Sch 1C Form 2 Pt 1
Summary Capital Liquidity Return
Market Participant Name:
Return Date:
Return Details
Participant Type
Participant Sub-Type
Return Status:
Version:
Lodgement Date:
Original Lodgement Date:
Summary Capital Liquidity Return
Return Date:
Return Profile
Counterparty Risk Requirement
Have any of the following transaction types generated a counterparty risk amount/requirement?
Non-margined financial instruments?
Free deliveries?
Securities lending or borrowing agreements?
Margined financial instruments?
OTC derivatives and warrants as principal?
Sub underwritings?
Position Risk Requirement
Part 1 - Equity Position Risk
Are any equity principal positions held which require a position risk requirement to be entered?
Standard Method
Building Block Method
Contingent Loss Matrix Method - Method 1
Contingent Loss Matrix Method - Method 2
Margin Method
Basic Method
Arbitrage Method
Part 2 - Debt Position Risk
Are any debt principal positions held which require a position risk requirement to be entered?
Summary Capital Liquidity Return
Return Date:
Standard Method
Building Block Method - Maturity Method
Building Block Method - Duration Method
Contingent Loss Matrix Method 2 (Maturity method)
Margin Method
Basic Method
Part 3 - Foreign Exchange Position Risk
Does a foreign exchange position risk requirement need to be entered?
Standard Method
Contingent Loss Matrix Method
Part 4 - The Internals Models Approach
Does the Participant have an Authorised VAR Model?
Equities
Debt
Foreign Exchange
Commodities
Large Exposure Risk Requirement
Part 1 - Counterparty Large Exposure
Is more than 10% of Liquid Capital exposed to a single counterparty?
Indicate type of exposure:
Non-margined financial instruments?
Securities lending or borrowing agreements?
Margined financial instruments?
Summary Capital Liquidity Return
Return Date:
OTC derivatives and warrants as principal?
Part 2 - Issuer Large Exposure
Does an Issuer Large Exposure Risk Requirement need to be entered?
Equity Method
Does any individual equity net position exceed 25% of Liquid Capital?
Does any individual equity net position exceed 5% of shares on issue?
Debt Method
Does any individual debt net position exceed 25% of Liquid Capital?
Does any individual debt net position exceed 10% of the debt series on issue?
Equity and Debt Method
Does the sum of equity and debt positions to an individual issuer exceed 25% of Liquid Capital?
Underwriting Risk Requirement
Does an underwriting risk requirement need to be entered?
Non-Standard Risk Requirement
Are there any unusual or non-standard exposures?
Secondary Requirement
Has a secondary requirement been imposed on the Participant?
Summary Capital Liquidity Return
Return Date:
Counterparty Risk Requirement
Counterparty Risk Amounts (after Counterparty Risk Weightings)
| Summary | 0% | 10% | 20% | 50% | 100% | Total |
| Non-Margined Financial Instruments Method | | | | | | |
| Free Delivery Method | | | | | | |
| Securities Lending and Borrowing Method | | | | | | |
| Margined Financial Instruments Method | | | | | | |
| OTC Derivatives And Warrants as Principal Method | | | | | | |
| Sub-underwritten Positions Method | | | | | | |
| SUB Total | | | | | | |
| less Provision for Doubtful Debts: | |
| TOTAL COUNTERPARTY RISK REQUIREMENT: | |
Summary Capital Liquidity Return
Return Date:
Non-Margined Financial Instruments Method
Risk Amounts By Counterparty Risk Weighting (CRW) Category
| Transaction Type | 0% | 10% | 20% | 50% | 100% | Total |
| ≤ 10 Business Days: Aggregate of Net Client Balances @ 3% | | | | | | |
