Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p8
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 21435–24730

registered financial corporations;
               * 'LT RFC' for long-term debt securities issued by resident registered financial corporations;
               * 'ST PNFC' for short-term debt securities issued by resident private non-financial corporations other than SPVs;
               * 'LT PNFC' for long-term debt securities issued by resident private non-financial corporations other than SPVs;
               * 'ST ABS' for short-term asset-backed securities issued by resident SPVs;
               * 'LT ABS' for long-term asset-backed securities issued by resident SPVs;
               * 'ST other resident' for any short-term debt securities issued by residents other than those reported above;
               * 'LT other resident' for any long-term debt securities issued in Australia by residents other than those reported above;
               * 'ST supra' for short-term supra‑national and foreign agency-issued debt securities;
               * 'LT supra' for long-term supra‑national and foreign agency-issued 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.

          SBR: accounting type debit (asset)

Item 2  For each repo transaction outstanding as at the end of the reporting period, provide a unique transaction identification number and details on the collateral – whether the collateral is managed by a tri-party agent and/or available for re-use, the collateral type, collateral currency, collateral residual maturity, haircut and the collateral market value.

    3.             Reverse repo stocks – repo characteristics

Item 3 collects information on reverse repos outstanding as at the end of the reporting period. Report characteristics of the reverse repo against the reverse repo's unique transaction identification number.  Report each reverse repo only once in item 3.

SBR: submit item 3 with accounting type of debit (asset).

Column 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