PET - Plain English Taxonomy

SRF_534_0: Derivative Financial Instruments
Effective date: 1 July 2016
Australian Business Number Institution Name
  RSE
Reporting Period Scale Factor  
Annual Thousands
Reporting Consolidation
Solo Books
1. Directly held derivative financial instruments
Exposure type Derivative type Contract type Principal amount Gross positive market value Gross negative market value Net market value
(1) (2) (3) (4) (5) (6) (7)
Interest rate contract Exchange traded Options
Foreign exchange contract Over the counter (cleared) Forwards
Credit risk contract Over the counter (not cleared) Futures
Equity contract   Swaps
Commodity contract   Other
Other contract
1.1. Total directly held derivative financial instruments
2. Value of assets of the RSE that are pledged to secure derivative positions
3. Details of directly held over the counter derivatives
Counterparty name Counterparty rating grade Exposure type Principal amount Gross positive market value Gross negative market value
(1) (2) (3) (4) (5) (6)
  Grade 1 Interest rate contract
  Grade 2 Foreign exchange contract
  Grade 3 Credit risk contract
  Grade 4 Equity contract
  Grade 5 Commodity contract
  Grade 6 Other contract
  Grade 7
  Not applicable
3.1. Total directly held over the counter derivatives
4. Details of net collateral pledged to secure positions per counterparty
Counterparty name Net collateral pledged to secure positions with the counterparty
(1) (2)