Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p22
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 68307–71336

more third-party principals from reporting on this form.

Report collateral administered through a tri‑party agent on the basis of an end-month report from the tri-party agent.

All principal amounts in relation to repurchase agreements and securities lending arrangements refer to the cash consideration (post‑haircut) on the initial leg of a repo or securities loan contract.

All collateral market values in relation to repurchase agreements and securities lending arrangements refer to the market value on collateral pre‑haircut.

Values

Report monetary amounts on ARF 721.0B in Australian dollars or the Australian dollar equivalent of the foreign currency amount.

Report closing balances at market prices effective at the reference date. Where denominated in foreign currency, convert market values in foreign currency to AUD at the spot rate effective as at the reference date.

Report values on ARF 721.0B as whole dollars.

Specific instructions

Terms highlighted in bold italics are defined in ARS 701.0.

All derived fields in the form are shaded in grey and are explained in words as a mathematical expression in these instructions.

Examples included under 'Include' and 'Exclude' must not be taken as an exhaustive list of items to be included or excluded.

     1. Repos and reverse repos outstanding

Item 1 collects information on repos and reverse repos outstanding as at the end of the reporting period by repo counterparty, type of collateral provided or received, the residual maturity of the repo or reverse repo and the type of collateral management employed.

Column 1  Report according to the counterparty of the repo or reverse repo (see item 1 for further details).

Column 2  Report according to the collateral provided in the repo or received in the reverse repo (see item 1 for further details).

Column 3  Report according to the residual maturity of the repo or reverse repo (see item 1 for further details).

Column 4  Report according to the collateral management method employed (see item 1 for further details).

Column 5  Report the value of cash borrowed under repos.

          SBR: accounting type credit (liability)

Column 6  Report the market value of collateral sold under repos.

          SBR: accounting type debit (asset)

Column 7  Report the value of cash lent under reverse repos.

          SBR: accounting type debit (asset).

Column 8  Report the market value of collateral purchased under reverse repos.

          SBR: accounting type credit (liability).

Item 1  Report repos and reverse repos outstanding as at the end of the reporting period for each combination of counterparty type, repo collateral provided or 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;