If you haven't sold then you are still a holder until OGX finalises its liquidation, that's why ANZ doesn't show it in your tax statement as you don't yet have any recorded loss related to OGX as yet.
I'm not sure whether you can or cannot claim the paper loss in this situation, you better consult with an accountant. Or you can use one of the off-market sale services (like Delisted com au) to crystalise your loss (you just need to know your HIN number) but if you do that now it will go into the current financial year.
