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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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
The Australian Securities and Investments Commission's Review of the EFT Code of Conduct – April 2006 | Responses and Options Paper
14 Jun 2023
Submissions
the SFE’s systems clear and settle SFE derivatives trades and settle OTC debt trades. ... The only instances where the ASX and SFE facilities clear and settle similar products is where their markets offer similar products (equity index derivatives and
https://www.rba.gov.au/publications/submissions/payments-system/proposed-asx-sfe-merger/index.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 – February 2010 – Box C: Foreign Currency Exposure and Hedging in Australia
4 Feb 2010
SMP
PDF
117KB
https://www.rba.gov.au/publications/smp/2010/feb/pdf/box-c.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
Box D: Interbank Reference Rates
9 Aug 2012
SMP
– August 2012
PDF
87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf
Box C: Gross International Capital Movements
7 Aug 2009
SMP
– August 2009
PDF
124KB
https://www.rba.gov.au/publications/smp/2009/aug/pdf/box-c.pdf
Box A: Declining Volatility in Global Asset Markets
4 Feb 2005
SMP
PDF
160KB
Box A: Declining Volatility in Global Asset Markets. As derivative markets have become more liquid and the use of instruments such as options more widespread, it has become increasingly possible to ... For example, pricing of options on equity, fi
https://www.rba.gov.au/publications/smp/2005/feb/pdf/box-a.pdf
List of tables | Submission to the Financial System Inquiry March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
LCH.Clearnet Ltd. Clearing of OTC interest rate derivatives. $15 billion notional value. ... a) Average for year ended 31 December 2013; OTC derivatives data for April 2013.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/tables.html
Box B: Iron Ore Pricing
9 Aug 2012
SMP
– August 2012
PDF
72KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-b.pdf