Document ID: chunk:federal_register_of_legislation:F2021L01135:body:0:p10
Version: federal_register_of_legislation:F2021L01135
Segment Type: other
Provision Reference: 
Character Range: 26526–29775

interest rate type.

          The types of short-term debt securities are:

               * bills of exchange;
               * negotiable certificates of deposit; and
               * any other short-term securities that are not bills of exchange or negotiable certificates of deposit.  This will include any short-term debt security liabilities listed on ARF 720.6 newly issued in the reporting period that are not negotiable certificates of deposit or bills of exchange.

          The currency types are:

               * AUD;
               * USD;
               * EUR; and
               * any currencies other than those reported above.

          The interest rate types:

               * fixed interest rate; and
               * floating interest rate.

Item 2.2  Report new long-term debt securities issued during the reporting period for each combination of security type, currency type and interest rate type.

          The types of long-term debt securities are:

               * negotiable certificates of deposit;
               * covered bonds;
               * asset-backed securities;
               * senior unsecured debt;
               * additional Tier 1 capital instruments;
               * Tier 2 capital instruments; and
               * any hybrid securities treated as liabilities and subordinated debt other than those reported above.

          The currency types are:

               * AUD;
               * USD;
               * EUR; and
               * any currencies other than those reported above.

          The interest rate types:

               * fixed interest rate; and
               * floating interest rate.

Item 2.3  Report total debt securities issued during the reporting period.

          Item 2.3 is a derived item, with the exception of column 6.

          Report the total value of debt securities issued during the reporting period in item 2.3 (column 4) as the sum of item 2.1 (column 4) and item 2.2 (column 4).

          Report the total weighted average interest rate as at the end of the reporting period for debt securities issued during the reporting period in item 2.3 (column 5) as the weighted average of item 2.1 (column 5) and item 2.2 (column 5).

Item 2.4  Report asset-backed securities, including those that are issued by related parties but excluding those that are related to a self-securitisation, where the underlying assets are held on-balance sheet in accordance with accounting principles.

          Report the weighted average tenor for asset-backed securities issued in item 2.4 (column 6) using the weighted average life of the securities as estimated at issuance, based on internal assumptions.

          Report the value and weighted average interest rate for asset-backed securities maturing in 12 months or less in item 2.4 (columns 7 and 8) using the weighted average life of the securities as estimated at the end of the reporting period, based on internal assumptions.

    3.             Benchmark rate on senior unsecured debt

Item 3 collects information on the benchmark rate on senior unsecured debt by currency type and tenor.

Reporting basis: report item 3 as at the end of the reporting period.

The benchmark rate must be expressed