| > 10 Bus' Days: Transaction @ 3% | | | | | | |
| > 10 Business Days: Excess of market value over contract value in case of a sale / Excess of contract value over market value in case of a purchase | | | | | | |
| 100% of Contract value/100% of Market value | | | | | | |
| Sub Total - Unweighted Amounts | | | | | | |
| Total Risk Amounts - Weighted by CRW | | | | | | |
| Amount Of Collateral Utilised To Reduce The Above Amounts. | | | | | | |
Summary Capital Liquidity Return
Return Date:
Free Delivery Method
Risk Amounts By Counterparty Risk Weighting (CRW) Category
| Transaction Type | 0% | 10% | 20% | 50% | 100% | Total |
| < 2 Business Days @8% | | | | | | |
| ≥ 2 Business Days @100% | | | | | | |
| Sub Total - Unweighted Amounts | | | | | | |
| Total Risk Amounts - Weighted by CRW | | | | | | |
| Amount of Collateral Utilised to Reduce the Above Amounts | | | | | | |
Summary Capital Liquidity Return
Return Date:
Securities Lending and Borrowing Method
Risk Amounts By Counterparty Risk Weighting (CRW) Category
| Transaction Type | 0% | 10% | 20% | 50% | 100% | Total |
| Option 1: > $10,000 and counterparty exposure ≤ 15% of value received: 8% of counterparty exposure | | | | | | |
| > $10,000 and counterparty exposure > 15% of value received : 8% of 15% of value received | | | | | | |
| > $10,000 and counterparty exposure > 15% of value received : 100% of counterparty exposure over 15% of value received | | | | | | |
| Option 2: > $10,000 : 100% of counterparty exposure | | | | | | |
| Sub Total - Unweighted Amounts | | | | | | |
| Total Risk Amounts - Weighted by CRW | | | | | | |
Summary Capital Liquidity Return
Return Date:
Margined Financial Instruments Method
Risk Amounts By Counterparty Risk Weighting (CRW) Category
| Transaction Type | 0% | 10% | 20% | 50% | 100% | Total |
| Settlement Amount, Premium, Deposit or Margin owed by Counterparty @ 100% | | | | | | |
| Total Risk Amounts Weighted by CRW | | | | | | |
| Amount of Collateral Utilised To Reduce The Above Amounts | | | | | | |
Summary Capital Liquidity Return
Return Date:
OTC Derivatives and Warrants Executed as Principal Method
Risk Amounts By Counterparty Risk Weighting (CRW) Category
| Transaction Type | 0% | 10% | 20% | 50% | 100% | Total |
| Written Premium Not Received @ 100% | | | | | | |
| Current Credit Exposure : Equity @ 8% | | | | | | |
| Potential Credit Exposure : Equity @ 8% | | | | | | |
| Current Credit Exposure : Debt @ 8% | | | | | | |
| Potential Credit Exposure : Debt @ 8% | | | | | | |
| Current Credit Exposure : Fx @ 8% | | | | | | |
| Potential Credit Exposure : Fx @ 8% | | | | | | |
| Sub Total - Unweighted Amounts | | | | | | |
| Total Risk Amounts - Weighted by CRW | | | | | | |
| Amount Of Collateral Utilised To Reduce The Above Amounts. | | | | | | |
Summary Capital Liquidity Return
Return Date:
Sub-Underwritten Positions Method
Risk Amounts By Counterparty Risk Weighting (CRW) Category
| Transaction Type | 0% | 10% | 20% | 50% | 100% | Total |
| Unweighted Amount | | | | | | |
| Total Risk Amounts - Weighted by CRW | | | | | | |
| Amount of Collateral Utilised To Reduce The Above Amounts | | | | | | |
Summary Capital Liquidity Return
Return Date:
Currency Exposure
| Currency | % of Total |
| | |
| TOTAL | |
Summary Capital Liquidity Return
Return Date:
Counterparty Concentration
| | Counterparty Name | Counterparty Type | Gross 'Unweighted Value' | Counterparty Risk Weighting % | Counterparty Risk Amount (Risk Weighted) |
| 1 | | | | | |
Summary Capital Liquidity Return
Return Date:
