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RBA Glossary definition for SOFR

SOFR – the Secured Overnight Financing Rate

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

9 Mar 2023
PPS. Protected Payments System. SOFR. Secured Overnight Financing Rate. SORA. Singapore Overnight Rate Average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html

Payments System Board Annual Report 2020 - Trends in Payments, Clearing and Settlement Systems

14 Oct 2020 PSB Annual Report 2020 PDF 2471KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/trends-in-payments-clearing-and-settlement-systems.pdf

Assessment of LCH Limited’s SwapClear Service - December 2021

25 Nov 2021 PDF 1306KB
year, supported by initiatives such as SOFR First and TONA First, which seek to prioritise interdealer. ... PPS Protected Payments System. SOFR Secured Overnight Financing Rate. SORA Singapore Overnight Rate Average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/pdf/lch-assess-2021-12.pdf

Assessment of LCH Limited’s SwapClear Service

29 Nov 2020 PDF 1663KB
Overnight Financing Rate (SOFR). Additionally, LCH Ltd transitioned its discounting and calculation of. ... clearing of variable notional OIS (VNOIS) for GBP SONIA, USD SOFR and USD Fed Funds swaps.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf

Assessment of LCH Limited’s SwapClear Service

2 Dec 2019 PDF 1600KB
and SOFR. LCH Ltd began clearing STR swaps in October 2019. ... EUR and USD to STR and SOFR in June and October 2020, respectively.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/pdf/lch-assess-2019-12.pdf

Assessment of LCH Limited’s SwapClear Service

3 Dec 2018 PDF 3061KB
Market participants are beginning to use alternative rates, such as SOFR (for USD swaps) and SONIA (for GBP swaps). ... LCH Ltd now accepts USD SOFR basis swaps and OIS for clearing (see 2.3.4).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/pdf/lch-assess-2018-12.pdf