Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p20
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 59778–65519

(1)                                           (2)                                                (3)                       (4)         (5)

RBA                                           Australian Government securities                   <= 1 day
ADIs                                          Semi-government securities                         > 1 day to <= 1 month
RFCs                                          Supra-national and foreign agency debt securities  > 1 month to <= 3 months
Central borrowing authorities                 Financial institution debt securities              > 3 months to <= 1 year
Clearing houses and CCPs                      Non-financial debt securities                      > 1 year
Other financial auxiliaries                   Asset-backed securities                            Undefined (open repo)
Insurance corporations                        Other debt securities
Superannuation funds                          Equity securities
Money-market investment funds                 Other assets
ETFs
Other non-MM financial investment funds
Other financial institutions
REITs
Other private non-financial investment funds
Other private non-financial corporations
Commonwealth general government
Other residents
Non-resident banks
Non-resident superannuation funds
Other non-residents

3.  Haircuts on repos and reverse repos outstanding

Collateral type                                    Haircut          Repo collateral residual maturity  Repos outstanding  Reverse repos outstanding
(1)                                                (2)              (3)                                (4)                (5)

Australian Government securities                   0 to <= 0.5      <= 1 month
Semi-government securities                         > 0.5 to <= 1.5  > 1 month to <= 3 months
Supra-national and foreign agency debt securities  > 1.5 to <= 3    > 3 months to <= 1 year
Financial institution debt securities              > 3 to <= 4      > 1 year to <= 5 years
Non-financial debt securities                      > 4 to <= 6      > 5 years to <= 10 years
Asset-backed securities                            > 6 to <= 10     > 10 years
Other debt securities                              > 10 to <= 15
Equity securities                                  > 15 to <= 25
Other assets                                       > 25 to <= 50
                                                   > 50

                                              4.  Securities borrowing and lending outstanding
                                                                                                                                                                                                          Securities borrowing      Securities lending
                                                                                                                                                                                                          Market value of security                                       Market value of security
Counterparty sector                           Loaned security type                                    Loan residual maturity    Collateral type                                    Collateral management                            Lending fee/premium or rebate rate                             Lending fee/premium or rebate rate
(1)                                           (2)                                                     (3)                       (4)                                                (5)                    (6)                       (7)                                  (8)                       (9)

RBA                                           Australian Government securities                        <= 1 day                  Cash                                               Bilateral
ADIs                                          Semi-government securities                              > 1 day to <= 1 month     Australian Government securities                   Tri-party
RFCs                                          Supra-national and foreign agency debt securities       > 1 month to <= 3 months  Semi-government securities
Central borrowing authorities                 Financial institution debt securities                   > 3 months to <= 1 year   Supra-national and foreign agency debt securities
Clearing houses and CCPs                      Non-financial debt securities                           > 1 year                  Financial institution debt securities
Other financial auxiliaries                   Asset-backed securities                                                           Non-financial debt securities
Insurance corporations                        Other debt securities                                                             Asset-backed securities
Superannuation funds                          Equities - ADIs                                                                   Other debt securities
Money-market investment funds                 Equities - Insurance corporations                                                 Equity securities
ETFs                                          Equities - Money-market investment funds                                          Other assets
Other non-MM financial investment funds       Equities - Non-money market financial investment funds
Other financial institutions                  Equities - other financial institutions
REITs                                         Equities - Private non-financial investment funds
Other private non-financial investment funds  Equities - Other private non-financial corporations
Other private non-financial corporations      Equities