Position Risk Requirement
| Summary | Total |
| Part 1 - Equity Position Risk | |
| Part 2 - Debt Position Risk | |
| Part 3 - Foreign Exchange Position Risk | |
| Part 4 - VaR | |
| TOTAL POSITION RISK REQUIREMENT | |
Summary Capital Liquidity Return
Return Date:
Equity Position Risk
| Summary | Total AUD |
| Standard Method | |
| Building Block Method | |
| Contingent Loss Matrix Method - Method 1 | |
| Contingent Loss Matrix Method - Method 2 | |
| Margin Method | |
| Basic Method | |
| Arbitrage Method - Similar Indexes | |
| Arbitrage Method - Matching Basket - 2nd Method | |
| EQUITY POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Standard Method
| Country | Equity Net Positions @ 8% | Equity Net Positions @ 12% | Equity Net Positions @ 16% | Total Position Risk Amount $ |
| | | | | |
| TOTAL | | | | |
| TOTAL STANDARD METHOD POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Building Block Method
| | Number of Positions | Specific Risk | General Risk | |
| Country | Long | Short | Equity Net Position 2% | Equity Net Position 4% | Equity Net Position 8% | Specific Risk Total $ | Aggregate Equity Net 8% | Total Position |
| Risk Amount $ |
| | | | | | | | | |
| TOTAL | | | | | | | | |
| TOTAL BUILDING BLOCK METHOD POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Contingent Loss Matrix Method 1
| Country | Total Position Risk Amount (Aggregate Of Greatest Losses) |
| | |
| Total | |
Summary Capital Liquidity Return
Return Date:
Contingent Loss Matrix – Method 2
| | Number of Positions | Specific Risk | General Risk | |
| Country | Long | Short | Equity Net Positions | Equity Net Positions | Equity Net Positions | Total Specific Risk Amount | Amount Aggregate Of Greatest Losses | Total Position Risk Amount |
| | | | @ 2 % | @ 4 % | @ 8 % | $ | $ | $ | |
| | | | | | | | | |
| TOTAL | | | | | | | | |
| TOTAL METHOD 2 POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Margin Method
| Country | Primary Margin Requirement | Position Risk Amount $ (4 x Primary Margin Requirement) |
| | | |
| TOTAL | | |
| TOTAL POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Basic Method
| | Purchased Options | Written Options |
| Country | Aggregate Mark To Market Value of Underlying | Mark To Market Value of Options | Position Risk Amount | Position Risk Amount |
| | | | | |
| TOTAL | | | | |
| TOTAL POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Arbitrage Method
| | Similar Indexes | Broadly based Index and a matching basket |
| | Mark To Market Value of Futures | Position Risk Amount @ 2% | No. of Separately Managed Arbitrage Positions | Beta | Min Index Weight | Mark To Market Value of Futures | Position Risk Amount @ 2% |
| Country | $ | $ | | Min % | Max % | % | $ | $ |
| | | | | | | | | |
| TOTAL | | | | |
| TOTAL POSITION RISK | | TOTAL POSITION RISK | |
| | | | | | | | | |
Summary Capital Liquidity Return
Return Date:
Equity Principal Concentration
| Security Code (or description if code not applicable) | Country | Equity Net Position (Liquid) | Equity Net Position (Illiquid) | Total Position |
| | | | | |
Summary Capital Liquidity Return
Return Date:
Debt Position Risk
| Summary | Position Risk Amounts Total |
| Standard Method | |
| Building Block Method - Maturity Method | |
| - Duration Method | |
| - Specific Risk | |
| Contingent Loss Matrix Method 2 - Maturity Method - General risk | |
| - Specific risk | |
| - Volatility risk | |
| Margin Method | |
| Basic Method | |
| DEBT POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Standard Method
Total Position Risk Amount
