Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
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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
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
Sources of Financial Risk for Central Counterparties
15 Sep 2016
Bulletin
– September 2016
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
8 Oct 2023
PSB Annual Report
- 2023
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf