Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p24
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 74576–78085

* > 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 repos outstanding as at the end of the reporting period by repo counterparty, type of collateral provided or received and the original maturity of the repo or reverse repo.

Unit of measurement: report item 2 inclusive as an annualised percentage rate to two decimal places.

Column 1  Report according to the counterparty of the repo or reverse repo (see item 2 for further details).

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

Column 3   Report according to the original maturity of the repo as at the trade date (see item 2 for further details).

Column 4  Report the weighted average repo rate on repos.

          Unit of measurement: report column 4 as an annualised percentage rate to two decimal places.

Column 5  Report the weighted average repo rate on reverse repos.

          Unit of measurement: report column 5 as an annualised percentage rate to two decimal places.

Item 2  Report average repo rates weighted by principal amounts of repos and reverse repos outstanding as at the end of the reporting period for each combination of counterparty type, type of repo collateral provided or received and repo original maturity.

        The counterparty sectors are:

             * RBA;
             * resident ADIs ;
             * resident registered financial corporations (RFCs);
             * resident central borrowing authorities;
             * resident clearing houses and central counterparties;
             * any 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 resident non-money-market financial investment funds other than exchange-traded funds;
             * any resident financial institutions other than those reported above;
             * 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:

             * Australian Government Securities;
             * semi‑government securities;
             * supra‑national  and foreign agency-issued debt securities;
             * debt securities issued by resident financial institutions other than SPVs;
             * debt securities issued by  resident private non-financial corporations other than SPVs;
             * asset-backed securities issued by resident SPVs;
             * any other debt securities not reported above;
             * equity securities (including convertible bonds); and
             * any other assets not reported above.

        The repo original maturity categories are:

             * <= 1 day;
             * >