Summary Capital Liquidity Return
Return Date:
Building Block Method
Building Block Method - Specific Risk
| | Aggregate Debt Net Positions Absolute Value | (input GROSS numbers) |
| | Government | Qualifying 0-6 Months Residual Maturity | Qualifying 6-24 Months Residual Maturity | Qualifying >24 Months Residual Maturity | Other | Specific Risk Position Risk Amount |
| Underlying Currency | @ 0% | @ 0.25% | @ 1.00% | @ 1.60%% | @ 8% | $ |
| | | | | | | |
| TOTAL | | | | | | |
| TOTAL SPECIFIC RISK POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Duration Method
| | Weighted Debt Net Positions | | | | | | |
| | Zone 1 | Zone 2 | Zone 3 | Net | Time | Zone Amount | Adjacent Zone | Non Adjacent | General Risk |
| Underlying Currency | Long | Short | Long | Short | Long | Short | Position Amount | Band Amount | | Amount | Zone Amount | Amount |
| | | | | | | | | | | | | |
| TOTAL | | | | | | | | | | | | |
| TOTAL GENERAL RISK POSITION RISK AMOUNT | | |
Summary Capital Liquidity Return
Return Date:
Maturity Method
| | Weighted Debt Net Positions | | | | | | |
| | Zone 1 | Zone 2 | Zone 3 | Net | Time | Zone Amount | Adjacent Zone | Non Adjacent | General Risk |
| Underlying Currency | Long | Short | Long | Short | Long | Short | Position Amount | Band Amount | | Amount | Zone Amount | Amount |
| | | | | | | | | | | | | |
| TOTAL | | | | | | | | | | | | |
| TOTAL GENERAL RISK POSITION RISK AMOUNT | | |
Summary Capital Liquidity Return
Return Date:
Contingent Loss Matrix Method – General Risk
| Underlying | Notional Weighted Debt Net Positions | Net Position | Time Band | Zone Amount | Adjacent Zone | Non Adjacent Zone | General Risk |
| Zone 1 | Zone 2 | Zone 3 |
| Currency | Long | Short | Long | Short | Long | Short | Amount | Amount | | Amount | Amount | Amount |
| | $ | $ | $ | $ | $ | $ | $ | $ | $ | $ | $ | $ |
| | | | | | | | | | | | | |
| TOTAL | | | | | | | | | | | | |
| TOTAL GENERAL RISK POSITION RISK AMOUNT | | |
Summary Capital Liquidity Return
Return Date:
Contingent Loss Matrix Method 2 – Specific Risk
| Aggregate Delta weighted value of Underlying Instrument (input GROSS numbers) |
| Government | Qualifying 0-6 Residual Maturity | Qualifying 6-24 Residual Maturity | Qualifying > 24 Residual Maturity | Other | Specific Risk Position Risk Amount |
| Underlying Currency | @ 0% | @ 0.25% | @ 1.00% | @ 1.6% | @ 8% | $ |
| | | | | | | |
| TOTAL | | | | | | |
| TOTAL SPECIFIC RISK POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Contingent Loss Matrix Method 2 – Volatility Risk
| Underlying Currency | Absolute Value of the aggregate of the greatest loss for each currency |
| | |
| TOTAL | |
Summary Capital Liquidity Return
Return Date:
Margin Method
| Underlying Currency | Primary Margin Requirement | Position Risk Amount $ (4 x Primary Margin Requirement) |
| | | |
| TOTAL | | |
| TOTAL POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Basic Method
| | Purchased Options | | Written Options |
| Underlying Currency | Aggregate Mark To Market Value of Underlying | Mark To Market Value of Options | Position Risk Amount | Position Risk Amount |
| | | | | |
| TOTAL | | | | |
| TOTAL POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Debt Principal Concentration
| Security Code (or description if code not applicable) | Underlying Currency | Debt Net Position (Liquid) | Debt Net Position (Illiquid) | Total Position |
| | | | | |
Summary Capital Liquidity Return
Return Date:
Foreign Exchange Position Risk
| Summary | Position Risk Amounts Total |
| Standard Method | |
