PET - Plain English Taxonomy

ARF_118_0: Off-balance sheet business

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly	Millions to one decimal place for banks
Quarterly	Whole dollars no decimal place for other ADIs
Reporting Consolidation
Level 1 / Level 2

Section A: Statement of derivative activity

Table 1. Trading book

	Interest rate contracts		Foreign exchange contracts		Equity contracts		Other derivative contracts
	(1)		(2)		(3)		(4)
	Principal amount	Fair value	Principal amount	Fair value	Principal amount	Fair value	Principal amount	Fair value
	(1.1)	(1.2)	(2.1)	(2.2)	(3.1)	(3.2)	(4.1)	(4.2)
1.1. Exchange-traded derivatives (traded on recognised exchanges)	CS02300	CS02311	CS02322	CS02333	CS02344	CS02355	CS02366	CS02377
1.2. Over-the-counter derivatives (e.g. forwards, swaps, options)
1.2.1. Forwards	CS02301	CS02312	CS02323	CS02334	CS02345	CS02356	CS02367	CS02378
1.2.2. Swaps	CS02302	CS02313	CS02324	CS02335	CS02346	CS02357	CS02368	CS02379
1.2.3. Bought option positions	CS02303	CS02314	CS02325	CS02336	CS02347	CS02358	CS02369	CS02380
1.2.4. Written option positions	CS02304	CS02315	CS02326	CS02337	CS02348	CS02359	CS02370	CS02381
1.2.5. Credit derivatives - bought protection							CS06000	CS06002
1.2.6. Credit derivatives - sold protection							CS06001	CS06003
1.2.7. Other	CS02305	CS02316	CS02327	CS02338	CS02349	CS02360	CS02371	CS02382
1.3. Total	CS02306	CS02317	CS02328	CS02339	CS02350	CS02361	CS02372	CS02383
1.3.1. of which: Derivatives with
1.3.1.1. Parent entity	CS02307	CS02318	CS02329	CS02340	CS02351	CS02362	CS02373	CS02384
1.3.1.2. Controlled entities	CS02308	CS02319	CS02330	CS02341	CS02352	CS02363	CS02374	CS02385
1.3.1.3. Associates / joint ventures	CS02309	CS02320	CS02331	CS02342	CS02353	CS02364	CS02375	CS02386
1.3.1.4. Other related parties	CS02310	CS02321	CS02332	CS02343	CS02354	CS02365	CS02376	CS02387

Table 2. Banking book

	Interest rate contracts		Foreign exchange contracts		Equity contracts		Other derivative contracts
	(1)		(2)		(3)		(4)
	Principal amount	Fair value	Principal amount	Fair value	Principal amount	Fair value	Principal amount	Fair value
	(1.1)	(1.2)	(2.1)	(2.2)	(3.1)	(3.2)	(4.1)	(4.2)
2.1. Exchange-traded derivatives (traded on recognised exchanges)	CS02388	CS02399	CS02410	CS02421	CS02432	CS02443	CS02454	CS02465
2.2. Over-the-counter derivatives (e.g. forwards, swaps, options)
2.2.1. Forwards	CS02389	CS02400	CS02411	CS02422	CS02433	CS02444	CS02455	CS02466
2.2.2. Swaps	CS02390	CS02401	CS02412	CS02423	CS02434	CS02445	CS02456	CS02467
2.2.3. Bought option positions	CS02391	CS02402	CS02413	CS02424	CS02435	CS02446	CS02457	CS02468
2.2.4. Written option positions	CS02392	CS02403	CS02414	CS02425	CS02436	CS02447	CS02458	CS02469
2.2.5. Credit derivatives - bought protection							CS06004	CS06006
2.2.6. Credit derivatives - sold protection							CS06005	CS06007
2.2.7. Other	CS02393	CS02404	CS02415	CS02426	CS02437	CS02448	CS02459	CS02470
2.3. Total	CS02394	CS02405	CS02416	CS02427	CS02438	CS02449	CS02460	CS02471
2.3.1. of which: Derivatives with
2.3.1.1. Parent entity	CS02395	CS02406	CS02417	CS02428	CS02439	CS02450	CS02461	CS02472
2.3.1.2. Controlled entities	CS02396	CS02407	CS02418	CS02429	CS02440	CS02451	CS02462	CS02473
2.3.1.3. Associates / joint ventures	CS02397	CS02408	CS02419	CS02430	CS02441	CS02452	CS02463	CS02474
2.3.1.4. Other related parties	CS02398	CS02409	CS02420	CS02431	CS02442	CS02453	CS02464	CS02475

Section B: Off-balance sheet liquidity support facilities

	Approved balance available	Undrawn balance available
	(1)	(2)
1. Off-balance sheet liquidity support facilities contracted by the ADI
1.1. Standby facilities
1.1.1. Facilities with same day draw down	CS02500	CS02507
1.1.2. Facilities with 2 - 5 day draw down	CS02501	CS02508
1.1.3. Facilities with greater than 5 day draw down	CS02502	CS02509
1.2. Bill acceptance / discount facilities	CS02503	CS02510
1.3. Letter of credit facilities	CS02504	CS02511
1.4. Overdrafts	CS02246	CS02247
1.5. Other liquidity support facilities	CS02250	CS02251
1.6. Total off-balance sheet liquidity support facilities	CS02505	CS02512
1.6.1. of which: Facilities with related entities	CS02506	CS02513

2. Value of charge / security that has been granted over assets of t he ADI
2.1. Fixed charge	CS02252
2.2. Floating charge	CS02253
2.3. Other	CS02254