Document ID: chunk:federal_register_of_legislation:F2024C01107:body:0:p88
Version: federal_register_of_legislation:F2024C01107
Segment Type: other
Provision Reference: 
Character Range: 238945–242228

column.
      * For reporting purposes disclose the amount of collateral used to reduce the counterparty risk amounts. Use the comment section to confirm that the collateral meets the eligibility criteria outlined in the ASIC Market Integrity Rules.
      * Provide an explanation of the trades unsettled by more than 2 Business Days

> 2 Business Days comment

Collateral comment

Securities Lending and Borrowing method

Risk amounts by counterparty risk weighting (CRW) category                                                                                                                                                                                                                               0%  10%  20%  50%  100%  Total

Option 1a: Counterparty exposure is greater than $10,000, and counterparty exposure is 15% (or less) of the market value of Equity/Debt Instruments/cash received: (8% of counterparty exposure)
Option 1b: Counterparty exposure is greater than $10,000, and counterparty exposure is greater than 15% of the market value of Equity/Debt Instruments/cash received: (sum of 8% of 15% of value received, plus the difference between counterparty exposure and 15% of value received)
Option 2: Counterparty exposure is greater than $10,000, no written agreement for netting across transactions and/or participant elects not to use option 1a and 1b: (100% of counterparty exposure)
Subtotal – unweighted amounts
Total risk amounts – weighted by CRW

      * Input calculated counterparty risk amounts pre-risk weighted.
      * If you do not wish to reduce the counterparty risk amount by risk weighting, enter all calculated counterparty risk amounts in the 100% column.
      * For Option 1b input the sum of: 8% of the counterparty exposure (for the part of the exposure less than or equal to 15% of the market value of the Equity/Debt Instrument or cash received) and 100% of the counterparty exposure (for the part of the exposure greater than 15% of the market value of the Equity/Debt Instrument or cash received).

Margined Financial Instruments method

Risk amounts by counterparty risk weighting (CRW) category                                                                                                  0%  10%  20%  50%  100%  Total

Trades in Financial Instruments which are margined (100% of outstanding settlement amount, premium, deposit or margin call due or payable by Counterparty)
Subtotal – unweighted amounts
Total risk amounts – weighted by CRW
Disclose the amount of collateral used to reduce the above amounts

       * Input calculated counterparty risk amounts pre-risk weighted but reflecting any reduction due to the recognition of collateral or other relevant rule.
       * If you do not wish to reduce the counterparty risk amount by risk weighting, enter all calculated counterparty risk amounts in the 100% column.
       * For reporting purposes please disclose the amount of collateral that has been used to reduce the counterparty risk amounts. Use the comment section to confirm that the collateral meets the eligibility criteria outlined in the ASIC Market Integrity Rules. Collateral for the purposes of reducing counterparty risk amounts does not include collateral lodged with a clearing house in respect