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RBA Glossary definition for IRD

IRD – Interest Rate Derivatives

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

9 Mar 2023
ASX Clear (Futures) provides CCP services for futures and options on interest rate, equity, energy and commodity products traded on the ASX 24 market, as well as AUD-denominated OTC IRD. ... The average daily value of AUD OTC IRDs cleared by ASX Clear
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/appendix-b.html

1. Introduction and Executive Summary | 2013/14 Assessment of LCH.Clearnet Limited's SwapClear Service

9 Mar 2023
IRDs), clearing just over US$200 trillion, or around 91 per cent of the notional value outstanding of centrally cleared OTC IRDs. ... An estimated 98 per cent of the notional value outstanding of centrally cleared Australian dollar-denominated OTC IRD
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2014/introduction.html

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

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

Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
ASX Clear (Futures) also offers a clearing service for OTC IRD.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/

List of graphs | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
Graph 12: ASX Clear (Futures): AUD OTC IRD Trades Cleared.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/graphs.html

Abbreviations | 2013/14 Assessment of LCH.Clearnet Limited's SwapClear Service

9 Mar 2023
IRD. interest rate derivative. ISA. individually segregated account. IT. information technology.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2014/abbreviations.html

Appendix B: Background Information | 2020/21 Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
2020/21 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2020-2021/appendix-b.html

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

9 Mar 2023
IRD. Interest rate derivatives. IRS. Interest rate swaps. ISDA. International Swaps and Derivatives Association.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html