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ARF_116_0_5: Market risk table 5
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Australian Business Number
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Institution Name
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Reporting Period
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Scale Factor
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Quarterly
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Millions to two decimal places
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Reporting Consolidation
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Level 1 / Level 2
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STANDARD METHOD
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Commodities risk
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Simplified method
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Commodity
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Total short position
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Total long position
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Capital charge (15% of net open position + 3% of the gross position)
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(1)
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(2)
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(3)
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Aluminium
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Barley
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Butter
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Canola
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Cattle
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Cattle - Feeder
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Cattle - Live
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Cattle - MLA/SFE
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Coal
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Coal - Newcastle
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Cocoa
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Coffee
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Copper
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Corn
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Cotton
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Electricity
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Electricity Phelix peak
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Electricity Phelix off-peak
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Electricity ICE PJM peak
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Electricity NYMEX PJM peak
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Electricity NSW - base
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Electricity NSW - off-peak
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Electricity NSW - peak
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Electricity QLD - base
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Electricity QLD - off-peak
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Electricity QLD - peak
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Electricity SA - base
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Electricity SA - off-peak
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Electricity SA - peak
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Electricity Snowy - base
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Electricity Snowy - off-peak
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Electricity Snowy - peak
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Electricity TAS - base
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Electricity TAS - off-peak
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Electricity TAS - peak
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Electricity VIC - base
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Electricity VIC - off-peak
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Electricity VIC - peak
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Gas - Natural
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Gas - Propane
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Gasoline - IPE
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Gasoline - Unleaded
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Hogs
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Hogs - Lean
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Kerosene
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Lead
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Lumber
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Milk
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Nickel
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NWEC_1_FO
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Oats
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Oil - Brent
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Oil - Crude
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Oil - EN590
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Oil - GO
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Oil - Heating
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Oil - HSFO180
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Oil - HSFO380
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Oil - IPE
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Oil - JETCIFNWE
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Oil - SGO
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Oil - SJT
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Oil - Tapis
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Oil - WTI
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Orange Juice
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Palladium
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Piglets
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Platinum
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Pork Bellies
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Potatoes
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Renewable Energy Certificates
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Rice
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Rubber
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Shrimp
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Silk
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Silver
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Singapore Middle Distillates
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Sorghum
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Soybean
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Soybean Meal
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Soybean Oil
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Sugar
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Sugar - Raw
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Sugar - White
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Sunflower
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Tin
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UK Gas
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Wheat
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Wheat - AWB - AGP
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Wheat - AWB - AH
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Wheat - AWB - APDR
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Wheat - AWB - APH
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Wheat - AWB - APW
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Wheat - AWB - APWT
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Wheat - AWB - ASF1
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Wheat - AWB - ASW
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Wheat - AWB - ASWN
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Wheat - AWB - AUH
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Wheat - AWB - Pool
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Wheat - CBOT
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Wheat (Chicago)
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Wheat (Kansas)
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Wheat - KCBOT
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Wheat - LIFFE
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Wheat - MGE
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Wool
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Wool - (22 Micron)
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Wool - AWB - Pool
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Wool - Broad (23 Micron)
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Wool - Fine (19 Micron)
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Wool - Greasy (21 Micron)
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Zinc
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Total capital charge across all co
mmodities
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Comments
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