ARF_116_0_20: Market risk table 20

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly	Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2

STRESS TESTING

Base metals scenarios

Base metal	CS10084
	Aluminium
	Copper
	Iron Ore
	Lead
	Nickel
	Tin
	Zinc

	Change in implied volatility (%)
Change in price (%)	200	0	-75
	(1)	(2)	(3)
CS10071	CS10072	CS10073	CS10074
-50
-25
0
25
50

Comments
CS11300