Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p9
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 24458–27869

1  Report the unique transaction identification number.

          Unit of measurement: report column 1 as an alphanumeric value.

Column 2  Report whether the repo was intermediated.

          Unit of measurement: report column 2 as Y or N.

Column 3  Report whether the repo was centrally cleared.

          Unit of measurement: report column 3 as Y or N.

Column 4  Report the repo counterparty sector.

          Unit of measurement: report column 4 as text selected from the counterparty sector list below.

          The counterparty sector list options are:

               * 'RBA' for RBA;
               * 'ADI' for resident ADIs;
               *  'RFC' for resident registered financial corporations;
               * 'CBA' for resident central borrowing authorities;
               * 'CCP' for resident clearing houses and central counterparties;
               * 'Auxiliary' for any resident financial auxiliaries other than clearing houses and central counterparties;
               * 'Insurance' for resident insurance corporations;
               * 'Superannuation' for resident superannuation funds;
               * 'MMIF' for resident money-market investment funds;
               * 'ETF' for resident exchange-traded funds;
               * 'Other NMMIF' for any resident non-money-market financial investment funds other than exchange-traded funds;
               * 'Other FI' for any resident financial institutions other than those reported above;
               * 'REIT' for resident REITs;
               * 'Other PNFIF' for any resident private non-financial investment funds other than REITs;
               * 'Other PNFC' for resident other private non-financial corporations;
               * 'Government' for Commonwealth general government;
               * 'Other resident' for any residents other than those reported above;
               * 'Non-resident bank' for non-resident banks;
               * 'Non-resident superannuation' for non-resident superannuation funds; and
               * 'Other non-resident' for any non-residents other than those reported above.

Column 5  Report the repo counterparty jurisdiction.

          Unit of measurement: report column 5 as a two-letter ISO 3166 country code.

Column 6  Report the residual maturity of the repo.

          Unit of measurement: report column 6 as a whole number greater than or equal to zero to the nearest day for a repo with a defined term or as "-1" for an undefined (open) repo.

Column 7  Report the repo rate.

          Unit of measurement: report column 7 as an annualised percentage rate to two decimal places.

Column 8  Report the cash currency.

          Unit of measurement: report column 8 as a three-letter ISO 4217 currency code.

Column 9  Report the value of the principal amount.

Item 3  For each reverse repo transaction outstanding as at the end of the reporting period, provide a unique transaction identification number and details on the repo – whether the repo was intermediated and/or centrally cleared, the counterparty sector, counterparty jurisdiction, residual maturity of the repo, repo rate, the cash currency and the principal amount.

    4.             Reverse repo stocks – collateral characteristics

Item 4 collects information on reverse repos outstanding as at the end of the reporting period. Report detail on the characteristics of each piece of collateral