Search: derivative

Sort by: Relevance Date
21–30 of 370 search results for 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.

Search Results

April | 2024

18 Apr 2024 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2024/apr/

Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey

24 Dec 2012 Bulletin PDF 261KB
Reserve Bank of Australia Bulletin December 2012
https://www.rba.gov.au/publications/bulletin/2012/dec/pdf/bu-1212-5.pdf

The Australian OTC Derivatives Market: Insights from New Trade Repository Data

21 Jun 2018 Bulletin – June 2018
Duke Cole and Daniel Ji
New EU-wide OTC Derivatives Dataset’, European Systemic Risk Board Occasional Paper Series 11. ... ASIC (Australian Securities and Investments Commission) (2013), ‘ASIC Derivative Transaction Rules (Reporting) 2013’.
https://www.rba.gov.au/publications/bulletin/2018/jun/the-australian-otc-derivatives-market-insights-from-new-trade-repository-data.html

March | 2023

16 Mar 2023 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/mar/

Description for Figure 1 in article: Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey

10 Dec 2012 Bulletin – December 2012
Bulletin – December 2012 Description for Figure 1 in article: Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey.
https://www.rba.gov.au/publications/bulletin/2012/dec/d-article-5-figure-1.html

Australia's Foreign Currency Exposure and Hedging Practices

10 Dec 2005 Bulletin – December 2005
Chris Becker, Guy Debelle and Daniel Fabbro
165. 252. Derivative positions to hedge debt. 126. 199. Net FX position on debt (after derivatives). ... 150. Derivative positions to hedge equity. 10. 0. 60. –. 2. Net foreign currency position on equity (after derivatives). 23. 0.
https://www.rba.gov.au/publications/bulletin/2005/dec/1.html

Australian Financial Markets

10 May 1996 Bulletin – May 1996
The markets cover foreign exchange, debt and equities, as well as their derivatives. ... Corporate bonds. 0.1. (a). Indexed bonds. 0.1. (a). Interest rate derivatives.
https://www.rba.gov.au/publications/bulletin/1996/may/1.html

Australian Financial Markets

10 Jun 2002 Bulletin – June 2002
Table 2: Foreign Exchange OTC Derivatives Activity. Average daily turnover, 2001 US$ billion. ... Although Australian OTC interest rate derivatives markets remain small by global standards, they account for over 30 per cent of OTC interest rate
https://www.rba.gov.au/publications/bulletin/2002/jun/2.html

An Update on Global Foreign Exchange Turnover

10 Aug 2009 Bulletin – August 2009
Andrew Zurawski and Crystal Ossolinski
Graph 2. For foreign exchange swaps and over-the-counter derivatives – cross-currency interest rate swaps and options – turnover declined by 17 per cent over the six months to October 2008 ... Graph 3. The decline in turnover of spot and forwards
https://www.rba.gov.au/publications/bulletin/2009/aug/2.html

Bulletin – December 2012

9 Mar 2023 Bulletin
Bulletin December Quarter 2012. Download the complete. Bulletin. 3.1. MB. 407. KB. 226. KB. 285. KB. 205. KB. 262. KB. 284. KB. 273. KB. 293. KB. 240. KB. 509. KB. 622. KB. 600. KB. 862. KB. 188. KB. ISSN 0725–0320 (Print). ISSN 1837–7211
https://www.rba.gov.au/publications/bulletin/2012/dec/