Document ID: chunk:federal_register_of_legislation:F2021L00322:body:0:p5
Version: federal_register_of_legislation:F2021L00322
Segment Type: other
Provision Reference: 
Character Range: 13994–17839

(including clearing houses and central counterparties)

                              Residual maturity of contract ($AUD)

Currency of closing position  <= 90 days                            >90 days <= 6 months  >6 months <= 1year  >1 year <=5 years  >5 years  Total
(1)                           (2)                                   (3)                   (4)                 (5)                (6)       (7)

AUD
USD
GBP
JPY
EUR
CHF
RMB
KRW
NZD
INR
ZAR
CAD
Other

   8.      Derivatives with closing gross negative mark to market values and non-resident counterparties, by currency and residual maturity (including clearing houses and central counterparties)

                              Residual maturity of contract ($AUD)

Currency of closing position  <= 90 days                            >90 days <= 6 months  >6 months <= 1year  >1 year <=5 years  >5 years  Total
(1)                           (2)                                   (3)                   (4)                 (5)                (6)       (7)

AUD
USD
GBP
JPY
EUR
CHF
RMB
KRW
NZD
INR
ZAR
CAD
Other

Section E: Futures

   9.      Futures with resident and non-resident counterparties

Country of exchange   Net transactions during the period  Revaluations with gross  positive value during the period  Revaluations with gross negative value during the period
(1)                   (2)                                 (3)                                                        (4)

Country list
Afghanistan
Albania


 Section F: Adjustments
   10.  Counterparty and portfolio-level adjustments

Type of counterparty                                                              Adjustment amount
(1)                                                                               (2)

Private non-financial investment funds
Private non-financial corporations
Private unincorporated businesses
State and territory local government non-financial corporations
Commonwealth government non-financial corporations
RBA
ADIs
Registered financial corporations
Central borrowing authorities
Insurance corporations
Superannuation funds
Other financial auxiliaries excluding clearing houses and central counterparties
Securitisers
Money‑market investment funds
Non‑money‑market financial investment funds
Financial institutions n.e.c.
State, territory and local general government
Commonwealth general government
Clearing houses and central counterparties
Other resident entities

10.1. Non-residents
    10.1.1. of which: Non-resident clearing houses and central counterparties
10.2 Portfolio adjustments
10.3 Total adjustments

Reporting Form ARF 722.0

ABS/RBA Derivatives

Instructions

These instructions assist completion of Reporting Form ARF 722.0 ABS/RBA Derivatives (ARF 722.0). ARF 722.0 collects information relating to the positions and transactions of authorised deposit-taking institutions (ADIs)'s SNA / BPM6 derivatives.

For the purposes of reporting under ARF 722.0, derivatives exclude employee stock options.[2]

Information reported in ARF 722.0 is required primarily for the purposes of the ABS. The information is required for various purposes, including the compilation of Australia's National Accounts. The information may also be used by the RBA and APRA for prudential, policy and/or publication purposes.

Reporting level
ARF 722.0 must be completed for each ADI to which this Reporting Standard applies under paragraph 4.

Reporting basis and unit of measurement
These instructions specify the reporting basis and unit of measurement that applies to each item.

For reporting purposes, unless specified otherwise, data are to be entered as a positive number.

This form requests details of derivatives held by an ADI in accordance with the 2008 System of National Accounts and Balance of Payments Manual 6 concept of