Document ID: chunk:federal_register_of_legislation:F2021L00322:body:0:p3
Version: federal_register_of_legislation:F2021L00322
Segment Type: other
Provision Reference: 
Character Range: 5620–9773

this Reporting Standard.

    17.          In this Reporting Standard:

    due date means the last day of the 28 calendar days provided for in paragraph 9 or, if applicable, the date on a notice of extension given under paragraph 11.

    reporting period means a quarter ended 31 March, 30 June, 30 September or 31 December as provided for in paragraph 8 or, if applicable, the date on a notice given under paragraph 10.

    Reporting Practice Guide RPG 702.0 ABS/RBA Data Quality for the EFS Collection (RPG 702.0) means the version of RPG 702.0 that exists as at the commencement of this Reporting Standard.

    ADI Derivatives Reporting Category A means Australia and New Zealand Banking Group Limited, BNP Paribas, Citibank, N.A., Commonwealth Bank of Australia, Deutsche Bank Aktiengessellschaft, The Hongkong and Shanghai Banking Corporation Limited, JPMorgan Chase Bank, National Association, Macquarie Bank Limited, MUFG Bank, Ltd., National Australia Bank Limited, Sumitomo Mitsui Banking Corporation and Westpac Banking Corporation.

    ADI Derivatives Reporting Category B means ADIs not in ADI Derivatives Reporting Category A.

  ARF_722_0: ABS/RBA Derivatives

Australian Business Number  Institution Name

Reporting Period            Scale Factor
Quarterly
Reporting Consolidation
Domestic books

Section A: Derivatives with counterparties excluding clearing houses and central counterparties

    1. Derivatives with gross positive mark to market values and resident counterparties excluding clearing houses and central counterparties

Type of counterparty                                               Instrument type  Opening position: gross positive mark to market value   Transactions   Revaluations  Closing position: gross positive mark to market value
(1)                                                                (2)              (3)                                                    (4)            (5)            (6)

Private non-financial investment funds                             Options
Private non-financial corporations                                 Forwards
Private unincorporated businesses                                  Swaps
State and Territory local government non- financial corporations   Other
Commonwealth Government non-financial corporations
RBA
ADIs
Registered financial corporations
Central borrowing authorities
Insurance corporations
Superannuation funds
 Other financial auxiliaries
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
Other resident entities

1.1. Total derivatives with a gross positive mark to market value

   2.      Derivatives with gross negative mark to market values and resident counterparties excluding clearing houses and central counterparties

Type of counterparty                                               Instrument type  Opening position: gross negative mark to market value   Transactions   Revaluations  Closing position: gross negative mark to market value
(1)                                                                (2)              (3)                                                    (4)            (5)            (6)

Private non-financial investment funds                             Options
Private non-financial corporations                                 Forwards
Private unincorporated businesses                                  Swaps
State and territory local government non-financial corporations    Other
Commonwealth government non-financial corporations
RBA
ADIs
Registered financial corporations
Central borrowing authorities
Insurance corporations
Superannuation funds
Other financial auxiliaries
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
Other resident entities

2.1. Total derivatives with a gross negative mark to market value

   3.      Derivatives with gross positive mark to market values and