me.pdf