PET - Plain English Taxonomy

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