Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p28
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 86952–88721

average reinvestment rate on securities loan cash collateral reinvested.

          Where an ADI or RFC is unable to separately identify the specific assets purchased with cash collateral received from securities lending, report the value of all reinvested cash collateral received from securities lending in item 5.1.5 and report the reinvestment rate as the rate received on that pool of funds.

          Unit of measurement: report column 2 as an annualised percentage rate to two decimal places.

Item 5.1    Report cash collateral received from securities lending that has been reinvested.

Item 5.1.1  Report cash collateral received from securities lending that has been reinvested in money-market investment funds.

Item 5.1.2  Report cash collateral received from securities lending that has been reinvested in commingled pools other than money-market investment funds.

Item 5.1.3  Report cash collateral received from securities lending that has been reinvested in the repo market.

Item 5.1.4  Report cash collateral received from securities lending that has been reinvested in the direct purchase of securities.

Item 5.1.5  Report cash collateral received from securities lending that has been reinvested in any assets other than those listed in items 5.1.1 to 5.1.4.

            For column 1, item 5.1.5 is a derived item.  Report the value of the cash collateral received from securities lending that has been reinvested as the value in item 5.1 less the sum of items 5.1.1 to 5.1.4 inclusive.

            Where an ADI or RFC is unable to separately identify the specific assets purchased with cash collateral received from securities lending, report the value of all reinvested cash collateral received from securities lending in this item.