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RBA Glossary definition for IRD

IRD – Interest Rate Derivatives

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Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc.

9 Mar 2023
US dollar-denominated OTC IRD accounted for around 69 per cent of OTC IRD transactions cleared by CME in 2018. ... At end December 2018, CME had around A$182 billion notional value of Australian dollar-denominated OTC IRD trades outstanding.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/appendix-a.html

Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc.

8 Mar 2023
USD-denominated OTC IRD accounted for around 73 per cent of OTC IRD transactions cleared by CME in 2016. ... At end December 2016, CME had around A$290 billion notional value of Australian dollar-denominated OTC IRD trades outstanding.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/appendix-a.html

Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022
Australia. (RBA/ASIC). LCH Ltd. SwapClear service: OTC IRDs and inflation rate derivatives. ... In Australia, SwapClear is considered to be systemically important. It clears around 85 per cent of the cleared Australian dollar OTC IRDs market (Graph 4.9
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
OTC IRD denominated in Indian rupee and Korean won were added to CME's clearing service during the assessment period. ... At end December 2017, CME had around A$204 billion notional value of Australian dollar-denominated OTC IRD trades outstanding.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/appendix-a.html

Box D: Trade Compression

20 Apr 2016 FSR – April 2016
The total notional value of interest rate derivatives (IRDs) that have been compressed is estimated to have more than tripled between late 2011 and June 2015 (the latest available date). ... The June 2015 multilateral compression cycle run in LCH.C Ltd's
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html

Sources of Financial Risk for Central Counterparties

15 Sep 2016 Bulletin – September 2016
Jennifer Hancock, David Hughes and Suchita Mathur
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html

Appendix A | Assessment of LCH Limited's SwapClear Service-December 2020

9 Mar 2023
SwapClear clears OTC IRD in 27 currencies. Graph 2. Around 44 per cent of trades registered were denominated in USD and 23 per cent in EUR (Graph 3). ... Graph 11. Globally, an estimated 85 per cent of all centrally cleared AUD-denominated OTC IRD
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/appendix-a.html

Abbreviations

27 Sep 2023 PSB Annual Report – 2023
IRD. Interest rate derivative. LCR. Least-cost routing. LVCS. Low Value Clearing Service.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html

Abbreviations

8 Oct 2023 PSB Annual Report - 2023 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf