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.
Search Results
International and Foreign Exchange Markets
27 Nov 2015
SMP
– November 2015
The PBC was reported to have intervened in the onshore forwards market in late August, and announced that banks trading currency derivatives on behalf of clients would be required to hold
https://www.rba.gov.au/publications/smp/2015/nov/02-international-and-foreign-exchange-markets.html
Statement on Monetary Policy - November 2015
17 Nov 2015
SMP
- November 2015
PDF
2268KB
https://www.rba.gov.au/publications/smp/2015/nov/pdf/1115.pdf
International and Foreign Exchange Markets
5 Nov 2015
SMP
- November 2015
PDF
907KB
https://www.rba.gov.au/publications/smp/2015/nov/pdf/02-international-and-foreign-exchange-markets.pdf
Box A: Foreign Currency Exposure and Hedging in Australia
10 Nov 2013
SMP
– November 2013
The Australian Bureau of Statistics survey of Foreign Currency Exposure (FCE) contains detailed information on Australian entities' foreign currency asset and liability positions and their use of derivatives to hedge these ... 2013. The 2013 survey
https://www.rba.gov.au/publications/smp/2013/nov/box-a.html
International and Foreign Exchange Markets
10 Nov 2013
SMP
– November 2013
While the authorities in Brazil continue to intervene in foreign exchange markets to support the local currency, this has primarily been conducted through auctions of derivatives that are settled in local
https://www.rba.gov.au/publications/smp/2013/nov/intl-fx-mkts.html
Box A: Foreign Currency Exposure and Hedging in Australia
7 Nov 2013
SMP
– November 2013
PDF
134KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-a.pdf
Statement on Monetary Policy – November 2013
7 Nov 2013
SMP
– November 2013
PDF
2719KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/1113.pdf
International and Foreign Exchange Markets
7 Nov 2013
SMP
– November 2013
PDF
948KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/intl-fx-mkts.pdf
International and Foreign Exchange Markets
10 Feb 2013
SMP
– February 2013
for local banks' foreign exchange derivative positions.
https://www.rba.gov.au/publications/smp/2013/feb/intl-fx-mkts.html
International and Foreign Exchange Markets
8 Feb 2013
SMP
– February 2013
PDF
1162KB
https://www.rba.gov.au/publications/smp/2013/feb/pdf/intl-fx-mkts.pdf