Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p67
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 194157–197238

transactions. Include both trading book and banking book transactions.

                 Report the FX transaction outflows by currency exposure for AUD, NZD, USD, GBP, EUR, JPY and RMB in items 7.1 to 7.7 respectively.

                 Item 7.8 is a derived field calculated as item 7 less the sum of items 7.1 to 7.7.

Item 8           Item 8 is a derived total calculated as the sum of items 1 to 6.

                 Report the amount by underlying currency exposure for AUD, NZD, USD, GBP, EUR, JPY and RMB in items 8.1 to 8.7 respectively.

                 Item 8.8 is derived as item 8 less the sum of items 8.1 to 8.7.

Item 9           The amounts to be reported under item 9 are 'of which' amounts of the amounts reported in items 1 to 6.

                 Report all amounts due to intra-group entities that are ADI/bank counterparties in item 9.1.

                 Report all amounts due to intra-group entities that are not ADI/bank counterparties in item 9.2.

                 Report all notice period deposits (including term deposits) where there is penalty to give notice to withdraw in item 9.3 with the maturity bucket corresponding to the notice period. Include any relevant intra-group deposits.

                 Report all notice period deposits where there is no penalty to give notice in item 9.4 with the maturity bucket corresponding to the notice period. Include any relevant intra-group deposits.

                 Report all deposits from personal investment entities that are treated as retail deposits in item 9.5. Report the amount of which are deposits from self-managed superannuation funds in item 9.5.1.

                 Report all intermediated deposits as per paragraph 35 of Attachment A of APS 210 in item 9.6.

                 Report funding sourced through term securitisation SPVs according to forecast (as opposed to contractual) maturity in item 9.7.

                 Item 9.8 is a derived item calculated as the sum of items 9.8.1 and 9.8.2.

                   Report all deposits from retail customer and SME counterparties paying less than 0.25 per cent interest per annum in item 9.8.1.

                   Report all other deposits paying less than 0.25 per cent interest per annum in item 9.8.2.

                 Report all on-balance sheet derivative liabilities in item 9.9.

Item 10          Item 10 collects information on the large liability exposures of an ADI.

                 LCR ADIs must report aggregate liabilities to a counterparty or a group of connected counterparties including to any related entities, which exceed 1.0 per cent of the ADI's on-balance sheet liabilities on a Level 1 basis.

                 MLH ADIs must report aggregate liabilities to a counterparty or a group of connected counterparties, including to any related entities, which exceed 5.0 per cent of the ADI's on-balance sheet liabilities on a Level 1 basis.

                 Foreign ADIs must report aggregate liabilities to a counterparty or group of connected counterparties, including to related entities,