| SRF 722.0: ABS Derivatives Schedule | ||||
| Australian Business Number | Institution Name | |||
| RSE | ||||
| Reporting Period | Scale Factor | |||
| Quarterly | Thousands | |||
| Reporting Consolidation | ||||
| Solo books | ||||
| Directly held derivative financial instruments | ||||
| 1. Derivatives with a gross positive market value | ||||
| Type of counterparty | Exposure type | Principal amount | Gross positive market value | Net transactions during the period |
| (1) | (2) | (3) | (4) | (5) |
| Non-resident | Interest rate contract | |||
| Reserve Bank of Australia (RBA) | Foreign exchange contract | |||
| Banks | Credit risk contract | |||
| Other deposit-taking institutions | Equity contract | |||
| Other financial institutions | Commodity contract | |||
| Other resident | Other contract | |||
| 1.1. Total derivatives with a gross positive market value | ||||
| 2. Derivatives with a gross negative market value | ||||
| Type of counterparty | Exposure type | Principal amount | Gross negative market value | Net transactions during the period |
| (1) | (2) | (3) | (4) | (5) |
| Non-resident | Interest rate contract | |||
| Reserve Bank of Australia (RBA) | Foreign exchange contract | |||
| Banks | Credit risk contract | |||
| Other deposit-taking institutions | Equity contract | |||
| Other financial institutions | Commodity contract | |||
| Other resident | Other contract | |||
| 2.1. Total derivatives with a gross negative market value | ||||
