Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p18
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 52519–55689

debt securities;
               * 'ST other non-resident' for any short-term debt securities issued by non-residents other than those reported above;
               * 'LT other non-resident in Australia' for any long-term debt securities issued in Australia by non-residents other than those reported above;
               * 'LT other non-resident offshore' for any long-term debt securities issued offshore by non-residents other than those reported above;
               * 'Equity' for equity securities (including preference shares); and
               * 'Other' for any other assets not reported above.

Column 5  Report the collateral currency.

          Unit of measurement: report column 5 as a (three-letter) ISO 4217 currency code.

Column 6  Report the residual maturity of the collateral.

          Unit of measurement: report column 6 as a whole number greater than or equal to zero to the nearest day. For long‑term asset‑backed securities and equity securities, the data field must be reported as "-1".

Column 7  Report the haircut.

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

Column 8  Report the market value of the collateral.

Item 8  For each securities borrowing transaction outstanding as at the end of the reporting period, provide a unique transaction identification number and details on the securities loan –whether the collateral is managed by a tri-party agent and/or eligible for re-use, the collateral type, collateral currency, collateral residual maturity, haircut and the collateral market value.

    9.             Reinvestment of cash collateral from securities lending

Item 9 collects information on the reinvestment of cash collateral received under securities lending.

SBR: submit item 9 with accounting type of debit (assets).

Column 1  Report the value.

Column 2  Report the weighted 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 9.1.5 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 9.1    Report cash collateral received from securities lending that has been reinvested.

Item 9.1.1  Report cash collateral received from securities lending that has been reinvested in money-market investment funds.

Item 9.1.2  Report cash collateral received from securities lending that has been reinvested in commingled pools other than money-market investment funds.

Item 9.1.3  Report cash collateral received from securities lending that has been reinvested in the repo market.

Item 9.1.4  Report cash collateral received from securities lending that has been reinvested in the direct purchase of securities.

Item 9.1.5  Report cash collateral received from securities lending that has been reinvested in any assets other than those listed in items 9.1.1 to