PET - Plain English Taxonomy

ARF_722_0: ABS/RBA Derivatives
Effective date: 1 July 2020

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly
Reporting Consolidation
Domestic

Section A: Derivatives with counterparties excluding clearing houses and central counterparties

1. Derivatives with gross positive mark to market values and resident counterparties excluding clearing houses and central counterparties

Type of counterparty	Instrument type	Opening position: gross positive mark to market value	Transactions	Revaluations	Closing position: gross positive mark to market value
(1)	(2)	(3)	(4)	(5)	(6)
E16220	E16221	E16222	E16223	E16224	E16225
Private non-financial investment funds	Options
Private non-financial corporations	Forwards
Private unincorporated businesses	Swaps
State and territory local government non-financial corporations	Other
Commonwealth government non-financial corporations
RBA
ADIs
Registered financial corporations
Central borrowing authorities
Insurance corporations
Superannuation funds
Other financial auxiliaries
Securitisers
Money-market investment funds
Non-money-market financial investment funds
Financial institutions n.e.c.
State, territory and local general government
Commonwealth general government
Other resident entities

1.1. Total derivatives with a gross positive mark to market value		E16226	E16227	E16228	E16229

2. Derivatives with gross negative mark to market values and resident counterparties excluding clearing houses and central counterparties

Type of counterparty	Instrument type	Opening position: gross negative mark to market value	Transactions	Revaluations	Closing position: gross negative mark to market value
(1)	(2)	(3)	(4)	(5)	(6)
E16230	E16231	E16232	E16233	E16234	E16235
Private non-financial investment funds	Options
Private non-financial corporations	Forwards
Private unincorporated businesses	Swaps
State and territory local government non- financial corporations	Other
Commonwealth government non-financial corporations
RBA
ADIs
Registered financial corporations
Central borrowing authorities
Insurance corporations
Superannuation funds
Other financial auxiliaries
Securitisers
Money-market investment funds
Non-money-market financial investment funds
Financial institutions n.e.c.
State, territory and local general government
Commonwealth general government
Other resident entities

2.1. Total derivatives with a gross negative mark to market value		E16236	E16237	E16238	E16239

3. Derivatives with gross positive mark to market values and non-resident counterparties excluding clearing houses and central counterparties

			Valuation and other changes
Country of non-resident debtor	Opening position: gross positive mark to market value	Transactions	Market value changes	Exchange rate variations	Other changes	Closing position: gross positive mark to market value
(1)	(2)	(3)	(4)	(5)	(6)	(7)
E16431	E16241	E16242	E16243	E16244	E16245	E16246
Country list

3.1. Total derivatives with a gross positive mark to market value	E16247	E16248	E16249	E16250	E16251	E16252

4. Derivatives with gross negative mark to market values and non-resident counterparties excluding clearing houses and central counterparties

			Valuation and other changes
Country of non-resident debtor	Opening position: gross negative mark to market value	Transactions	Market value changes	Exchange rate variations	Other changes	Closing position: gross negative mark to market value
(1)	(2)	(3)	(4)	(5)	(6)	(7)
E16432	E16254	E16255	E16256	E16257	E16258	E16259
Country list

4.1. Total derivatives with a gross negative mark to market value	E16260	E16261	E16262	E16263	E16264	E16265

Section B: Derivatives with clearing houses and central counterparties that are margined

5. Derivatives with resident and non-resident clearing houses and central counterparties that are margined

Country of clearing house and central counterparty	Instrument type	Net opening position	Opening position: of which gross positive	Opening position: of which gross negative	Net transactions	Market value changes	Exchange rate variations	Other changes	Net closing position	Closing position: of which gross positive	Closing position: of which gross negative
(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)	(9)	(10)	(11)	(12)
E16266	E16267	E16268	E16269	E16270	E16271	E16272	E16273	E16274	E16275	E16276	E16277
Country list	Options
	Forwards
	Swaps
	Other

5.1. Total derivatives that are margined		E16278	E16279	E16280	E16281	E16282	E16283	E16284	E16285	E16286	E16287

Section C: Derivatives with clearing houses and central counterparties that are not margined

6. Derivatives with resident and non-resident clearing houses and central counterparties that are not margined

Country of clearing house and central counterparty	Instrument type	Net opening position	Opening position: of which gross positive	Opening position: of which gross negative	Net transactions	Market value changes	Exchange rate variations	Other changes	Net closing position	Closing position: of which gross positive	Closing position: of which gross negative
(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)	(9)	(10)	(11)	(12)
E16288	E16289	E16290	E16291	E16292	E16293	E16294	E16295	E16296	E16297	E16298	E16299
Country list	Options
	Forwards
	Swaps
	Other

6.1. Total derivatives that are not margined		E16300	E16301	E16302	E16303	E16304	E16305	E16306	E16307	E16308	E16309

Section D: Derivatives with all non-resident counterparties

7. Derivatives with closing gross positive mark to market values and non-resident counterparties, by currency and residual maturity (including clearing houses and central counterparties)

	Residual maturity of contract ($AUD)
Currency of closing position	<= 90 days	>90 days <= 6 months	>6 months <= 1year	>1 year <=5 years	>5 years	Total
(1)	(2)	(3)	(4)	(5)	(6)	(7)
E16310	E16311	E16312	E16313	E16314	E16315	E16316
AUD
USD
GBP
JPY
EUR
CHF
RMB
KRW
NZD
INR
ZAR
CAD
Other

8. Derivatives with closing gross negative mark to market values and non-resident counterparties, by currency and residual maturity (including clearing houses and central counterparties)

	Residual maturity of contract ($AUD)
Currency of closing position	<= 90 days	>90 days <= 6 months	>6 months <= 1year	>1 year <=5 years	>5 years	Total
(1)	(2)	(3)	(4)	(5)	(6)	(7)
E16317	E16318	E16319	E16320	E16321	E16322	E16323
AUD
USD
GBP
JPY
EUR
CHF
RMB
KRW
NZD
INR
ZAR
CAD
Other

Section E: Futures

9. Futures with resident and non-resident counterparties

Country of exchange	Net transactions during the period	Revaluations with gross positive value during the period	Revaluations with gross negative value during the period
(1)	(2)	(3)	(4)
E16324	E16325	E16326	E16327
Country list

Section F: Adjustments

10. Counterparty and portfolio-level adjustments

Type of counterparty	Adjustment amount
(1)	(2)
E16328	E16329
Private non-financial investment funds
Private non-financial corporations
Private unincorporated businesses
State and territory local government non-financial corporations
Commonwealth government non-financial corporations
RBA
ADIs
Registered financial corporations
Central borrowing authorities
Insurance corporations
Superannuation funds
Other financial auxiliaries
Securitisers
Money-market investment funds
Non-money-market financial investment funds
Financial institutions n.e.c.
State, territory and local general government
Commonwealth general government
Clearing houses and central counterparties
Other resident entities

10.1. Non-residents	E16330
10.1.1. of which: Non-resident clearing houses and central counterparties	E16331
10.2. Portfolio adjustments	E16332
10.3. Total adjustments	E16333