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RBA Glossary definition for IRD

IRD – Interest Rate Derivatives

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Appendix B: CME Regulatory Environment and Risk Management | 2017 Assessment of Chicago Mercantile Exchange Inc.

8 Mar 2023
Variation margin is called twice a day for Base products and once a day for OTC IRD. ... Initial margin is called twice a day for Base products and once a day for OTC IRD.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/appendix-b.html

Regulatory Priorities | 2017 Assessment of Chicago Mercantile Exchange Inc.

8 Mar 2023
CME does not yet have any direct Australian-based clearing participants, and its clearing of Australian dollar-denominated OTC IRD remains relatively low. ... The scope of CME's CS facility licence covers its Base clearing service and its OTC IRS
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/regulatory-priorities.html

2014/15 Assessment of Chicago Mercantile Exchange Inc. - March 2016

8 Mar 2016 PDF 932KB
notional value outstanding in CME’s OTC IRD service, respectively, by product type. ... OTC IRD: Notional Value of. Trades Outstanding, by Type (Stock)End of month.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2016/pdf/cme-assessment-2016-03.pdf

Assessment of Chicago Mercantile Exchange Inc. - March 2018

8 Mar 2018 PDF 326KB
outstanding of all centrally cleared Australian dollar-denominated OTC IRD trades (around A$12 trillion at end December 2017).13. ... CCP resilience and recovery guidance. Appendix A: Activity in CME. A.1 OTC IRD.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/pdf/cme-assessment-2018-03.pdf

Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2021

9 Mar 2023
clearer of OTC IRD globally.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/other-material-developments.html

Appendix B: Background Information | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
The average daily value of AUD OTC IRDs cleared by ASX Clear (Futures) continued to grow, although at a slower rate when compared to previous years (Graph 10).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/appendix-b.html

Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2015/16 Assessment of ASX Clearing and…

18 May 2023
16. Both the average daily volume of futures contracts and the notional value of OTC IRD cleared by ASX Clear (Futures) increased in the Assessment period. ... OTC IRD Filtered Historical Simulation Value at Risk. 99.7. 99.99. ASX also carries out
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html

PSB Board Annual Report 2019 - Oversight, Supervision and Regulation of Financial Market Infrastructures

14 Oct 2019 Annual Report PDF 323KB
PSB Board Annual Report 2019
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/oversight-supervision-and-regulation-of-financial-market-infrastructures.pdf

Payments System Board Annual Report 2016 - Regulatory Developments in Financial Market Infrastructures

12 Oct 2016 PSB Annual Report 2016 PDF 163KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/regulatory-developments-in-financial-market-infrastructures.pdf

Appendix B: Background Information | Assessment of ASX Clearing and Settlement Facilities – September 2019

9 Mar 2023
Graph 8. Graph 9. The average daily value of AUD OTC IRDs cleared by ASX Clear (Futures) increased sharply in the first half of 2019, as a result of heightened market
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/appendix-b.html