Document ID: chunk:federal_register_of_legislation:F2024C01107:body:0:p93
Version: federal_register_of_legislation:F2024C01107
Segment Type: other
Provision Reference: 
Character Range: 253180–256609

Factor applied for mark-to-market value of underlying.
      * Where you have multiple purchased options positions, you must determine the lesser of the aggregate 'mark-to-market value of underlying' and the aggregate 'mark-to-market value of the option' prior to entering the risk amount.

Commodity position risk

Commodity position risk – Standard method

Commodity  Total short position  Total long position   Position risk amount

Total

      * Where you have multiple positions for a specific Commodity enter aggregate risk amounts. Enter the AUD equivalent of the absolute value for the total short position and the total long position for each Commodity.
      * The position risk amount for each Commodity is the sum of 15 per cent of the net open position (the difference between the total short position and the total long position) and 3 per cent of the gross position (the sum of the absolute values of the total short position and the total long position).

Commodity position risk – Margin method

Commodity  Primary Margin Requirement  Position risk amount (4 x Primary Margin Requirement)

Total

Commodity position risk – Basic method

           Purchased Options                   Written Options
Commodity  Mark-to-market value of underlying  Mark-to-market value of the Option  Position risk amount  Mark-to-market value of underlying   Amount reduced by  Position risk amount

Total

      * For reporting purposes, you must disclose the amount you have used to reduce the position risk amount for written options.
      * Enter the risk amount with the Position Risk Factor applied for mark-to-market value of underlying.
      * Where you have multiple purchased options positions, you must determine the lesser of the aggregate 'mark-to-market value of underlying' and the aggregate 'mark-to-market value of the option' prior to entering the risk amount.

Summary

Summary                          Total
Equity Position Risk
Debt Position Risk
Foreign Exchange position risk
Commodity position risk
Total Position Risk Requirement

Underwriting and Sub Underwriting Risk Requirement

Relevant Commitment                                       Gross amount underwritten or sub underwritten  Less amount sub underwritten or received under a client placement  Net underwriting exposure  Underwriting risk factor %  Position Risk Factor %  Total risk amount

Total Underwriting and Sub Underwriting Risk Requirement

Non-Standard Risk Requirement

Exposure                             Risk calculation used  Risk Amount  Additional comments

Total Non-Standard Risk Requirement

      * You must disclose the 'Risk Amount' or exposure in AUD equivalent.
      * Use the additional comment box to provide details on the exposure including whether the exposure is in another currency.

Operational Risk Requirement

Minimum amount

Add: Variable amount

Counterparty Risk Requirement (a)

Position Risk Requirement (b)

Underwriting and Sub Underwriting Risk Requirement (c)

Subtotal = [(a) +(b)+(c)] * 8%

Total Operational Risk Requirement

Income Statement

Revenue
Insert year to date amounts

                                                                         Current  Prior*

Profits (Losses) from trading in securities/derivatives: Realised

Unrealised

Brokerage: Equities

Warrants

Futures/Exchange Traded Options

Debt

Other

Underwriting commission (less