| Contingent Loss Matrix Method | |
| FOREIGN EXCHANGE POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Standard Method
| Underlying Currency | Net Open Long Position | Net Open Short Position |
| | | |
| TOTAL | | |
| POSITION RISK AMOUNT – 8% OF MAX OF LONG OR SHORT | |
Summary Capital Liquidity Return
Return Date:
Contingent Loss Matrix Method
| Commodity Currency |
| Terms Currency | | | | | | Other | Total |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| Other | | | | | | | |
| Total | | | | | | | |
| TOTAL POSITION RISK AMOUNT | |
Summary Capital Liquidity Return
Return Date:
Largest Daily Losses
Loss Date
Summary Capital Liquidity Return
Return Date:
Equity Stress Testing
| National Market | Change in Implied Volatility | Change in Price (%) |
| | (%) | -50 | -25 | 0 | +10 | +20 |
| | +200 | | | | | |
| 0 | | | | | |
| - 75 | | | |
Summary Capital Liquidity Return
Return Date:
Debt Stress Testing
| | Change in Yield (%) |
| | Cash | 90 days | 180 days | 1 year | 3 years | 5 years | 10 years | 15 years |
| Yield curve scenario 1 | +20 | +20 | +20 | +20 | +20 | +20 | +20 | +20 |
| Yield curve scenario 2 | -20 | -20 | -20 | -20 | -20 | -20 | -20 | -20 |
Yield curve scenarios
| | Yield curve scenario 1 | Yield curve scenario 2 |
| | | |
Interest rate volatility scenarios
| | Volatility scenario 1 | Volatility scenario 2 |
| Change in Implied Volatility (%) | +250 | -75 |
| | | |
Summary Capital Liquidity Return
Return Date:
Foreign Exchange Stress Testing
Exchange Rate Scenarios
| Change in Price (%) |
| Change in Implied Volatility (%) | -20 | -10 | 0 | +10 | +20 |
| +100 | | | | | |
| 0 | | | | | |
| -50 | | | |
Summary Capital Liquidity Return
Return Date:
Large Exposure Risk Requirement
| Summary | Total |
| Part 1 - Counterparty Large Exposure Amount | |
| Part 2 - Issuer Large Exposure - Equity Method | |
| Part 3 - Issuer Large Exposure - Debt Method | |
| Part 4 - Issuer Large Exposure - Equity & Debt Method | |
| Total Large Exposure Risk Requirement | |
Summary Capital Liquidity Return
Return Date:
Counterparty Large Exposure Amount
Counterparty Large Exposure
| Summary | Total |
| Total Counterparty Large Exposure Risk Requirement | |
| Total number of counterparties | |
Summary Capital Liquidity Return
Return Date:
Non Margined Financial Instruments Method
| Transaction Type | Risk Amounts |
| > 10 Business Days : Transactions @ 3% of contract value or excess, whichever is greater | |
| > 10 Business Days : 100% of contract value / 100% of market value | |
| Sub TOTAL RISK AMOUNT | |
| Total Number of Counterparties | |
Summary Capital Liquidity Return
Return Date:
Securities Lending and Borrowing Method
| Transaction Type | Risk Amounts |
| Option 1 |
| > $10,000 and counterparty exposure ≤15% of value received : 8% of counterparty exposure | |
| > $10,000 and counterparty exposure > 15% of value received : 8% of 15% of value received | |
| > $10,000 and counterparty exposure > 15% of value received : 100% of counterparty exposure over 15% of the value received | |
| Option 2 |
| > $10,000 : 100% of counterparty exposure | |
| Sub TOTAL RISK AMOUNT | |
| Total Number of Counterparties | |
Summary Capital Liquidity Return
Return Date:
Margined Financial Instruments Method
| Transaction Type | Risk Amounts |
| Settlement Amount, Premium, Deposit or Margin owed by Counterparty @ 100% | |
| Sub TOTAL RISK AMOUNT | |
| Total Number of Counterparties | |
Summary Capital Liquidity Return
Return Date:
OTC Derivatives and Warrants Executed as Principal Method
