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 A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets
4 Aug 2023
SMP
– August 2023
Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/box-a-the-bond-overnight-index-swap-spread-and-asset-scarcity-in-government-bond-markets.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
International Financial Conditions
5 Nov 2020
SMP
– November 2020
Graph 2.25. In October, the PBC removed the requirement for holding reserves against some foreign exchange derivatives that would benefit from a depreciation in the renminbi.
https://www.rba.gov.au/publications/smp/2020/nov/international-financial-conditions.html
Domestic Financial Conditions
27 Nov 2018
SMP
– November 2018
using derivatives.
https://www.rba.gov.au/publications/smp/2018/nov/domestic-financial-conditions.html
Box C: Foreign Currency Exposure and Hedging in Australia
27 Nov 2017
SMP
– November 2017
Hence, in net terms the banks have a small foreign currency asset position after accounting for the use of derivatives for hedging purposes. ... For debt security liabilities – which account for just over half of banks' foreign currency liabilities –
https://www.rba.gov.au/publications/smp/2017/nov/box-c-foreign-currency-exposure-and-hedging-in-australia.html
International and Foreign Exchange Markets
15 May 2017
SMP
– May 2017
The Chinese authorities have given foreign financial institutions access to the onshore foreign exchange derivative market to hedge the foreign currency exposure associated with their purchases of Chinese bonds.
https://www.rba.gov.au/publications/smp/2017/may/international-and-foreign-exchange-markets.html
International Economic Developments
10 Aug 2016
SMP
– August 2016
Speculative activity in derivative markets and restocking of iron ore inventories were also likely to have played a role in pushing prices higher for a time, but the prices of steel
https://www.rba.gov.au/publications/smp/2016/aug/international-economic-developments.html
Box C: Australian Financial Markets and the UK Referendum
10 Aug 2016
SMP
– August 2016
For example, the central clearing counterparties (CCPs) that are responsible for the clearing of exchange-traded products (such as bond and equity futures) and OTC derivative instruments in Australia had established
https://www.rba.gov.au/publications/smp/2016/aug/box-c-australian-financial-markets-and-the-uk-referendum.html
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
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