Document ID: chunk:federal_register_of_legislation:F2024C01107:body:0:p85
Version: federal_register_of_legislation:F2024C01107
Segment Type: other
Provision Reference: 
Character Range: 230378–233662

end of period to which the Annual return relates.
For the Monthly Risk Based Return, the 'Prior' column represents the values that were set out in the previous month's risk-based return submitted by the market participant.
For the Summary Risk Based Return, the 'Prior' column represents the values that were set out in the last summary risk-based return submitted by the market participant

Select the calendar month/financial year for which you are reporting

Return profile

Select all risk calculation methods that you require to enter a risk requirement:

  ☐Counterparty Risk Requirement

      Non-margined Financial Instruments

      Free Delivery

      Securities Lending and Borrowing

      Margined Financial Instruments

      Over The Counter (OTC) Derivatives and Warrants executed as principal

      Sub Underwritten Positions

  ☐ Large Exposure Risk Requirement

     ☐Counterparty large exposure

     ☐ Issuer large exposure

        ☐Equity method

        ☐Debt method

        ☐Equity and Debt method

  ☐ Position Risk Requirement

     ☐ Equity position risk

          Standard method

          Margin method

          Basic method

     ☐ Debt position risk

          Standard method

          Margin method

          Basic method

     ☐ Foreign Exchange position risk

          Standard method

          Basic method

     ☐ Commodity position risk

          Standard method

          Margin method

          Basic method

  ☐ Underwriting and Sub Underwriting Risk Requirement

  ☐ Non-Standard Risk Requirement
Footnotes

Counterparty Risk Requirement – Select this option for each type of counterparty risk that gives rise to a positive credit exposure

       * Non-margined Financial Instruments – Select this option for unsettled trades in Financial Instruments which are not margined and not covered by one of the other counterparty risk calculation methods, and for unsettled trades in margined Equities, Debt Instruments and Warrants
       * Free Delivery – Select this option where delivery of a Financial Instrument is made without receiving payment, or where payment is made without receiving a Financial Instrument
       * Securities Lending and Borrowing – Select this option where the market value of Equity or Debt Instruments or cash given to a counterparty exceeds the market value of Equity or Debt Instruments or cash received from the counterparty
       * Margined Financial Instrument – Select this option for trades in Financial Instruments which are margined (other than unsettled trades in margined equities, Debt Instruments and Warrants)
       * OTC Derivatives and Warrants executed as principal – Select this option for OTC Derivatives or Warrants held as principal
       * Sub Underwritten Positions – Select this option where the entity has received Sub Underwriting Commitment

Large Exposure Risk Requirement – Select this option if aggregate exposures to a counterparty are greater than 10% of Liquid Capital, or if Equity Net Positions or Debt Net Positions are large relative to Liquid Capital and/or the issue

       * Counterparty large exposure – Select this option if aggregate exposures to a counterparty are greater than 10% of Liquid Capital
       * Issuer large exposure – Select this