Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p4
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 8348–13002

Institution Name

Reporting Period            Scale Factor
Monthly
Reporting Consolidation
Domestic

 1. Repo stocks - repo characteristics

Unique identifier  Intermediated  Centrally cleared  Counterparty sector  Counterparty jurisdiction  Repo residual maturity  Repo rate  Cash currency  Principal amount
(1)                (2)            (3)                (4)                  (5)                        (6)                     (7)        (8)            (9)

2.  Repo stocks - collateral characteristics

Unique identifier  Tri-party  Collateral eligible for re-use  Collateral type  Collateral currency  Collateral residual maturity  Haircut  Collateral market value
(1)                (2)        (3)                             (4)              (5)                  (6)                           (7)      (8)

3.  Reverse repo stocks - repo characteristics

Unique identifier  Intermediated  Centrally cleared  Counterparty sector  Counterparty jurisdiction  Repo residual maturity  Repo rate  Cash currency  Principal amount
(1)                (2)            (3)                (4)                  (5)                        (6)                     (7)        (8)            (9)

4.  Reverse repo stocks - collateral characteristics

Unique identifier  Tri-party  Collateral eligible for re-use  Collateral type  Collateral currency  Collateral residual maturity  Haircut  Collateral market value
(1)                (2)        (3)                             (4)              (5)                  (6)                           (7)      (8)

5.  Securities lending stocks - securities loan characteristics

Unique identifier  Exclusive contract  Intermediated  Centrally cleared  Counterparty sector  Counterparty jurisdiction  Loan residual maturity  Loaned security type  Loaned security currency  Loaned security market value  Lending fee/premium or rebate rate
(1)                (2)                 (3)            (4)                (5)                  (6)                        (7)                     (8)                   (9)                       (10)                          (11)

6.  Securities lending stocks - collateral characteristics

Unique identifier  Tri-party  Collateral eligible for re-use  Collateral type  Collateral currency  Collateral residual maturity  Haircut  Collateral market value
(1)                (2)        (3)                             (4)              (5)                  (6)                           (7)      (8)

7.  Securities borrowing stocks - securities loan characteristics

Unique identifier  Exclusive contract  Intermediated  Centrally cleared  Counterparty sector  Counterparty jurisdiction  Loan residual maturity  Borrowed security type  Borrowed security currency  Borrowed security market value  Borrowing fee/premium or rebate rate
(1)                (2)                 (3)            (4)                (5)                  (6)                        (7)                     (8)                     (9)                         (10)                            (11)

8.  Securities borrowing stocks - collateral characteristics

Unique identifier  Tri-party  Collateral eligible for re-use  Collateral type  Collateral currency  Collateral residual maturity  Haircut  Collateral market value
(1)                (2)        (3)                             (4)              (5)                  (6)                           (7)      (8)

9.  Reinvestment of cash collateral from securities lending

                                                                        Value  Rate of return
                                                                        (1)    (2)
  9.1.  Outstanding cash collateral from securities lending reinvested
    9.1.1.  Money-market investment funds
    9.1.2.  Other commingled pool
    9.1.3.  Repo market
    9.1.4.  Direct purchase of securities
    9.1.5.  Other assets

Reporting Form ARF 721.0A

ABS/RBA Repurchase Agreements and Securities Lending (Option A)

Instructions

These instructions assist completion of Reporting Form ARF 721.0A Repurchase Agreements and Securities Lending (Option A) (ARF 721.0A). ARF 721.0A collects information relating to the stock of repurchase agreements (repos) and reverse repos, and securities lending and securities borrowing by ADIs and RFCs.

Information reported in ARF 721.0A is required primarily for purposes of the ABS and the RBA. This information is required for various purposes, including the compilation of Australia's National Accounts and the provision of aggregated information to the Financial Stability Board. This information may also be used by APRA