PET - Plain English Taxonomy

MRF_160_0: Derivative Activity (MDO)

Australian Business Number

Institution Name

Reporting Period

Scale Factor

Thousands of dollars no decimal place

Reporting Consolidation

Solo Books

NOTE: Principal Amount must always be entered as positive (even for short positions).

Interest Rate Contracts

Foreign Exchange & Gold Contracts

Equity Contracts

Precious Metal Contracts

(excluding gold)

Other Market-Related Contracts

Principal Amount

Fair Value

Principal Amount

Fair Value

Principal Amount

Fair Value

Principal Amount

Fair Value

Principal Amount

Fair Value

Aggregate value of all derivative financial instruments other than exchange traded derivatives, with residual maturity of:

(A) Less than 1 year:

Long position:

Grade 1 or 2 Counterparty rating..................

Grade 3 Counterparty rating........................

Grade 4 Counterparty rating........................

Grade 5 Counterparty rating........................

Short position:

Grade 1 or 2 Counterparty rating..................

Grade 3 Counterparty rating........................

Grade 4 Counterparty rating........................

Grade 5 Counterparty rating........................

(B) 1 year to less than 5 years:

Long position:

Grade 1 or 2 Counterparty rating..................

Grade 3 Counterparty rating........................

Grade 4 Counterparty rating........................

Grade 5 Counterparty rating........................

Short position:

Grade 1 or 2 Counterparty rating..................

Grade 3 Counterparty rating........................

Grade 4 Counterparty rating........................

Grade 5 Counterparty rating........................

(C) 5 years or more:

Long position:

Grade 1 or 2 Counterparty rating..................

Grade 3 Counterparty rating........................

Grade 4 Counterparty rating........................

Grade 5 Counterparty rating........................

Short position:

Grade 1 or 2 Counterparty rating..................

Grade 3 Counterparty rating........................

Grade 4 Counterparty rating........................

Grade 5 Counterparty rating........................

1. Total over the counter interest rate derivativ

1.1. Forwards, Swaps, Other ............................

1.2. Bought option positions:

1.2.1. call options.......................................

1.2.2. put options.......................................

1.3. Written (sold) option positions:

1.3.1. call options.......................................

1.3.2. put options.......................................

1.4. Credit Derivatives:

1.4.1. Credit derivatives in which the reporting insurer is providing credit protection........................................................................................................................................

1.4.2. Credit derivatives in which the reporting insurer is purchasing credit protection.......................................................................................................................

2. Total exchange traded derivative financial instruments:

Derivative traded on futures and options exchanges subject to

daily mark-to-market & margin payments...........

3. Total derivative financial instrument exposure which is in relation to the following:

3.1. Investment portfolio....................................

3.2. Other assets.............................................

3.3. Claims liabilities........................................

3.4. Debt funding / borrowings...........................

3.5. Other........................................................

4. Total derivative financial instruments which are with the following related parties:

4.1. Parent entity.............................................

4.2. Controlled entities .....................................

4.3. Associates / joint ventures..........................

4.4. Other related parties..................................