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RBA Glossary definition for IRD

IRD – Interest Rate Derivatives

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Glossary

2 May 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

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

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

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

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

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

3. Assessment of LCH.Clearnet Limited against the Financial Stability Standards | 2013/14 Assessment of LCH.Clearnet Limited's SwapClear…

9 Mar 2023
entities' notional value outstanding of Australian dollar-denominated OTC IRDs is centrally cleared. ... The majority of Australian dealers' OTC IRDs are interest rate swaps (Graph 6).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2014/assessment.html

Abbreviations

21 Oct 2021 PSB Annual Report – 2021
IRD. Interest rate derivatives. IRS. Interest Rate Swaps. LCH Ltd. LCH Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html

Abbreviations

27 Sep 2022 PSB Annual Report - 2022 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf

4. Financial Market Infrastructures

21 Oct 2021 PSB Annual Report – 2021
Australia. (RBA/ASIC). LCH Ltd. Swapclear service: OTC IRDs and inflation rate derivatives. ... UK. (Bank of England). Chicago Mercantile Exchange Inc (CME). IRS service: OTC IRD, and non-AUD IRD traded on the CME market or the Chicago Board of Trade.
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html