Search: derivative
RBA Glossary definition for derivative
derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.
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Box B: Iron Ore Pricing
10 Aug 2012
SMP
– August 2012
past. The increasing use of shorter-term price contracts has also encouraged more activity and liquidity in iron ore derivative markets as firms increase their use of hedging instruments. ... One example is over-the-counter iron ore swap contracts, which
https://www.rba.gov.au/publications/smp/2012/aug/box-b.html
Box C: Foreign Currency Exposure and Hedging in Australia
10 Feb 2010
SMP
– February 2010
The majority of the liabilities that are denominated in foreign currency are hedged using derivative instruments, leaving only a small unhedged liability exposure. ... to hold nearly half this amount again in Australian dollar exposure through the
https://www.rba.gov.au/publications/smp/2010/feb/box-c.html
List of tables
26 Sep 2006
PSB Annual Report
– 2006
Novated to Central Counterparties. ACH. SFECC. Equities/warrants. ASX derivatives (notional). SFE derivatives (notional).
https://www.rba.gov.au/publications/annual-reports/psb/2006/tables.html
Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf
Abbreviations
27 Sep 2023
PSB Annual Report
– 2023
IRD. Interest rate derivative. LCR. Least-cost routing. LVCS. Low Value Clearing Service.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html
Oversight of Clearing and Settlement Facilities
2 Oct 2013
PSB Annual Report
– 2013
including cash equities, pooled investment products, warrants, certain debt products and equity-related derivatives. ... This increase in resources was in part to support clearing of OTC derivatives (see below).
https://www.rba.gov.au/publications/annual-reports/psb/2013/oversight-clearing-set.html
Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
The net inflow of capital was associated with foreign direct equity investment into Australia, driven by reinvested earnings, as well as banking sector transactions involving financial derivatives (Graph 3.37). ... There was a record value of financial
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html
Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
Many financial contracts, including those governing derivatives and debt securities, reference interbank interest rates. ... Instead, the market convention is to reference Australian dollar derivatives and floating rate debt securities against the bank
https://www.rba.gov.au/publications/smp/2012/aug/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. ... FEX service: Commodity, energy and environmental derivatives traded on the financial market operated by FEX Global Pty Ltd (FEX).
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Abbreviations
9 Aug 2023
RBA Annual Report
- 2022
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf