PET - Plain English Taxonomy

ARF_116_0_6: Market risk table 6
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
Maturity ladder method
  0 - 1 month 1 - 3 months 3 - 6 months 6 - 12 months 1 - 2 years 2 - 3 years Over 3 years  
Commodity Long position Short position Long position Short position Long position Short position Long position Short position Long position Short position Long position Short position Long position Short position Total capital charge
  (1.1) (1.2) (2.1) (2.2) (3.1) (3.2) (4.1) (4.2) (5.1) (5.2) (6.1) (6.2) (7.1) (7.2) (8)
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 commodities
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