Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p23
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 71004–74883

received, residual maturity of the repo, collateral management type and whether the position is a repo or a reverse repo.

        The counterparty sectors are:

             * RBA;
             * resident ADIs;
             * resident registered financial corporations (RFCs);
             * resident central borrowing authorities;
             * resident clearing houses and central counterparties;
             * any other resident financial auxiliaries other than clearing houses and central counterparties;
             * resident insurance corporations;
             * resident superannuation funds;
             * resident money-market investment funds;
             * resident exchange-traded funds;
             * any other resident non-money-market financial investment funds other than exchange-traded funds;
             * any other resident financial institutions other than those reported above;
             * resident REITs;
             * any other resident private non-financial investment funds other than REITs;
             * resident other private non-financial corporations;
             * Commonwealth general government;
             * any other residents other than those reported above;
             * non-resident banks;
             * non-resident superannuation funds; and
             * any other non-residents not reported above.

        The collateral categories are:

             * short-term Australian Government Securities­;
             * long-term Australian Government Securities­;
             * short-term semi‑government securities;
             * long-term semi‑government securities;
             * negotiable certificates of deposit (NCDs) issued by resident ADIs;
             * commercial paper and other short-term debt securities (other than NCDs) issued by resident ADIs;
             * covered bonds issued by resident ADIs;
             * long-term debt securities other than covered bonds issued by resident ADIs;
             * short-term  debt securities issued by resident registered financial corporations;
             * long-term debt securities issued by resident registered financial corporations;
             * short-term debt securities issued by resident private non-financial corporations other than SPVs;
             * long-term debt securities issued by resident private non-financial corporations other than SPVs;
             * short-term asset-backed securities issued by resident SPVs;
             * long-term asset-backed securities issued by resident SPVs;
             * any short-term debt securities issued by residents other than those reported above;
             * any long-term debt securities issued in Australia by residents other than those reported above;
             * short-term supra‑national and foreign agency-issued debt securities;
             * long-term supra‑national and foreign agency-issued debt securities;
             * any short-term debt securities issued by non-residents other than those reported above;
             * any long-term debt securities issued in Australia by non-residents other than those reported above;
             * any long-term debt securities issued offshore by non-residents other than those reported above;
             * equity securities (including preference shares); and
             * any other assets not reported above.

        The repo residual maturity categories are:

             * <= 1 day;
             * > 1 day to <= 1 month;
             * > 1 month to <= 3 months;
             * > 3 months to <= 1 year;
             * > 1 year; and
             * undefined (open repo).

        The collateral management types are:

             * bilateral; and
             * tri-party.

    2.             Rates on repos and reverse repos outstanding

Item 2 collects information on weighted average repo rates on repos and reverse