PET - Plain English Taxonomy

GRF_114_2: Derivatives Activity (GEN)
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly / Annual Thousands of dollars no decimal place
Reporting Consolidation
Licensed Insurer
NOTE: Principal amount must always be entered as positive (even for short positions)
Section 1: Direct over the counter derivatives
      Long position Short position
Contract type Residual maturity Counterparty grade Principal amount Fair value Principal amount Fair value
(1) (2) (3) (4) (5) (6) (7)
Interest rate Less than 1 year Grade 1
Foreign exchange 1 year to less than 5 years Grade 2
Equity 5 years or more Grade 3
Precious metal   Grade 4
Other market related   Grade 5
  Grade 6
  Grade 7
Section 2: Total contracts
Interest rate contracts Foreign exchange contracts (including gold) Equity contracts Precious metal contracts (excluding gold) Other market-related contracts
Principal amount Fair value Principal amount Fair value Principal amount Fair value Principal amount Fair value Principal amount Fair value
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10)
1. Total over the counter derivative financial instruments classified into:
1.1. Forwards
1.2. Swaps
1.3. Bought option positions:                    
1.3.1. Call options
1.3.2. Put options
1.4. Written (sold) option positions:                    
1.4.1. Call options
1.4.2. Put options
1.5. Credit derivatives:    
1.5.1. Credit derivatives in which the reporting insurer is providing credit protection  
1.5.2. Credit derivatives in which the reporting insurer is purchasing credit protection                
1.6. Other
1.7. Total over the counter derivative financial instruments
2. Total exchange traded derivative financial instruments:
2.1. Exchange traded derivatives subject to daily mark-to-market & margin payments
                   
3. Total derivative financial instrument exposure
3.1. Investment portfolio
3.2. Other assets
3.3. Claims liabilities
3.4. Debt funding / borrowings
3.5. Other
4. Total derivative financial instruments which are with the following related parties:
4.1. Parent entity
4.2. Controlled entities / other branches of the parent entity
4.3. Associates / Joint ventures
4.4. Other related parties