ARF_116_0_7: Market risk table 7

Australian Business Number	Institution Name

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

STANDARD METHOD

OPTIONS
Simplified method

Report the capital charge for each category.

	Interest rates	Equities	Foreign exchange	Commodities
	(1)	(2)	(3)	(4)
1. Position
1.1. Purchased put & long underlying	CS00485	CS00486	CS00487	CS00488
1.2. Purchased call & short underlying	CS00489	CS00490	CS00491	CS00492
1.3. Purchased put	CS00493	CS00494	CS00495	CS00496
1.4. Purchased call	CS00497	CS00498	CS00499	CS00500
1.5. Total capital charge	CS00501	CS00502	CS00503	CS00504

Comments
CS11300