Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p79
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 232764–235399

negative if there is a net inflow.

Item 3.6  Item  3.6 is a derived item. Item 3.6 is calcualated as the sum of items 3.1 to 3.5.

Item 4: Net collateral/margin outflow over last five business days
Item 4 collects information on collateral/margin outflows and inflows over the last five business days prior to the reporting date. Where an ADI cannot distinguish between initial margin and variation margin, the amount should be reported as variation margin.

Column 1  Report the outflow as a dollar amount.

          As per the instructions above, report outflows as positive numbers and inflows as negative numbers.

Item 4.1  Report collateral paid – initial margin.

Item 4.2  Report collateral received – initial margin.

Item 4.3  Report collateral paid – variation margin and other collateral not included in item 4.1.

Item 4.4  Report collateral received – variation margin and other collateral not included in item 4.2.

Item 5: LCR/MLH ratio over five business days
Item 5 collects information on the LCR/MLH ratio over five business days.

All ratios should be reported as a percentage to one decimal point in D2A (e.g. 100% = 100.0; 120% = 120.0; 9%=9.0 ).

Column 1  Report the ratio as at the reporting date (the most recent business day).

Column 2  Report the ratio as at the second most recent business day.

Column 3  Report the ratio as at the third most recent business day.

Column 4  Report the ratio as at the fourth most recent business day.

Column 5  Report the ratio as at the fifth most recent business day.

Item 5.1  Report AUD LCR over the last five business days on a Level 1 basis.

          This item applies to LCR ADIs only. Foreign ADIs should report on a domestic books basis. For MLH ADIs, report a zero amount.
Item 5.2  Report the LCR or MLH for all currencies over the last five business days on a Level 1 basis. Foreign ADIs should report on a domestic books basis.
Item 5.3  Report the AUD LCR over the last five business days on a Level 2 basis. This item applies to LCR ADIs only. For Foreign ADIs and MLH ADIs, report a zero amount.
Item 5.4  Report the LCR or MLH for all currencies over the last five business days on a Level 2 basis.

          For foreign ADIs, report a zero amount.

Item 6: Funding maturities
Item 6 collects information on funding maturities over the next six months. Report all items in line with the instructions for item 2 above.

Minimum notice deposits without an associated penalty or fee for providing notice should be reported in the appropriate column based on the notice period. Minimum term deposits with a penalty or fee for