Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p26
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 80520–83781

and
             * > 50.

        The collateral residual maturity categories are:

             * <= 1 month;
             * > 1 month to <= 3 months;
             * > 3 months to <= 1 year;
             * > 1 year to <= 5 years;
             * > 5 year to <= 10 years; and
             * > 10 years.

    4.             Securities borrowing and lending outstanding

Item 4 collects information on gross principal amounts and weighted average rates for securities borrowing and securities lending outstanding as at the end of the reporting period by securities loan counterparty, type of security sought, residual maturity of the securities loan, whether the security sought was borrowed or lent, type of collateral and collateral management.

Column 1  Report according to the counterparty of the securities loan (see item 4 for further details).

Column 2  Report according to the type of security sought (see item 4 for further details).

Column 3  Report according to the residual maturity of the securities loan (see item 4 for further details).

Column 4  Report according to the type of collateral posted for the securities loan (see item 4 for further details).

Column 5  Report according to the collateral management type (see item 4 for further details).

Column 6  Report the market value of the security borrowed.

          SBR: accounting type credit (liability)

Column 7  Report the weighted average rebate rate or lending fee (as applicable) of the securities loan.

          Unit of measurement: report column 7 as a per cent to two decimal places.

Column 8  Report the market value of the security lent.

          SBR: accounting type debit (asset).

Column 9  Report the weighted average rebate rate or lending fee (as applicable) of the securities loan.

          Unit of measurement: report column 9 as a per cent to two decimal places.

Item 4  Report gross market values of the security sought and weighted average rates for securities borrowing and securities lending outstanding as at the end of the reporting period for each combination of loan counterparty, type of security sought, residual maturity of the loan, whether the security sought was borrowed or lent, type of collateral and collateral management.

        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