PET - Plain English Taxonomy

ARF_118_0: Off-balance sheet business
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to one decimal place for banks
Whole dollars no decimal place for other ADIs
Reporting Consolidation
Level 1 / Level 2
Section A: Statement of derivative activity
Table 1. Trading book
  Interest rate contracts Foreign exchange contracts Equity contracts Other derivative contracts
(1) (2) (3) (4)
Principal amount Fair value Principal amount Fair value Principal amount Fair value Principal amount Fair value
(1.1) (1.2) (2.1) (2.2) (3.1) (3.2) (4.1) (4.2)
1.1. Exchange-traded derivatives (traded on recognised exchanges)
1.2. Over-the-counter derivatives (e.g. forwards, swaps, options)                
1.2.1. Forwards
1.2.2. Swaps
1.2.3. Bought option positions
1.2.4. Written option positions
1.2.5. Credit derivatives - bought protection  
1.2.6. Credit derivatives - sold protection            
1.2.7. Other
1.3. Total
1.3.1. of which: Derivatives with                
1.3.1.1. Parent entity
1.3.1.2. Controlled entities
1.3.1.3. Associates / joint ventures
1.3.1.4. Other related parties
Table 2. Banking book
  Interest rate contracts Foreign exchange contracts Equity contracts Other derivative contracts
(1) (2) (3) (4)
Principal amount Fair value Principal amount Fair value Principal amount Fair value Principal amount Fair value
(1.1) (1.2) (2.1) (2.2) (3.1) (3.2) (4.1) (4.2)
2.1. Exchange-traded derivatives (traded on recognised exchanges)
2.2. Over-the-counter derivatives (e.g. forwards, swaps, options)                
2.2.1. Forwards
2.2.2. Swaps
2.2.3. Bought option positions
2.2.4. Written option positions
2.2.5. Credit derivatives - bought protection  
2.2.6. Credit derivatives - sold protection            
2.2.7. Other
2.3. Total
2.3.1. of which: Derivatives with                
2.3.1.1. Parent entity
2.3.1.2. Controlled entities
2.3.1.3. Associates / joint ventures
2.3.1.4. Other related parties
Section B: Off-balance sheet liquidity support facilities
Approved balance available Undrawn balance available
(1) (2)
1. Off-balance sheet liquidity support facilities contracted by the ADI
1.1. Standby facilities    
1.1.1. Facilities with same day draw down
1.1.2. Facilities with 2 - 5 day draw down
1.1.3. Facilities with greater than 5 day draw down
1.2. Bill acceptance / discount facilities
1.3. Letter of credit facilities
1.4. Overdrafts   
1.5. Other liquidity support facilities
1.6. Total off-balance sheet liquidity support facilities
1.6.1. of which: Facilities with related entities
2. Value of charge / security that has been granted over assets of t he ADI  
2.1. Fixed charge
2.2. Floating charge
2.3. Other