| Transaction Type | Risk Amount |
| Written Premium Not Received @ 100% | |
| Current Credit Exposure : Equity @ 8% | |
| Potential Credit Exposure : Equity @ 8% | |
| Current Credit Exposure : Debt @ 8% | |
| Potential Credit Exposure : Debt @ 8% | |
| Current Credit Exposure : Fx @ 8% | |
| Potential Credit Exposure : Fx @ 8% | |
| Sub TOTAL RISK AMOUNT | |
| Total Number of Counterparties | |
Summary Capital Liquidity Return
Return Date:
Issuer Large Exposure – Equity Method
| Country | Number of Equity Issuers | Equity Net Position | > 25% Of Liquid Capital @ 12% | > 25% Of Liquid Capital @ 16% | > 5% Of Issue @ 12% | > 5% Of Issue @ 16% | Total Risk |
| Amount $ | |
| |
| | | | | | | | |
| TOTAL | | | | | | | |
Summary Capital Liquidity Return
Return Date:
Issuer Large Exposure – Debt Method
| Underlying Currency | Number of Debt Issuers | Debt Net Position | > 25% Of Liquid Capital | > 10% Of Issue | Total Risk Amount $ |
| |
| | | | | | |
| TOTAL | | | | | |
Summary Capital Liquidity Return
Return Date:
Issuer Large Exposure – Equity & Debt Method
| Underlying Currency | Number of Equity/Debt Issuers | Equity Net Position Plus Debt Net Position | > 25% Of Liquid Capital @ 12% | > 25% Of Liquid Capital @ 16% | > 25% Of Liquid Capital @ applicable debt position risk factor | Total Risk Amount $ |
| | | | | | | |
| TOTAL | | | | | | |
Summary Capital Liquidity Return
Return Date:
Operational Risk Requirement
| Minimum Amount | $100,000 |
| add Variable amount | |
| Counterparty risk requirement | (a) | | |
| Position Risk Requirement | (b) | | |
| Underwriting Risk Requirement | (c) | | |
| Sum (a) + (b) + (c) | | * 8% = | |
| add Secondary Requirement | | |
| Total Operational Risk | | |
Summary Capital Liquidity Return
Return Date:
Income Statement
Revenue
| | Current | Prior |
| Profits (Losses) from trading in securities / derivatives: Realised | | | | |
| Unrealised | | | | |
| Brokerage: Equities | | | | |
| Warrants | | |
| Futures / Exchange Traded Options | | |
| Debt | | |
| Other | | | | |
| Underwriting commission (less sub-underwriting commission paid) | | | | |
| Sub-underwriting commission | | |
| Dividends | | |
| Interest | | |
| Bad debts recovered and provision for doubtful debts no longer required | | |
| Directors' fees | | |
| Handling fees | | |
| Corporate Advisory Fees | | |
| Financial planning / Portfolio Management Fees | | |
| Management fees | | |
| Other fee received from associated entities | | |
| Other Revenue |
Summary Capital Liquidity Return
Return Date:
| Additional Total | | | |
| TOTAL REVENUE | | | |
Summary Capital Liquidity Return
Return Date:
Expenses
| | Current | Prior |
| Salaries (excluding partners, directors and research salaries) | | | | |
| Directors' / Partners' salaries | | |
| Commissions paid to Traders / Consultants | | |
| Other salary costs | | |
| Occupancy costs | | |
| Interest paid | | |
| Travel, Public Relations and Advertising | | |
| Research (including research salaries) | | |
| Bad and doubtful debts written off / provided for | | |
| Audit fees | | |
| Admin costs (postage, fax, phone etc) | | |
| Professional indemnity insurance | | |
| Other insurance costs | | |
| All management / service fees paid to associated entities | | |
| Depreciation / Amortisation of fixed and intangible assets | | |
| Finance lease payments | | |
| Operating lease payments (other than occupancy) | | | | |
| Other Expenses |
Summary Capital Liquidity Return
Return Date:
Net Profit / (loss)
| | Current | Prior |
| PROFIT before income TAX | | |
