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(NotionalPrincipalAmount) |
This dimension identifies the measurement approach used to calculate this amount.
The value reported is the notional principal amount. The notional principal amount represents the face value, or gross amount, of an off-balance sheet transaction.This does not represent the fair value.
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(ForeignExchangeIncludingGoldContracts) |
This dimension categorises the reported data according to the underlying contract associated with a type of financial risk.
The information reported is in relation to any contract that transfers the exchange rate risk of an underlying asset from one party to another and any gold contracts.
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(Margined) |
The information classifies contracts according to whether they are margined.
The information reported is for contracts that are margined transactions for the purpose of calculating the adjusted Current Exposure Method as specified in the Prudential Standard.
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(DerivativeExposureAndLongSettlementTransactions) |
The information classifies each transaction type outstanding.
The information reported is for each outstanding derivative exposure and long settlement transactions.
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(LTE1Y) |
This dimension categorises the reported data according to the residual term to maturity.
The reported information relates to items that have a term to maturity of less than or equal to 12 months.
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