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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Contents | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
Survey of the OTC Derivatives Market in Australia May 2009. Download the complete Report 502.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/
List of tables
10 Mar 2006
FSR
– March 2006
33. Derivative positions to hedge equity. 10. Net FX position on equity (after derivatives). ... 23. Foreign currency position (after derivatives). 5. (a) Negative values indicate a net foreign currency liability position.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.html
Box A: Developments in the Electricity Derivatives Market
28 Sep 2022
PSB Annual Report
– 2022
Payments System Board Annual Report – 2022 Box A: Developments in the Electricity Derivatives Market. ... Generators and retailers access the derivatives market as clients of the participants of ASX Clear (Futures).
https://www.rba.gov.au/publications/annual-reports/psb/2022/box-a-developments-in-the-electricity-derivatives-market.html
Domestic Regulatory Developments
7 Oct 2022
FSR
– October 2022
First, it undertook an assessment of the use of derivatives by superannuation funds following a request for advice by the Morrison Government. ... Funds capabilities in respect of derivatives investment are monitored by APRA for ongoing compliance with
https://www.rba.gov.au/publications/fsr/2022/oct/regulatory-developments.html
List of tables
10 Feb 2010
SMP
– February 2010
1,545. 1,257. 288. (a) Positive values represent derivative positions under which the holder will receive foreign currency in exchange for Australian dollars at a predetermined exchange rate (that is, ... Negative values represent derivative positions
https://www.rba.gov.au/publications/smp/2010/feb/tables.html
Annex | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
As discussed in Section 3.2, the main OTC derivatives dealers in Australia are members of domestic or foreign banking groups. ... not the name of the legal entity in which an OTC derivatives transaction is booked.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/annex.html
Official Reserve Assets – March 2024
7 Mar 2024
Statistics
58,587. ‘Other reserve assets’ include the market value of derivatives with non-resident entities, holdings in the Asian Bond Fund, loans to the IMF's Poverty Reduction and Growth Trust ... Holdings in the Asian Bond Fund and the market value of
https://www.rba.gov.au/statistics/frequency/reserve-assets.html
Non-dealer Clearing of Over-the-counter Derivatives
20 Mar 2014
Bulletin
– March 2014
In 2009, the G20 leaders agreed that all standardised over-the-counter (OTC) derivatives should be cleared through central counterparties (CCPs). Accordingly, an increasing proportion of OTC derivatives are now centrally cleared, particularly where
https://www.rba.gov.au/publications/bulletin/2014/mar/9.html
Report on the Australian OTC Derivatives Market – October 2012
9 Mar 2023
Report on the Australian OTC Derivatives Market
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/