| Income Tax - Expense | | |
| If a profit has been made but no tax provision raised, the reason for NOT providing for tax must be recorded in this comment field | |
| | |
| |
| Profit / (loss) after TAX from discontinued operations (detail below) | | |
| | | | | |
| | | | | |
| NET PROFIT / (LOSS) for the period | | |
Summary Capital Liquidity Return
Return Date:
Retained Earnings
| | Current | Prior |
| Opening Retained Earnings | | |
| Adjustments TO retained earnings (detail) - increases | |
| | | | |
| TOTAL | | |
| Dividends | | |
| Adjustments from retained earnings (detail) - decreases | |
| TOTAL | | | |
| Other adjustments to / (from) retained earnings (detail) | |
| | | | |
| TOTAL | | |
| Closing Retained Earnings | | |
Summary Capital Liquidity Return
Return Date:
Balance Sheet
| Assets |
| | Current Assets (current) | Current Assets (prior) |
| Trade Receivables | | | | |
| Less Provision for doubtful debts | | | | |
| | Securities Borrowings | | | |
| Financial Assets | | |
| Cash and Cash Equivalents | | |
| Related/ Associated Persons | | |
| Client segregated/ Trust Accounts | | |
| Deposits at Clearing Houses | | |
| Other Current Assets | | |
| TOTAL CURRENT ASSETS | | |
| Non Current Assets (current) | Non Current Assets (prior) |
| Trade Receivables | | | |
| Financial Assets | | |
| Loans and Deposits | | |
| Related/ Associated Persons | | |
| Property, Plant & Equipment | | |
| Intangible Assets | | |
| Deferred Tax Assets | | |
| Other Non Current Assets | | |
| TOTAL NON CURRENT ASSETS | | |
| Total Assets | | |
Summary Capital Liquidity Return
Return Date:
| Liabilities |
| | Current Liabilities (current) | Current Liabilities (prior) |
| Trade Payables | | |
| Securities Lending | | |
| Financial Liabilities | | |
| Short Term Borrowings | | |
| Income Tax Payable | | |
| Approved Subordinated Debt | | |
| Other Current Liabilities | | |
| TOTAL CURRENT LIABILITIES | | |
| | Non Current Liabilities (current) | Non Current Liabilities (prior) |
| Long Term Borrowings | | |
| Deferred Income Tax | | |
| Approved Subordinated Debt | | |
| Other Non Current Liabilities | | |
| TOTAL NON CURRENT LIABILITIES | | |
| Total Liabilities | | |
| Net Assets | | |
Summary Capital Liquidity Return
Return Date:
| Equity |
| | Equity (current) | Equity (prior) |
| Ordinary Issued and Paid Up Shares | | | | |
| Non Cumulative Preference Shares | | |
| Cumulative Preference Shares | | |
| Other | | |
| Total Equity | | | |
| | Reserves (current) | Reserves (prior) |
| Revaluation reserves | | | | |
| Other reserves | | |
| TOTAL RESERVES | | | |
| Retained Earnings / (Accumulated Losses) | | |
| Total Equity | | |
Summary Capital Liquidity Return
Return Date:
Balance Sheet Details
| Total Contingent Liabilities | |
Summary Capital Liquidity Return
Return Date:
Cash & Cash Equivalents
| Detail FUNDS lodged with: | CURRENT | NON CURRENT |
| Approved Deposit Taking Institution (ADTI) | SECURED | UNSECURED | SECURED | UNSECURED |
| Total ADTI | | | | |
| Petty Cash | | | |
| |
| Non ADTI and Other |
| Total NON ADTI and Other | | | | |
| Total Secured / Unsecured | | | | |
| Total Current / Non Current: | | | |
Summary Capital Liquidity Return
Return Date:
Related/ Associated Persons
| Cash & Cash Equivalents - Detail | CURRENT | NON CURRENT |
| -Approved Deposit Taking Institution (ADTI) | SECURED | UNSECURED | SECURED | UNSECURED |
| ADTI Total | | | | |
| |
| Cash & Cash Equivalents - Detail | | | | |
| - Non ADTI and Other | | | | |
| Non ADTI Total | | | | |
| Total Secured/ Unsecured | | | | |
