| ARF_111_0: Fair Values | ||||
| Australian Business Number | Institution Name | |||
| Reporting Period | Scale Factor | |||
| Quarterly | Millions to one decimal place for banks | |||
| Whole dollars no decimal place for other ADIs | ||||
| Reporting Consolidation | ||||
| Level 1 / Level 2 | ||||
| Section A: Assets at Fair Value | ||||
| Fair Value Hierarchy | ||||
| Quoted Prices (Unadjusted) Level 1 | Valuation Techniques (Observable Inputs) Level 2 | Valuation Techniques (Significant unobservable inputs) Level 3 | Total | |
| 1. Recurring fair value measurements | ||||
| 1.1. Trading portfolio assets | ||||
| 1.2. Available-for-sale securities | ||||
| 1.3. Derivative assets | ||||
| 1.4. Investment properties | ||||
| 1.5. Other assets at fair value | ||||
| 1.6. Total recurring fair value assets | ||||
| 2. Non-recurring fair value measurements | ||||
| 2.1. Assets held for sale | ||||
| 2.2. Other non-recurring fair value assets | ||||
| 2.3. Total non-recurring fair value assets | ||||
| 3. Total Assets at Fair Value | ||||
| Level 1 | Level 2 | Level 3 | Total | |
| 4. Unrealised Gains/(Losses) on Assets (Including derivative liabilities) | ||||
| 4.1. Cumulative gross recurring unrealised gains through P&L for assets held at the end of the reporting period (Including derivative liabilities) | ||||
| 4.2. Cumulative gross recurring unrealised losses through P&L for assets held at the end of the reporting period (Including derivative liabilities) | ||||
| 4.3. Cumulative gross recurring unrealised gains through OCI for assets held at the end of the reporting period (Including derivative liabilities) | ||||
| 4.4. Cumulative gross recurring unrealised losses through OCI for assets held at the end of the reporting period (Including derivative liabilities) | ||||
| 5. Total Unrealised Gains/(Losses) on Assets (Including derivative liabilities) | ||||
| Transfers between Fair Value Levels | ||||
| 6. Transfers between Levels in Fair Value Hierarchy | From Level 1 | From Level 2 | From Level 3 | |
| 6.1. Transfers into Level 1 fair value hierarchy | ||||
| 6.2. Transfers into Level 2 fair value hierarchy | ||||
| 6.3. Transfers into Level 3 fair value hierarchy | ||||
| Section B: Liabilities at Fair Value | ||||
| Fair Value Hierarchy | ||||
| Quoted Prices (Unadjusted) Level 1 | Valuation Techniques (Observable Inputs) Level 2 | Valuation Techniques (Significant unobservable inputs) Level 3 | Total | |
| 1. Recurring fair value measurements | ||||
| 1.1. Trading portfolio liabilities | ||||
| 1.2. Derivative liabilities | ||||
| 1.3. Other liabilities at fair value | ||||
| 1.4. Total recurring fair value liabilities | ||||
| 2. Non-recurring fair value measurements | ||||
| 2.1. Total non-recurring fair value liabilities | ||||
| 3. Total Liabilities at Fair Value | ||||
| Level 1 | Level 2 | Level 3 | Total | |
| 4. Unrealised Gains/(Losses) on Liabilities (Excluding derivatives) | ||||
| 4.1. Cumulative gross recurring unrealised gains through P&L for liabilities held at the end of the reporting period (Excluding derivatives) | ||||
| 4.2. Cumulative gross recurring unrealised losses through P&L for liabilities held at the end of the reporting period (Excluding derivatives) | ||||
| 4.3. Cumulative gross recurring unrealised gains through OCI for liabilities held at the end of the reporting period (Excluding derivatives) | ||||
| 4.4. Cumulative gross recurring unrealised losses through OCI for liabilities held at the end of the reporting period (Excluding derivatives) | ||||
| 5. Total Unrealised Gains/(Losses) on Liabilities (Excluding derivatives) | ||||
| Transfers between Fair Value Levels | ||||
| 6. Transfers between Levels in Fair Value Hierarchy | From Level 1 | From Level 2 | From Level 3 | |
| 6.1. Transfers into Level 1 fair value hierarchy | ||||
| 6.2. Transfers into Level 2 fair value hierarchy | ||||
| 6.3. Transfers into Level 3 fair value hierarchy | ||||
