Financial Position 5 Assets Derivative Financial Instruments Basis Swap Net Receipts Or Payments Amount This is the value, during the relevant period, of net receipts or scheduled payments arising from basis swaps. A basis swap is an interest rate swap aimed at limiting basis risk. For the purposes of the relevant prudential standard, a basis swap includes a payment stream on one leg of the swap based on an observable market rate or index, and a payment stream on the other leg based on rates set by a party to the swap. Assets Derivative Financial Instruments Basis Swap Other Income Amount This is the value, during the relevant period, of the profit and loss impact due to basis swaps other than net receipts or payments and revaluation. A basis swap is an interest rate swap aimed at limiting basis risk. For the purposes of the relevant prudential standard, a basis swap includes a payment stream on one leg of the swap based on an observable market rate or index, and a payment stream on the other leg based on rates set by a party to the swap. Assets Derivative Financial Instruments Basis Swap Revaluation Amount This is the value, during the relevant period, of the profit and loss impact due to the revaluation of basis swaps. A basis swap is an interest rate swap aimed at limiting basis risk. For the purposes of the relevant prudential standard, a basis swap includes a payment stream on one leg of the swap based on an observable market rate or index, and a payment stream on the other leg based on rates set by a party to the swap. Assets Derivative Financial Instruments Basis Swaps Amount This is the value, as at the relevant date, of an interest rate swap aimed at limiting basis risk as per relevant prudential standard. A basis swap includes a payment stream on one leg of the swap based on an observable market rate or index, and a payment stream on the other leg based on rates set by a party to the swap. Derivatives are generally defined as those instruments/contracts, where the value is based on other products, and/or on prices associated with financial products. Derivative contracts involve: - Future delivery, receipt or exchange of financial items such as cash or another derivative instrument; or - Future exchange of real assets for financial items where the contract may be tradeable and has a market value. The contracts can either be binding on both parties (e.g. as with a currency swap) or subject to the exercise by one party of a right contained within the contract (as with options). Report this item regardless of whether favourable or unfavourable to the reporting entity. Assets Derivative Financial Instruments Net Receipts Payments From Derivatives Excluding Basis Swaps Amount This is the value, during the relevant period, due to derivatives, excluding basis swaps, of net receipts or payments on scheduled payments. Assets Derivative Financial Instruments Other Derivatives Income Excluding Basis Swaps Amount This is the value, during the relevant period, of the securitisation income from derivatives excluding basis swaps, other than net receipts/payments and revaluation. Assets Derivative Financial Instruments Revaluation From Derivatives Excluding Basis Swaps Amount This is the value, during the relevant period, of the profit and loss impact due to derivatives, excluding basis swaps, other than net receipts or payments.