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Glossary

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

Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020

9 Mar 2023
During the assessment period, SwapClear began clearing swaps referencing the Euro Short-Term Rate (STR) in October 2019, the New Zealand short-term rate (NZIONA) in November 2019, and the Singapore ... Overnight index swaps (OIS) and basis swaps
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html

Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019

9 Mar 2023
LCH Ltd began clearing STR swaps in October 2019. LCH Ltd has also previously made changes to its Rulebook so that it may determine alternative interest rates for products to be ... LCH Ltd expects to transition its discounting and calculation of price
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html

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

9 Mar 2023
Assessment of LCH Limited's SwapClear Service Abbreviations. STR. Euro short-term rate.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html

Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2021

9 Mar 2023
EONIA. Euro Overnight Index Average. STR. Euro short-term rate. FRA. Forward rate agreement.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html

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

9 Mar 2023
With this in mind, the conversion of EONIA contracts to STR took place in October 2021, while outstanding CHF, EUR, GBP and JPY LIBOR contracts are to be converted in December.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/other-material-developments.html

Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022
In October 2021, LCH Ltd undertook the conversion of Euro Overnight Index Average (EONIA) contracts to the euro short-term rate (STR) while London Interbank Offered Rate (LIBOR) contracts for Swiss
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

Financial Market Infrastructures

27 Sep 2022 PSB Annual Report - 2022 PDF 858KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/financial-market-infrastructures.pdf

Payments System Board Annual Report 2022

27 Sep 2022 PSB Annual Report - 2022 PDF 2830KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/psb-annual-report-2022.pdf

Assessment of LCH Limited’s SwapClear Service - December 2021

25 Nov 2021 PDF 1306KB
risk management. With this in mind, the conversion of EONIA contracts to STR took place in October. ... EONIA Euro Overnight Index Average. STR Euro short-term rate. FRA Forward rate agreement.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/pdf/lch-assess-2021-12.pdf