Prudential Financial Policy Department
For KLSE Main Board equities held in their proprietary book, the lower of the daily mark-to-market values subject to a force sale discount or the fair value of the equity is to be reported.
Summary of maturity mismatch reporting
Securities to be reported (reverse out) in row 7 should
only be the securities that qualify as liquefiable assets in the Part 4 Statistical Return: Stock of Liquefiable Assets. In particular, for securities that are Class-2 liquefiable assets, do not report those that fall outside the 50% eligible limit.
Row 9A and 9B
All Class-1 liquefiable assets that are under repo at the date of reporting must be reported here. For Class-2 liquefiable assets that are under repo, report only if the 50% limit reportable in the Part-4 statistical return for Class-2 liquefiable assets has not been fully utilised. Row 9A should be reported according to the maturity of the underlying securities, whilst Row 9B should be reported according to the maturity of the repo.