| ARF_116_0_12: Market risk table 12 | |
| Australian Business Number | Institution Name |
| Reporting Period | Scale Factor |
| Quarterly | Millions to two decimal places |
| Reporting Consolidation | |
| Level 1 / Level 2 | |
| STANDARD METHOD | |
| Contingent loss method | |
| Commodity options | |
| Commodity | Maximum loss |
| (1) | |
| Aluminium | |
| Barley | |
| Butter | |
| Canola | |
| Cattle | |
| Cattle - Feeder | |
| Cattle - Live | |
| Cattle - MLA/SFE | |
| Coal | |
| Coal - Newcastle | |
| Cocoa | |
| Coffee | |
| Copper | |
| Corn | |
| Cotton | |
| Electricity | |
| Electricity Phelix peak | |
| Electricity Phelix off-peak | |
| Electricity ICE PJM peak | |
| Electricity NYMEX PJM peak | |
| Electricity NSW - base | |
| Electricity NSW - off-peak | |
| Electricity NSW - peak | |
| Electricity QLD - base | |
| Electricity QLD - off-peak | |
| Electricity QLD - peak | |
| Electricity SA - base | |
| Electricity SA - off-peak | |
| Electricity SA - peak | |
| Electricity Snowy - base | |
| Electricity Snowy - off-peak | |
| Electricity Snowy - peak | |
| Electricity TAS - base | |
| Electricity TAS - off-peak | |
| Electricity TAS - peak | |
| Electricity VIC - base | |
| Electricity VIC - off-peak | |
| Electricity VIC - peak | |
| Gas - Natural | |
| Gas - Propane | |
| Gasoline - IPE | |
| Gasoline - Unleaded | |
| Hogs | |
| Hogs - Lean | |
| Kerosene | |
| Lead | |
| Lumber | |
| Milk | |
| Nickel | |
| NWEC_1_FO | |
| Oats | |
| Oil - Brent | |
| Oil - Crude | |
| Oil - EN590 | |
| Oil - GO | |
| Oil - Heating | |
| Oil - HSFO180 | |
| Oil - HSFO380 | |
| Oil - IPE | |
| Oil - JETCIFNWE | |
| Oil - SGO | |
| Oil - SJT | |
| Oil - Tapis | |
| Oil - WTI | |
| Orange Juice | |
| Palladium | |
| Piglets | |
| Platinum | |
| Pork Bellies | |
| Potatoes | |
| Renewable Energy Certificates | |
| Rice | |
| Rubber | |
| Shrimp | |
| Silk | |
| Silver | |
| Singapore Middle Distillates | |
| Sorghum | |
| Soybean | |
| Soybean Meal | |
| Soybean Oil | |
| Sugar | |
| Sugar - Raw | |
| Sugar - White | |
| Sunflower | |
| Tin | |
| UK Gas | |
| Wheat | |
| Wheat - AWB - AGP | |
| Wheat - AWB - AH | |
| Wheat - AWB - APDR | |
| Wheat - AWB - APH | |
| Wheat - AWB - APW | |
| Wheat - AWB - APWT | |
| Wheat - AWB - ASF1 | |
| Wheat - AWB - ASW | |
| Wheat - AWB - ASWN | |
| Wheat - AWB - AUH | |
| Wheat - AWB - Pool | |
| Wheat - CBOT | |
| Wheat (Chicago) | |
| Wheat (Kansas) | |
| Wheat - KCBOT | |
| Wheat - LIFFE | |
| Wheat - MGE | |
| Wool | |
| Wool - (22 Micron) | |
| Wool - AWB - Pool | |
| Wool - Broad (23 Micron) | |
| Wool - Fine (19 Micron) | |
| Wool - Greasy (21 Micron) | |
| Zinc | |
| Total capital charge across all commodities | |
| Comments | |
