Financial Sector (Collection of Data) (reporting standard) determination No. 5 of 2025
Table 2: Aggregate Month-End Average NotTable 2: Aggregate Month-End Average Notional Amount Of Non-Centrally Cleared Derivatives
Start here
Get a plain-English read of Table 2: Aggregate Month-End Average Not
Turn the raw legal text into a practical explanation grounded in Financial Sector (Collection of Data) (reporting standard) determination No. 5 of 2025.
Table 2: Aggregate Month-End Average Notional Amount Of Non-Centrally Cleared Derivatives
Instructions
Report the total notional amount of outstanding non-centrally cleared derivative transactions for the margining group as at 31 March, 30 April and 31 May of the reporting year. The total notional amount is the aggregate of all outstanding non-centrally cleared derivative transactions across all entities within the margining group. Refer to CPS 226 for the definition of margining group. The calculation of the notional amounts must include physically settled foreign exchange forwards and swaps. Intra-group transactions (transactions between two counterparties within the same margining group) are excluded from the calculation unless otherwise required by APRA.
Report the values in this table in whole Australian dollars.
| Column 1 | Report the value for each item listed below. |
|---|
| Item 1 | Report Notional Amount March. |
|---|---|
| Item 2 | Report Notional Amount April. |
| Item 3 | Report Notional Amount May. |