| Total Current/ Non Current | | | | |
Summary Capital Liquidity Return
Return Date:
Underwriting/ Guarantees
| Underwriting and Sub Underwriting: |
| Gross Underwriting Commitments | | | |
| Gross Sub Underwriting Commitments | |
| Gross Underwriting and Sub Underwriting Commitments | |
| Reduce underwriting and sub underwriting commitments by sub underwritten amounts and/or amounts received from client placement | |
| NET UNDERWRITING COMMITMENTS | |
| Guarantees: |
| For the purpose of the Rules | | |
| Ordinary course of business | |
| To settle legal proceedings | |
| SUB TOTAL | |
| Related/Associated persons | | |
| Other | |
| Other Guarantee Sub Total | |
| TOTAL UNDERWRITING / GUARANTEES | |
Summary Capital Liquidity Return
Return Date:
Legal / Insurance / Encumbrances
Contingent Liabilities
| Are there any actual / potential legal proceedings and Insurance Claims? | |
| Is there any charge, pledge, or other encumbrance over any of the assets of the Participant? | |
| Has the Participant granted any Credit Facilities to other persons or entities? | |
Summary Capital Liquidity Return
Return Date:
Other Contingent Liabilities and Lease Commitments
| Lease Commitments: (including property commitments) |
| Detail Operating Leases | |
| Other Leases: | | |
| TOTAL LEASE COMMITMENTS: | |
| Other Contingent Liabilities: |
| TOTAL OTHER: | |
| Total Lease Commitments / Other Contingent Liabilities: | |
| | |
Summary Capital Liquidity Return
Return Date:
Other Assets
| Current Asset Description | Current Asset Amount |
| Current Asset Amount Total | |
| NON Current Asset Description | NON Current Asset Amount |
| NON Current Asset Amount Total | |
| Other Assets Total | |
Summary Capital Liquidity Return
Return Date:
Core Capital
| | Current Return Prior Return |
| Ordinary Issued and Paid-Up Shares | | |
| Non-Cumulative Preference Shares | | |
| All Reserves Excluding Revaluation Reserves other than Financial Asset Revaluation Reserves | | |
| Opening Retained Earnings/Accumulated Losses Adjusted for all Current Year Movements | | |
| Core Capital | | |
Summary Capital Liquidity Return
Return Date:
Liquid Capital Calculation
| | Current Return | Prior Return |
| Core Capital | | | | |
| Cumulative Preference Shares | | |
| Approved Subordinated Debt | | |
| Revaluation Reserves other than Financial Asset Revaluation Reserves | | | | |
| less Excluded Assets |
| Property, Plant and Equipment | | | | |
| Intangible Assets | | |
| Deferred Tax Assets | | |
| Other Non-Current Assets | | |
| Unsecured deposits/loans with non approved deposit taking instit's | | |
| Unsecured non ADTI related / associated person balances | | |
| Other trade receivables realisable after 30 days | | |
| Prepayments realisable after 30 days | | |
| Other Illiquid Assets | | |
| Other charged assets | | |
| Other prescribed assets | | | | |
| less Excluded Liabilities |
| Guarantees and Indemnities | | | | |
| Other prescribed liabilities | | | | |
| Liquid Capital | | | | |
Summary Capital Liquidity Return
Return Date:
Liquid Margin Calculation
| | Current Return | Prior Return |
| Liquid Capital | | | | |
| Operational Risk Requirement | | | | |
| Counterparty Risk Requirement | | | | |
| Large Exposure Risk Requirement | | | | |
| Position Risk Requirement | | | | |
| Underwriting Risk Requirement | | | | |
| Non Standard Risk Requirement | | | | |
| Liquid Margin | | | | |
.Ratio of Liquid Capital to Total Risk Requirement
| | Current Return | Prior Return |
| Ratio of Liquid Capital to | = | Liquid Capital | = |