Document ID: chunk:federal_register_of_legislation:F2024L01032:front:0:p3
Version: federal_register_of_legislation:F2024L01032
Segment Type: other
Provision Reference: 
Character Range: 6328–9448

(2)(a) or (b):
        (a)        a Derivative or a class of Derivatives able to be traded on any authorised financial market; or
        (b)       a Derivative or a class of Derivatives able to be traded on a particular authorised financial market or an authorised financial market in a class of authorised financial market.
Note: A determination specifying a Derivative or class of Derivatives for the purposes of paragraph (2)(a) means the Derivative or class of Derivatives (as applicable) is not an OTC Derivative if it is traded on an authorised financial market. A determination specifying a Derivative or class of Derivatives for the purposes of paragraph (2)(b) means that despite meeting the requirements of subparagraphs (2)(b)(i) – (iv), the specified Derivative or class of Derivatives is an OTC Derivative.
    8 Paragraph 1.2.4(5)(b) (Note 2)
    Omit Note 2, substitute:
Note 2: Legislative instruments made under this rule are available on the Federal Register of Legislation. The register may be accessed at www.legislation.gov.au.
    9 Paragraph 1.2.4(6)(a)
    After "contract between counterparties", insert "that the Reporting Entity reasonably believes is".
    10 Paragraph 1.2.5(4)(b)
    Omit "operating rules", substitute "Operating Rules".

    11 Rule S1.3.1 (Table S1.1(1): Transaction information, cell at item 19, column headed "3. Derivative Transaction Information")
    Omit the paragraph beginning "This data element remains", substitute:
This data element remains constant during the life of the OTC Derivative and must be included in reports where the Action type (item 101 below) is reported as NEWT, MODI, TERM, CORR or REVI.
    12 Rule S1.3.1 (Table S1.1(1): Transaction information, cell at item 20, column headed "3. Derivative Transaction Information")
    Omit the cell, substitute:
The date, or date and time, of the occurrence of the event of the Action type (item 101 below).
    13 Rule S1.3.1 (Table S1.1(1): Transaction information, cell at item 74, column headed "5. Allowable Values")
    Omit the cell, substitute:
Any numeric values greater than or equal to zero.
    14 Rule S1.3.1 (Table S1.1(2): Valuation information, cell at item 9, column headed "5. Allowable Values")
    Omit the cell, substitute:

         (a)     MTMA—if the Valuation amount (item 7 above) was determined using a mark-to-market method;

         (b)     MTMO—if the Valuation amount (item 7 above) was determined using a mark-to-model method; or

         (c)      CCPV—if the Valuation amount (item 7 above) was determined by the Central counterparty reported for item 23 in Table S1.1(1) above.
    15 Rule S1.3.1 (Table S1.1(3): Collateral information, cell at item 12, column headed "3. Derivative Transaction Information")
    Omit the paragraph beginning "Where a single amount of margin".
    16 Rule S1.3.1 (Table S1.1(3): Collateral information, cell at item 15, column headed "3. Derivative Transaction Information")
    Omit the paragraph beginning "Where a single amount of margin".

    17 Rule S1.3.1 (Table S1.1(3): Collateral information, cell at item 18, column headed