Financial Sector (Collection of Data) (reporting standard) determination No. 72 of 2008 - GRS 160.0 (2008) - Derivative Activity and Risk Charge
2. Total exchange traded derivative fina2. Total exchange traded derivative financial instruments - Derivatives traded on futures and options exchanges subject to daily mark-to-market & margin payments.
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2. Total exchange traded derivative financial instruments - Derivatives traded on futures and options exchanges subject to daily mark-to-market & margin payments.
These refer to derivative contracts that are transacted on a recognised futures or options exchange (e.g. in Australia the Sydney Futures Exchange) and are subject to daily mark-to-market and margin payment. These contracts are transacted in standardised parcels. The clearing house effectively becomes the counterparty to all derivative positions.
Record the aggregate principal and mark to market value for each contract type (i.e. Interest Rate Contracts, Equity Contracts).