Label: | Assets Derivative Financial Instruments Interest Rate Forwards Futures Amount |
TREF ID: | DE8218 |
Data Type: | xbrli:monetaryItemType |
Period Type: | instant |
Balance Type: | debit |
Business Description & Guidance: |
This is the value, as at the relevant date, of interest rate futures and forward contracts, consistent with the classification and measurement basis used for derivatives by institutions in accordance with accounting standard.Futures & forward contracts are agreements to exchange a predetermined amount of currency, commodity, or other financial instrument at a specified future date and at a predetermined price. Futures contracts are exchange traded, whereas forwards are over the counter instruments.An interest rate contract is any contract that transfers the interest rate risk of an underlying asset from one party to another.Derivatives are generally defined as those instruments/contracts, where the value is based on other products, and/or on prices associated with financial products. Derivative contracts involve:- Future delivery, receipt or exchange of financial items such as cash or another derivative instrument; or- Future exchange of real assets for financial items where the contract may be tradeable and has a market value.The contracts can either be binding on both parties (e.g. as with a currency swap) or subject to the exercise by one party of a right contained within the contract (as with options).Report this item regardless of whether favourable or unfavourable to the reporting entity. |
Usage
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Interest Rate Futures and FRAs |
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Interest Rate Futures and FRAs |
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Interest Rate Futures and FRAs |
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Interest Rate Futures and FRAs |
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Interest Rate Futures and FRAs |
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Interest Rate Futures and FRAs |
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Interest Rate Futures and FRAs |
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Interest Rate Futures and FRAs |
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Interest Rate Futures and FRAs |
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Label:
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Interest Rate Futures and FRAs |