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RBA Glossary definition for SOFR

SOFR – the Secured Overnight Financing Rate

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Transcript of Question & Answer Session on 23 October 2019

23 Oct 2019 Speech
Christopher Kent
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-10-23-q-and-a-transcript.html

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

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

Transcript of Question & Answer Session on 20 June 2023

20 Jun 2023 Speech
Christopher Kent
Transcript of Question & Answer Session , ISDA/AFMA Derivatives Forum, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-06-20-q-and-a-transcript.html

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