Document ID: chunk:federal_register_of_legislation:F2024C01107:body:0:p87
Version: federal_register_of_legislation:F2024C01107
Segment Type: other
Provision Reference: 
Character Range: 236064–239213

Commodity positions
                + Standard method –  Select this option to enter a position risk amount for Commodity positions
                + Margin method – Select this option to enter a Commodity position risk amount for non-option Commodity derivative positions and Commodity options positions, if exchange traded and margined
                + Basic method – Select this option to enter a Commodity position risk amount for Commodity options positions

Underwriting and Sub Underwriting Risk Requirement – Select this option if the entity has made an Underwriting Commitment or Sub Underwriting Commitment

Non-Standard Risk Requirement – Select this option for unusual or non-standard exposures

Counterparty Risk Requirement

Non-margined Financial Instruments method

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

Trades unsettled 10 Business Days or less (3% of Client Balance)
Trades unsettled 10 Business Days or more (3% of contract value, or excess of contract value over market value or market value over contract value (whichever is greater))
Trades unsettled 10 Business Days or more (100% of contract value or 100% of market value)
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 counterparty risk weighting, enter all calculated counterparty risk amounts in the 100% column.
       * For reporting purposes, 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.

> 10 Business Days comment

Provide an explanation of the trades unsettled by more than 10 Business Days

Collateral comment

Free Delivery method

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

Payment or delivery outstanding less than 2 Business Days (8% of contract value)
Payment or delivery outstanding 2 Business Days or more (100% of contract value)
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 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 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