| ARF_116_0_21: Market risk table 21 | |||
| Australian Business Number | Institution Name | ||
| Reporting Period | Scale Factor | ||
| Quarterly | Millions to two decimal places | ||
| Reporting Consolidation | |||
| Level 1 / Level 2 | |||
| STRESS TESTING | |||
| Soft commodities scenarios | |||
| Soft commodity | |||
| Barley | |||
| Butter | |||
| Canola | |||
| Cattle | |||
| Cattle - Feeder | |||
| Cattle - Live | |||
| Cattle - MLA/SFE | |||
| Cocoa | |||
| Coffee | |||
| Corn | |||
| Cotton | |||
| Hogs | |||
| Hogs - Lean | |||
| Lumber | |||
| Milk | |||
| Oats | |||
| Orange juice | |||
| Piglets | |||
| Pork bellies | |||
| Potatoes | |||
| Rice | |||
| Rubber | |||
| Shrimp | |||
| Silk | |||
| Sorghum | |||
| Soybean | |||
| Soybean Meal | |||
| Soybean Oil | |||
| Sugar | |||
| Sugar - Raw | |||
| Sugar - White | |||
| Sunflower | |||
| Wheat | |||
| Wheat - AWB - Pool | |||
| Wheat (Chicago) | |||
| Wheat (Kansas) | |||
| Wheat - KCBOT | |||
| Wheat - LIFFE | |||
| Wheat - MGE | |||
| Wool | |||
| Wool - (22 Micron) | |||
| Wool - Broad (23 Micron) | |||
| Wool - Fine (19 Micron) | |||
| Wool - Greasy (21 Micron) | |||
| Change in implied volatility (%) | |||
| Change in price (%) | 200 | 0 | -75 |
| (1) | (2) | (3) | |
| -30 | |||
| -15 | |||
| 0 | |||
| 20 | |||
| 40 | |||
| Comments | |||
